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FSAJX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAJX vs. FSPSX - Performance Comparison

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

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FSAJX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSAJX
Fidelity SAI Tax-Free Bond Fund
-0.38%5.25%1.80%7.67%-9.82%1.98%3.91%8.45%1.95%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-11.80%

Returns By Period

In the year-to-date period, FSAJX achieves a -0.38% return, which is significantly lower than FSPSX's 0.95% return.


FSAJX

1D
0.30%
1M
-2.25%
YTD
-0.38%
6M
1.07%
1Y
3.98%
3Y*
3.70%
5Y*
1.17%
10Y*

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAJX vs. FSPSX - Expense Ratio Comparison

FSAJX has a 0.25% expense ratio, which is higher than FSPSX's 0.04% 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

FSAJX vs. FSPSX — Risk / Return Rank

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

FSAJX
FSAJX Risk / Return Rank: 4343
Overall Rank
FSAJX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FSAJX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSAJX Omega Ratio Rank: 6262
Omega Ratio Rank
FSAJX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSAJX Martin Ratio Rank: 3434
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Tax-Free Bond Fund (FSAJX) and Fidelity International Index Fund (FSPSX). 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.


FSAJXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.39

-0.46

Sortino ratio

Return per unit of downside risk

1.24

1.90

-0.67

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

1.15

1.94

-0.79

Martin ratio

Return relative to average drawdown

3.89

7.43

-3.54

FSAJX vs. FSPSX - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 0.93, which is lower than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FSAJX and FSPSX, 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


FSAJXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.39

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.53

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.10

Correlation

The correlation between FSAJX and FSPSX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSAJX vs. FSPSX - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.28%, more than FSPSX's 3.12% 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%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FSAJX vs. FSPSX - Drawdown Comparison

The maximum FSAJX drawdown since its inception was -15.16%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSAJX and FSPSX.


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Drawdown Indicators


FSAJXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-15.16%

-33.69%

+18.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-11.39%

+6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-29.41%

+14.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-2.53%

-8.22%

+5.69%

Average Drawdown

Average peak-to-trough decline

-3.37%

-6.60%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

2.97%

-1.56%

Volatility

FSAJX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity SAI Tax-Free Bond Fund (FSAJX) is 1.18%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FSAJX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAJXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

7.65%

-6.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

11.01%

-9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

17.00%

-12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

15.82%

-11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

16.49%

-11.84%