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FSAJX vs. FMNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAJX vs. FMNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Tax-Free Bond Fund (FSAJX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). The values are adjusted to include any dividend payments, if applicable.

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FSAJX vs. FMNDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSAJX
Fidelity SAI Tax-Free Bond Fund
-0.68%5.25%1.80%7.67%-9.82%1.98%3.91%8.45%1.95%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
0.30%3.31%3.04%3.37%-0.09%0.03%0.86%2.00%0.64%

Returns By Period

In the year-to-date period, FSAJX achieves a -0.68% return, which is significantly lower than FMNDX's 0.30% return.


FSAJX

1D
0.20%
1M
-2.82%
YTD
-0.68%
6M
0.87%
1Y
4.08%
3Y*
3.60%
5Y*
1.13%
10Y*

FMNDX

1D
0.00%
1M
-0.30%
YTD
0.30%
6M
1.06%
1Y
2.78%
3Y*
3.04%
5Y*
1.98%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAJX vs. FMNDX - Expense Ratio Comparison

Both FSAJX and FMNDX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FSAJX vs. FMNDX — Risk / Return Rank

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

FSAJX
FSAJX Risk / Return Rank: 4949
Overall Rank
FSAJX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FSAJX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FSAJX Omega Ratio Rank: 7373
Omega Ratio Rank
FSAJX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FSAJX Martin Ratio Rank: 3232
Martin Ratio Rank

FMNDX
FMNDX Risk / Return Rank: 9999
Overall Rank
FMNDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FMNDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FMNDX Omega Ratio Rank: 9999
Omega Ratio Rank
FMNDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FMNDX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSAJX vs. FMNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Tax-Free Bond Fund (FSAJX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). 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.


FSAJXFMNDXDifference

Sharpe ratio

Return per unit of total volatility

1.02

3.03

-2.01

Sortino ratio

Return per unit of downside risk

1.36

7.14

-5.78

Omega ratio

Gain probability vs. loss probability

1.27

2.89

-1.62

Calmar ratio

Return relative to maximum drawdown

1.02

7.66

-6.64

Martin ratio

Return relative to average drawdown

3.46

29.53

-26.06

FSAJX vs. FMNDX - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 1.02, which is lower than the FMNDX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of FSAJX and FMNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSAJXFMNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

3.03

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

1.90

-1.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.66

-1.10

Correlation

The correlation between FSAJX and FMNDX is 0.45, 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

FSAJX vs. FMNDX - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.28%, more than FMNDX's 2.64% yield.


TTM20252024202320222021202020192018201720162015
FSAJX
Fidelity SAI Tax-Free Bond Fund
3.28%4.25%3.08%2.75%1.72%1.50%2.03%2.79%0.44%0.00%0.00%0.00%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
2.64%2.95%2.99%2.60%0.61%0.23%0.85%1.58%1.46%1.00%0.75%0.38%

Drawdowns

FSAJX vs. FMNDX - Drawdown Comparison

The maximum FSAJX drawdown since its inception was -15.16%, which is greater than FMNDX's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for FSAJX and FMNDX.


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Drawdown Indicators


FSAJXFMNDXDifference

Max Drawdown

Largest peak-to-trough decline

-15.16%

-1.69%

-13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-0.40%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-1.09%

-14.07%

Max Drawdown (10Y)

Largest decline over 10 years

-1.69%

Current Drawdown

Current decline from peak

-2.82%

-0.30%

-2.52%

Average Drawdown

Average peak-to-trough decline

-3.37%

-0.10%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.10%

+1.30%

Volatility

FSAJX vs. FMNDX - Volatility Comparison

Fidelity SAI Tax-Free Bond Fund (FSAJX) has a higher volatility of 1.11% compared to Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) at 0.16%. This indicates that FSAJX's price experiences larger fluctuations and is considered to be riskier than FMNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAJXFMNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

0.16%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

0.62%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

1.01%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

1.05%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

0.90%

+3.75%