FITLX vs. OSTIX
Compare and contrast key facts about Fidelity US Sustainability Index Fund (FITLX) and Osterweis Strategic Income Fund (OSTIX).
FITLX is managed by Fidelity. It was launched on May 9, 2017. OSTIX is managed by Osterweis. It was launched on Aug 30, 2002.
Performance
FITLX vs. OSTIX - Performance Comparison
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FITLX vs. OSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | -8.73% | 18.77% | 23.59% | 29.04% | -20.28% | 31.55% | 18.69% | 31.54% | -3.32% | 13.07% |
OSTIX Osterweis Strategic Income Fund | -0.71% | 4.04% | 8.03% | 12.29% | -5.94% | 5.48% | 9.01% | 5.36% | -0.66% | 3.25% |
Returns By Period
In the year-to-date period, FITLX achieves a -8.73% return, which is significantly lower than OSTIX's -0.71% return.
FITLX
- 1D
- -0.25%
- 1M
- -8.43%
- YTD
- -8.73%
- 6M
- -5.26%
- 1Y
- 16.00%
- 3Y*
- 16.94%
- 5Y*
- 11.13%
- 10Y*
- —
OSTIX
- 1D
- 0.09%
- 1M
- -1.08%
- YTD
- -0.71%
- 6M
- 0.01%
- 1Y
- 4.04%
- 3Y*
- 6.92%
- 5Y*
- 4.22%
- 10Y*
- 5.19%
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FITLX vs. OSTIX - Expense Ratio Comparison
FITLX has a 0.11% expense ratio, which is lower than OSTIX's 0.84% expense ratio.
Return for Risk
FITLX vs. OSTIX — Risk / Return Rank
FITLX
OSTIX
FITLX vs. OSTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Sustainability Index Fund (FITLX) and Osterweis Strategic Income Fund (OSTIX). 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.
| FITLX | OSTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.84 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.48 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.44 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.04 | -0.81 |
Martin ratioReturn relative to average drawdown | 5.04 | 9.46 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FITLX | OSTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.84 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.41 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 2.32 | -1.62 |
Correlation
The correlation between FITLX and OSTIX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FITLX vs. OSTIX - Dividend Comparison
FITLX's dividend yield for the trailing twelve months is around 1.22%, less than OSTIX's 4.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITLX Fidelity US Sustainability Index Fund | 1.22% | 1.11% | 1.29% | 1.12% | 1.49% | 0.99% | 1.01% | 1.41% | 1.58% | 0.76% | 0.00% | 0.00% |
OSTIX Osterweis Strategic Income Fund | 4.95% | 3.96% | 5.25% | 5.72% | 4.72% | 4.03% | 3.85% | 4.74% | 4.66% | 4.58% | 5.23% | 5.98% |
Drawdowns
FITLX vs. OSTIX - Drawdown Comparison
The maximum FITLX drawdown since its inception was -34.35%, which is greater than OSTIX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for FITLX and OSTIX.
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Drawdown Indicators
| FITLX | OSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -10.06% | -24.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -1.89% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.91% | -9.75% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -10.06% | — |
Current DrawdownCurrent decline from peak | -11.15% | -1.33% | -9.82% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -0.95% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 0.41% | +2.37% |
Volatility
FITLX vs. OSTIX - Volatility Comparison
Fidelity US Sustainability Index Fund (FITLX) has a higher volatility of 4.45% compared to Osterweis Strategic Income Fund (OSTIX) at 0.94%. This indicates that FITLX's price experiences larger fluctuations and is considered to be riskier than OSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITLX | OSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 0.94% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 1.30% | +8.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 2.21% | +16.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 3.01% | +14.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 2.96% | +16.21% |