FIOOX vs. FSUVX
FIOOX (Fidelity Series Large Cap Value Index Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both mutual funds - FIOOX is a Large Cap Value Equities fund managed by Fidelity, while FSUVX is a Low Volatility fund managed by Fidelity. Over the past 10 years, FIOOX returned 11.51%/yr vs 11.19%/yr for FSUVX. Their correlation of 0.83 means they have usually moved in the same direction. FIOOX charges 0.00%/yr vs 0.11%/yr for FSUVX.
Performance
FIOOX vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, FIOOX achieves a 20.69% return, which is significantly higher than FSUVX's 8.77% return. Both investments have delivered pretty close results over the past 10 years, with FIOOX having a 11.51% annualized return and FSUVX not far behind at 11.19%.
FIOOX
- 1D
- 0.46%
- 1M
- 1.99%
- 6M
- 14.47%
- YTD
- 20.69%
- 1Y
- 32.96%
- 3Y*
- 18.06%
- 5Y*
- 11.86%
- 10Y*
- 11.51%
- ALL TIME*
- 10.46%
FSUVX
- 1D
- 0.04%
- 1M
- 1.18%
- 6M
- 5.85%
- YTD
- 8.77%
- 1Y
- 14.93%
- 3Y*
- 14.15%
- 5Y*
- 9.12%
- 10Y*
- 11.19%
- ALL TIME*
- 11.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIOOX vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 20.69% | 15.95% | 14.34% | 11.60% | -7.56% | 25.23% | 2.85% | 26.57% | -8.28% | 11.06% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 8.77% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between FIOOX and FSUVX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.83 |
The correlation between FIOOX and FSUVX shifts across timeframes, from 0.73 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FIOOX vs. FSUVX — Risk / Return Rank
FIOOX
FSUVX
FIOOX vs. FSUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.
| FIOOX | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.28 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 1.94 | +2.68 |
| Martin ratioReturn relative to average drawdown | 19.74 | 7.96 | +11.78 |
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Drawdowns
FIOOX vs. FSUVX - Drawdown Comparison
The maximum FIOOX drawdown since its inception was -38.31%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for FIOOX and FSUVX.
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Drawdown Indicators
| FIOOX | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.31% | -32.41% | -5.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -7.28% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.66% | -11.55% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -19.48% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -32.41% | -5.90% |
Current DrawdownCurrent decline from peak | -0.05% | -0.64% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -3.25% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.77% | -0.18% |
Volatility
FIOOX vs. FSUVX - Volatility Comparison
The current volatility for Fidelity Series Large Cap Value Index Fund (FIOOX) is 2.86%, while Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a volatility of 3.31%. This indicates that FIOOX experiences smaller price fluctuations and is considered to be less risky than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIOOX | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.31% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 7.09% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 8.99% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 13.00% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 15.19% | +2.15% |
FIOOX vs. FSUVX - Expense Ratio Comparison
FIOOX has a 0.00% expense ratio, which is lower than FSUVX's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FIOOX vs. FSUVX - Dividend Comparison
FIOOX's dividend yield for the trailing twelve months is around 2.92%, less than FSUVX's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 2.92% | 3.66% | 3.30% | 4.31% | 4.39% | 6.12% | 2.59% | 6.82% | 4.99% | 1.74% | 2.48% | 6.77% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.09% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
Frequently Asked Questions
FIOOX and FSUVX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSUVX has higher volatility (3.31%) compared to FIOOX (2.86%). In terms of maximum drawdown, FIOOX dropped -38.31% vs FSUVX's -32.41%.
FIOOX currently has the higher Sharpe Ratio (2.77 vs 1.57), 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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