FIFGX vs. FSCJX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity SAI Inflation-Focused (FIFGX) and Fidelity SAI Canada Equity Index Fund (FSCJX).

FIFGX is managed by Fidelity. It was launched on Dec 20, 2018. FSCJX is a passively managed fund by Fidelity that tracks the performance of the MSCI Canada Index. It was launched on Jul 11, 2024.

Performance

FIFGX vs. FSCJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Fidelity SAI Canada Equity Index Fund (FSCJX). The values are adjusted to include any dividend payments, if applicable.

FIFGX vs. FSCJX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FIFGX Fidelity SAI Inflation-Focused	40.42%	7.44%	-1.24%
FSCJX Fidelity SAI Canada Equity Index Fund	-0.84%	36.41%	5.14%

Returns By Period

In the year-to-date period, FIFGX achieves a 40.42% return, which is significantly higher than FSCJX's -0.84% return.

FIFGX

• 1D: 1.03%
• 1M: 22.58%
• YTD: 40.42%
• 6M: 39.86%
• 1Y: 40.86%
• 3Y*: 13.84%
• 5Y*: 13.85%
• 10Y*: —

FSCJX

• 1D: -0.35%
• 1M: -7.71%
• YTD: -0.84%
• 6M: 6.72%
• 1Y: 33.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FIFGX vs. FSCJX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is higher than FSCJX's 0.12% expense ratio.

FIFGX

Fidelity SAI Inflation-Focused

FSCJX

Fidelity SAI Canada Equity Index Fund

Return for Risk

FIFGX vs. FSCJX — Risk / Return Rank

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

FIFGX

FIFGX Risk / Return Rank: 90
FIFGX Sharpe Ratio Rank: 92
FIFGX Sortino Ratio Rank: 91
FIFGX Omega Ratio Rank: 86
FIFGX Calmar Ratio Rank: 96
FIFGX Martin Ratio Rank: 87

FSCJX

FSCJX Risk / Return Rank: 93
FSCJX Sharpe Ratio Rank: 94
FSCJX Sortino Ratio Rank: 92
FSCJX Omega Ratio Rank: 90
FSCJX Calmar Ratio Rank: 93
FSCJX Martin Ratio Rank: 96

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.

FIFGX vs. FSCJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Fidelity SAI Canada Equity Index Fund (FSCJX). 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.

	FIFGX	FSCJX	Difference
Sharpe ratio Return per unit of total volatility	2.00	2.12	-0.12
Sortino ratio Return per unit of downside risk	2.62	2.77	-0.15
Omega ratio Gain probability vs. loss probability	1.36	1.41	-0.05
Calmar ratio Return relative to maximum drawdown	3.50	2.97	+0.54
Martin ratio Return relative to average drawdown	9.26	14.26	-5.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIFGX vs. FSCJX - Sharpe Ratio Comparison

The current FIFGX Sharpe Ratio is 2.00, which is comparable to the FSCJX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FIFGX and FSCJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FIFGX	FSCJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	2.12	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	1.51	-1.48

Correlation

The correlation between FIFGX and FSCJX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FIFGX vs. FSCJX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 3.87%, more than FSCJX's 1.35% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
FIFGX Fidelity SAI Inflation-Focused	3.87%	5.44%	4.73%	2.43%	12.64%	35.77%	3.10%	1.59%
FSCJX Fidelity SAI Canada Equity Index Fund	1.35%	1.34%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FIFGX vs. FSCJX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -92.38%, which is greater than FSCJX's maximum drawdown of -12.43%. Use the drawdown chart below to compare losses from any high point for FIFGX and FSCJX.

Drawdown Indicators

	FIFGX	FSCJX	Difference
Max Drawdown Largest peak-to-trough decline	-92.38%	-12.43%	-79.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.22%	-10.59%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	-92.38%	—	—
Current Drawdown Current decline from peak	0.00%	-8.07%	+8.07%
Average Drawdown Average peak-to-trough decline	-14.19%	-1.64%	-12.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.63%	2.20%	+2.43%

Volatility

FIFGX vs. FSCJX - Volatility Comparison

Fidelity SAI Inflation-Focused (FIFGX) has a higher volatility of 10.69% compared to Fidelity SAI Canada Equity Index Fund (FSCJX) at 4.94%. This indicates that FIFGX's price experiences larger fluctuations and is considered to be riskier than FSCJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIFGX	FSCJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	4.94%	+5.75%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	11.03%	+5.32%
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	16.24%	+5.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	408.16%	15.48%	+392.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	338.61%	15.48%	+323.13%