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FSAJX vs. FSTFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSAJX vs. FSTFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSAJX achieves a 0.26% return, which is significantly lower than FSTFX's 0.40% return.


FSAJX

1D
-0.20%
1M
-1.97%
6M
-0.61%
YTD
0.26%
1Y
4.91%
3Y*
3.78%
5Y*
0.76%
10Y*
ALL TIME*
2.60%

FSTFX

1D
-0.09%
1M
-0.75%
6M
-0.27%
YTD
0.40%
1Y
2.01%
3Y*
3.52%
5Y*
1.25%
10Y*
1.57%
ALL TIME*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSAJX vs. FSTFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSAJX
Fidelity SAI Tax-Free Bond Fund
0.26%5.25%1.80%7.67%-9.82%1.98%3.91%8.45%1.95%
FSTFX
Fidelity Limited Term Municipal Income Fund
0.40%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.12%

Correlation

The correlation between FSAJX and FSTFX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.78

The correlation between FSAJX and FSTFX shifts across timeframes, from 0.70 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSAJX vs. FSTFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSAJX
FSAJX Risk / Return Rank: 7171
Overall Rank
FSAJX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FSAJX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSAJX Omega Ratio Rank: 8888
Omega Ratio Rank
FSAJX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FSAJX Martin Ratio Rank: 4545
Martin Ratio Rank

FSTFX
FSTFX Risk / Return Rank: 6363
Overall Rank
FSTFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 8989
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSAJX vs. FSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Tax-Free Bond Fund (FSAJX) and Fidelity Limited Term Municipal Income Fund (FSTFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSAJXFSTFXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.46

1.47

-0.01

Calmar ratioReturn relative to maximum drawdown

1.92

1.62

+0.30

Martin ratioReturn relative to average drawdown

6.35

4.65

+1.70

FSAJX vs. FSTFX - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 1.98, which is comparable to the FSTFX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FSAJX and FSTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSAJX vs. FSTFX - Drawdown Comparison

The maximum FSAJX drawdown since its inception was -15.16%, which is greater than FSTFX's maximum drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for FSAJX and FSTFX.


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Drawdown Indicators


FSAJXFSTFXDifference

Max Drawdown

Largest peak-to-trough decline

-15.16%

-9.50%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-1.49%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-5.02%

-2.00%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-7.65%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-7.65%

Current Drawdown

Current decline from peak

-1.97%

-0.92%

-1.05%

Average Drawdown

Average peak-to-trough decline

-3.27%

-0.97%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.52%

+0.39%

Volatility

FSAJX vs. FSTFX - Volatility Comparison

Fidelity SAI Tax-Free Bond Fund (FSAJX) has a higher volatility of 1.02% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.40%. This indicates that FSAJX's price experiences larger fluctuations and is considered to be riskier than FSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAJXFSTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.40%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

1.11%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

1.40%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

1.94%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

2.05%

+2.55%

FSAJX vs. FSTFX - Expense Ratio Comparison

FSAJX has a 0.25% expense ratio, which is lower than FSTFX's 0.37% expense ratio.


Dividends

FSAJX vs. FSTFX - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.10%, more than FSTFX's 2.29% yield.


PositionTTM20252024202320222021202020192018201720162015
FSAJX
Fidelity SAI Tax-Free Bond Fund
3.10%4.25%3.08%2.75%1.72%1.50%2.03%2.79%0.44%0.00%0.00%0.00%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.29%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

Frequently Asked Questions


FSAJX and FSTFX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSAJX has higher volatility (1.02%) compared to FSTFX (0.40%). In terms of maximum drawdown, FSAJX dropped -15.16% vs FSTFX's -9.50%.

FSAJX currently has the higher Sharpe Ratio (1.98 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSAJX and FSTFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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