FIDJX vs. TANDX
FIDJX (Fidelity SAI Sustainable Sector Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 3 years, FIDJX returned 21.53%/yr vs 1.25%/yr for TANDX. A 0.63 correlation means they provide meaningful diversification when combined. FIDJX charges 0.44%/yr vs 1.59%/yr for TANDX.
Performance
FIDJX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, FIDJX achieves a 14.52% return, which is significantly higher than TANDX's -10.05% return.
FIDJX
- 1D
- 0.38%
- 1M
- -0.38%
- 6M
- 12.36%
- YTD
- 14.52%
- 1Y
- 27.89%
- 3Y*
- 21.53%
- 5Y*
- —
- 10Y*
- —
TANDX
- 1D
- 0.57%
- 1M
- 2.00%
- 6M
- -11.19%
- YTD
- -10.05%
- 1Y
- -11.96%
- 3Y*
- 1.25%
- 5Y*
- 1.84%
- 10Y*
- —
FIDJX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FIDJX Fidelity SAI Sustainable Sector Fund | 14.52% | 17.55% | 23.85% | 31.66% | -10.52% |
TANDX Castle Tandem Fund | -10.05% | 3.67% | 7.66% | 8.42% | -0.89% |
Correlation
The correlation between FIDJX and TANDX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2022 | 0.63 |
Over the past year, the correlation between FIDJX and TANDX has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
FIDJX vs. TANDX — Risk / Return Rank
FIDJX
TANDX
FIDJX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) and Castle Tandem Fund (TANDX). 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 | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.20 | ||
| Sortino ratioReturn per unit of downside risk | +4.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.82 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | -0.69 | +3.99 |
| Martin ratioReturn relative to average drawdown | 15.03 | -1.37 | +16.40 |
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Drawdowns
FIDJX vs. TANDX - Drawdown Comparison
The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for FIDJX and TANDX.
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Drawdown Indicators
| FIDJX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.43% | -93.98% | +73.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -16.88% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.43% | -93.98% | +73.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -93.98% | — |
Current DrawdownCurrent decline from peak | -1.34% | -93.71% | +92.37% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -21.41% | +17.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 8.47% | -6.58% |
Volatility
FIDJX vs. TANDX - Volatility Comparison
Fidelity SAI Sustainable Sector Fund (FIDJX) has a higher volatility of 4.44% compared to Castle Tandem Fund (TANDX) at 4.21%. This indicates that FIDJX's price experiences larger fluctuations and is considered to be riskier than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDJX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.21% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.16% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 10.09% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 596.04% | -577.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 492.61% | -474.47% |
FIDJX vs. TANDX - Expense Ratio Comparison
FIDJX has a 0.44% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
FIDJX vs. TANDX - Dividend Comparison
FIDJX's dividend yield for the trailing twelve months is around 0.33%, less than TANDX's 6.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FIDJX Fidelity SAI Sustainable Sector Fund | 0.33% | 0.60% | 1.74% | 0.52% | 0.44% | 0.00% | 0.00% | 0.00% |
TANDX Castle Tandem Fund | 6.86% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% |
Frequently Asked Questions
FIDJX and TANDX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIDJX has higher volatility (4.44%) compared to TANDX (4.21%). In terms of maximum drawdown, FIDJX dropped -20.43% vs TANDX's -93.98%.
FIDJX currently has the higher Sharpe Ratio (2.05 vs -1.16), 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.
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