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

Correlation

The correlation between FSAEX and FITFX is 0.77, 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.


-0.50.00.51.00.8

Performance

FSAEX vs. FITFX - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
10.49%
48.45%
FSAEX
FITFX

Key characteristics

Sharpe Ratio

FSAEX:

1.08

FITFX:

0.34

Sortino Ratio

FSAEX:

1.44

FITFX:

0.54

Omega Ratio

FSAEX:

1.21

FITFX:

1.07

Calmar Ratio

FSAEX:

0.77

FITFX:

0.39

Martin Ratio

FSAEX:

6.35

FITFX:

1.35

Ulcer Index

FSAEX:

2.53%

FITFX:

3.16%

Daily Std Dev

FSAEX:

14.94%

FITFX:

12.67%

Max Drawdown

FSAEX:

-50.00%

FITFX:

-34.27%

Current Drawdown

FSAEX:

-10.02%

FITFX:

-10.96%

Returns By Period

In the year-to-date period, FSAEX achieves a 15.97% return, which is significantly higher than FITFX's 2.46% return.


FSAEX

YTD

15.97%

1M

-7.07%

6M

0.81%

1Y

17.83%

5Y*

4.93%

10Y*

0.18%

FITFX

YTD

2.46%

1M

-4.23%

6M

-3.37%

1Y

5.38%

5Y*

3.65%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSAEX vs. FITFX - Expense Ratio Comparison

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


FSAEX
Fidelity Series All-Sector Equity Fund
Expense ratio chart for FSAEX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%
Expense ratio chart for FITFX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FSAEX vs. FITFX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FSAEX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.001.080.34
The chart of Sortino ratio for FSAEX, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.440.54
The chart of Omega ratio for FSAEX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.07
The chart of Calmar ratio for FSAEX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.0014.000.770.39
The chart of Martin ratio for FSAEX, currently valued at 6.35, compared to the broader market0.0020.0040.0060.006.351.35
FSAEX
FITFX

The current FSAEX Sharpe Ratio is 1.08, which is higher than the FITFX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FSAEX and FITFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.08
0.34
FSAEX
FITFX

Dividends

FSAEX vs. FITFX - Dividend Comparison

FSAEX's dividend yield for the trailing twelve months is around 0.07%, while FITFX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSAEX
Fidelity Series All-Sector Equity Fund
0.07%1.27%1.48%1.18%1.45%1.75%2.58%1.49%1.50%3.89%11.83%10.21%
FITFX
Fidelity Flex International Index Fund
0.00%2.67%2.60%2.25%1.50%3.35%1.92%1.26%0.00%0.00%0.00%0.00%

Drawdowns

FSAEX vs. FITFX - Drawdown Comparison

The maximum FSAEX drawdown since its inception was -50.00%, which is greater than FITFX's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for FSAEX and FITFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.02%
-10.96%
FSAEX
FITFX

Volatility

FSAEX vs. FITFX - Volatility Comparison

Fidelity Series All-Sector Equity Fund (FSAEX) has a higher volatility of 6.71% compared to Fidelity Flex International Index Fund (FITFX) at 4.25%. This indicates that FSAEX's price experiences larger fluctuations and is considered to be riskier than FITFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
4.25%
FSAEX
FITFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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