FITMX vs. VOO
Compare and contrast key facts about Fidelity SAI International Momentum Index Fund (FITMX) and Vanguard S&P 500 ETF (VOO).
FITMX is managed by Fidelity. It was launched on May 11, 2020. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
FITMX vs. VOO - Performance Comparison
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FITMX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FITMX Fidelity SAI International Momentum Index Fund | 0.72% | 36.56% | 8.97% | 21.03% | -21.45% | 12.88% | 31.10% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 32.25% |
Returns By Period
In the year-to-date period, FITMX achieves a 0.72% return, which is significantly higher than VOO's -3.66% return.
FITMX
- 1D
- 3.75%
- 1M
- -7.82%
- YTD
- 0.72%
- 6M
- 4.63%
- 1Y
- 27.27%
- 3Y*
- 18.62%
- 5Y*
- 9.69%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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FITMX vs. VOO - Expense Ratio Comparison
FITMX has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FITMX vs. VOO — Risk / Return Rank
FITMX
VOO
FITMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Momentum Index Fund (FITMX) and Vanguard S&P 500 ETF (VOO). 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.
| FITMX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.01 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.53 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.55 | +0.47 |
Martin ratioReturn relative to average drawdown | 8.31 | 7.31 | +1.00 |
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
| FITMX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.01 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.83 | -0.05 |
Correlation
The correlation between FITMX and VOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FITMX vs. VOO - Dividend Comparison
FITMX's dividend yield for the trailing twelve months is around 2.60%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITMX Fidelity SAI International Momentum Index Fund | 2.60% | 2.62% | 3.50% | 3.39% | 2.42% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
FITMX vs. VOO - Drawdown Comparison
The maximum FITMX drawdown since its inception was -34.28%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FITMX and VOO.
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Drawdown Indicators
| FITMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -33.99% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -11.98% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.28% | -24.52% | -9.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -9.86% | -5.55% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -3.72% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.55% | +0.65% |
Volatility
FITMX vs. VOO - Volatility Comparison
Fidelity SAI International Momentum Index Fund (FITMX) has a higher volatility of 9.71% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that FITMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 5.34% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.10% | 9.47% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 18.11% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 16.82% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 17.99% | -0.79% |