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FSAJX vs. FSTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FSAJX vs. FSTFX - 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%
FSTFX
Fidelity Limited Term Municipal Income Fund
-0.18%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.22%

Returns By Period

In the year-to-date period, FSAJX achieves a -0.68% return, which is significantly lower than FSTFX's -0.18% return.


FSAJX

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

FSTFX

1D
0.00%
1M
-1.49%
YTD
-0.18%
6M
0.45%
1Y
3.66%
3Y*
3.31%
5Y*
1.31%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAJX vs. FSTFX - Expense Ratio Comparison

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


Return for Risk

FSAJX vs. FSTFX — 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

FSTFX
FSTFX Risk / Return Rank: 9191
Overall Rank
FSTFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9797
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 8686
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. 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.


FSAJXFSTFXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.99

-0.98

Sortino ratio

Return per unit of downside risk

1.36

2.83

-1.47

Omega ratio

Gain probability vs. loss probability

1.27

1.69

-0.41

Calmar ratio

Return relative to maximum drawdown

1.02

2.12

-1.10

Martin ratio

Return relative to average drawdown

3.46

8.94

-5.47

FSAJX vs. FSTFX - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 1.02, which is lower than the FSTFX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of FSAJX and FSTFX, 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


FSAJXFSTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.99

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.69

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.57

-1.01

Correlation

The correlation between FSAJX and FSTFX is 0.78, 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

FSAJX vs. FSTFX - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.28%, more than FSTFX's 2.35% 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%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.35%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

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

-4.78%

-2.00%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-7.65%

-7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-7.65%

Current Drawdown

Current decline from peak

-2.82%

-1.49%

-1.33%

Average Drawdown

Average peak-to-trough decline

-3.37%

-0.98%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.47%

+0.93%

Volatility

FSAJX vs. FSTFX - Volatility Comparison

Fidelity SAI Tax-Free Bond Fund (FSAJX) has a higher volatility of 1.11% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.53%. 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

1.11%

0.53%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

0.94%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

2.14%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

1.91%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

2.04%

+2.61%