FIDJX vs. FTZIX

Last updated Jun 26, 2026

FIDJX (Fidelity SAI Sustainable Sector Fund) and FTZIX (Fuller & Thaler Behavioral Unconstrained Equity Fund) are both Large Cap Blend Equities funds. Over the past 3 years, FIDJX returned 22.61%/yr vs 28.15%/yr for FTZIX. Their correlation of 0.84 suggests significant overlap in exposure. FIDJX charges 0.44%/yr vs 1.12%/yr for FTZIX.

Performance

FIDJX vs. FTZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Sustainable Sector Fund (FIDJX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIDJX achieves a 13.15% return, which is significantly lower than FTZIX's 21.73% return.

FIDJX

• 1D: 0.11%
• 1M: -1.25%
• YTD: 13.15%
• 6M: 11.83%
• 1Y: 29.72%
• 3Y*: 22.61%
• 5Y*: —
• 10Y*: —

FTZIX

• 1D: 1.56%
• 1M: 6.74%
• YTD: 21.73%
• 6M: 19.33%
• 1Y: 43.95%
• 3Y*: 28.15%
• 5Y*: 14.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDJX vs. FTZIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FIDJX Fidelity SAI Sustainable Sector Fund	13.15%	17.55%	23.85%	31.66%	-10.52%
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	21.73%	22.63%	25.31%	27.18%	-7.70%

Correlation

The correlation between FIDJX and FTZIX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since Apr 25, 2022	0.84

The correlation between FIDJX and FTZIX shifts across timeframes, from 0.71 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FIDJX vs. FTZIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIDJX

FIDJX Risk / Return Rank: 80
FIDJX Sharpe Ratio Rank: 78
FIDJX Sortino Ratio Rank: 72
FIDJX Omega Ratio Rank: 73
FIDJX Calmar Ratio Rank: 85
FIDJX Martin Ratio Rank: 92

FTZIX

FTZIX Risk / Return Rank: 89
FTZIX Sharpe Ratio Rank: 91
FTZIX Sortino Ratio Rank: 87
FTZIX Omega Ratio Rank: 80
FTZIX Calmar Ratio Rank: 94
FTZIX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIDJX vs. FTZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FIDJX	FTZIX	Difference
Sharpe ratio: Return per unit of total volatility	2.20	2.61	-0.40
Sortino ratio: Return per unit of downside risk	2.95	3.66	-0.72
Omega ratio: Gain probability vs. loss probability	1.39	1.43	-0.04
Calmar ratio: Return relative to maximum drawdown	3.51	4.85	-1.34
Martin ratio: Return relative to average drawdown	16.20	18.71	-2.51

FIDJX vs. FTZIX - Sharpe Ratio Comparison

The current FIDJX Sharpe Ratio is 2.20, which is comparable to the FTZIX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of FIDJX and FTZIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FIDJX vs. FTZIX - Drawdown Comparison

The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum FTZIX drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for FIDJX and FTZIX.

Drawdown Indicators

	FIDJX	FTZIX	Difference
Max Drawdown Largest peak-to-trough decline	-20.43%	-37.22%	+16.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-9.03%	+0.40%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-18.65%	-1.78%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.53%	—
Current Drawdown Current decline from peak	-2.51%	-0.01%	-2.50%
Average Drawdown Average peak-to-trough decline	-3.52%	-6.46%	+2.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.33%	-0.47%

Volatility

FIDJX vs. FTZIX - Volatility Comparison

Fidelity SAI Sustainable Sector Fund (FIDJX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) have volatilities of 5.79% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIDJX	FTZIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	5.52%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	13.51%	-2.44%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	16.81%	-3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.21%	19.54%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	22.33%	-4.12%

FIDJX vs. FTZIX - Expense Ratio Comparison

FIDJX has a 0.44% expense ratio, which is lower than FTZIX's 1.12% expense ratio.

Dividends

FIDJX vs. FTZIX - Dividend Comparison

FIDJX's dividend yield for the trailing twelve months is around 0.53%, more than FTZIX's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FIDJX Fidelity SAI Sustainable Sector Fund	0.53%	0.60%	1.74%	0.52%	0.44%	0.00%	0.00%	0.00%
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	0.04%	0.05%	0.11%	0.19%	0.00%	0.00%	0.26%	0.76%

Frequently Asked Questions

Can I hold both FIDJX and FTZIX in my portfolio?

FIDJX and FTZIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIDJX or FTZIX?

FIDJX has higher volatility (5.79%) compared to FTZIX (5.52%). In terms of maximum drawdown, FIDJX dropped -20.43% vs FTZIX's -37.22%.

Which has better risk-adjusted returns?

FTZIX currently has the higher Sharpe Ratio (2.61 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.