FITMX vs. SVOL

In the year-to-date period, FITMX achieves a 19.94% return, which is significantly higher than SVOL's -9.14% return.

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FITMX has a 0.18% expense ratio, which is lower than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Momentum Index Fund (FITMX) and Simplify Volatility Premium ETF (SVOL). 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 FITMX Sharpe Ratio is 0.97, which is higher than the SVOL Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of FITMX and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FITMX's dividend yield for the trailing twelve months is around 2.92%, less than SVOL's 19.18% yield.

The maximum FITMX drawdown since its inception was -34.68%, roughly equal to the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for FITMX and SVOL.

The current volatility for Fidelity SAI International Momentum Index Fund (FITMX) is 3.30%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 17.75%. This indicates that FITMX experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.