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FITFX vs. FSAEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITFX and FSAEX is -0.32. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FITFX vs. FSAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Flex International Index Fund (FITFX) and Fidelity Series All-Sector Equity Fund (FSAEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FITFX:

5.89%

FSAEX:

20.96%

Max Drawdown

FITFX:

-0.83%

FSAEX:

-50.00%

Current Drawdown

FITFX:

-0.83%

FSAEX:

-13.17%

Returns By Period


FITFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSAEX

YTD

-4.82%

1M

7.30%

6M

-11.18%

1Y

2.24%

5Y*

7.48%

10Y*

-0.60%

*Annualized

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FITFX vs. FSAEX - Expense Ratio Comparison

FITFX has a 0.00% expense ratio, which is lower than FSAEX's 0.00% 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%.


Risk-Adjusted Performance

FITFX vs. FSAEX — Risk-Adjusted Performance Rank

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

FITFX
The Risk-Adjusted Performance Rank of FITFX is 7070
Overall Rank
The Sharpe Ratio Rank of FITFX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FITFX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FITFX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FITFX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FITFX is 6969
Martin Ratio Rank

FSAEX
The Risk-Adjusted Performance Rank of FSAEX is 3232
Overall Rank
The Sharpe Ratio Rank of FSAEX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FSAEX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FSAEX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FSAEX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FSAEX is 3030
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.

FITFX vs. FSAEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) and Fidelity Series All-Sector Equity Fund (FSAEX). 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.



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Dividends

FITFX vs. FSAEX - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.51%, more than FSAEX's 1.27% yield.


TTM20242023202220212020201920182017201620152014
FITFX
Fidelity Flex International Index Fund
2.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSAEX
Fidelity Series All-Sector Equity Fund
1.27%1.22%1.27%1.48%1.18%1.45%1.75%2.58%1.49%1.50%3.89%11.83%

Drawdowns

FITFX vs. FSAEX - Drawdown Comparison

The maximum FITFX drawdown since its inception was -0.83%, smaller than the maximum FSAEX drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for FITFX and FSAEX. For additional features, visit the drawdowns tool.


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Volatility

FITFX vs. FSAEX - Volatility Comparison


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