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FIFGX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFGX and FXAIX is 0.27, 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.


Performance

FIFGX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIFGX:

-0.17

FXAIX:

0.52

Sortino Ratio

FIFGX:

-0.08

FXAIX:

0.88

Omega Ratio

FIFGX:

0.99

FXAIX:

1.13

Calmar Ratio

FIFGX:

-0.09

FXAIX:

0.56

Martin Ratio

FIFGX:

-0.43

FXAIX:

2.18

Ulcer Index

FIFGX:

5.50%

FXAIX:

4.85%

Daily Std Dev

FIFGX:

16.72%

FXAIX:

19.47%

Max Drawdown

FIFGX:

-29.57%

FXAIX:

-33.79%

Current Drawdown

FIFGX:

-19.74%

FXAIX:

-7.66%

Returns By Period

In the year-to-date period, FIFGX achieves a -0.98% return, which is significantly higher than FXAIX's -3.38% return.


FIFGX

YTD

-0.98%

1M

1.92%

6M

0.29%

1Y

-2.30%

5Y*

13.70%

10Y*

N/A

FXAIX

YTD

-3.38%

1M

7.51%

6M

-5.01%

1Y

9.78%

5Y*

15.87%

10Y*

12.44%

*Annualized

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FIFGX vs. FXAIX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Risk-Adjusted Performance

FIFGX vs. FXAIX — Risk-Adjusted Performance Rank

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

FIFGX
The Risk-Adjusted Performance Rank of FIFGX is 1414
Overall Rank
The Sharpe Ratio Rank of FIFGX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFGX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FIFGX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FIFGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIFGX is 1313
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIFGX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) and Fidelity 500 Index Fund (FXAIX). 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.


The current FIFGX Sharpe Ratio is -0.17, which is lower than the FXAIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FIFGX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FIFGX vs. FXAIX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 4.78%, more than FXAIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
FIFGX
Fidelity SAI Inflation-Focused
4.78%4.73%11.40%12.49%35.29%3.10%1.90%0.04%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.32%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

FIFGX vs. FXAIX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -29.57%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FIFGX and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

FIFGX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity SAI Inflation-Focused (FIFGX) is 4.67%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 6.81%. This indicates that FIFGX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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