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FSAJX vs. FXIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAJX vs. FXIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Tax-Free Bond Fund (FSAJX) and PIMCO Fixed Income SHares: Series TE (FXIEX). The values are adjusted to include any dividend payments, if applicable.

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FSAJX vs. FXIEX - 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%
FXIEX
PIMCO Fixed Income SHares: Series TE
-0.72%3.37%5.16%8.92%-10.89%2.19%7.22%8.45%0.50%

Returns By Period

In the year-to-date period, FSAJX achieves a -0.68% return, which is significantly higher than FXIEX's -0.72% return.


FSAJX

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

FXIEX

1D
0.10%
1M
-2.32%
YTD
-0.72%
6M
0.00%
1Y
2.29%
3Y*
4.64%
5Y*
1.48%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAJX vs. FXIEX - Expense Ratio Comparison

FSAJX has a 0.25% expense ratio, which is higher than FXIEX's 0.07% 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. FXIEX — 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

FXIEX
FXIEX Risk / Return Rank: 2828
Overall Rank
FXIEX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FXIEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FXIEX Omega Ratio Rank: 4545
Omega Ratio Rank
FXIEX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FXIEX Martin Ratio Rank: 1515
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. FXIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Tax-Free Bond Fund (FSAJX) and PIMCO Fixed Income SHares: Series TE (FXIEX). 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.


FSAJXFXIEXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.74

+0.28

Sortino ratio

Return per unit of downside risk

1.36

1.06

+0.30

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.02

0.48

+0.53

Martin ratio

Return relative to average drawdown

3.46

1.44

+2.03

FSAJX vs. FXIEX - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 1.02, which is higher than the FXIEX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FSAJX and FXIEX, 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


FSAJXFXIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.74

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.36

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

0.00

Correlation

The correlation between FSAJX and FXIEX is 0.83, 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. FXIEX - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.28%, more than FXIEX's 2.03% yield.


TTM202520242023202220212020201920182017
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%
FXIEX
PIMCO Fixed Income SHares: Series TE
2.03%2.75%4.53%3.98%3.25%2.63%3.37%3.63%3.79%2.67%

Drawdowns

FSAJX vs. FXIEX - Drawdown Comparison

The maximum FSAJX drawdown since its inception was -15.16%, roughly equal to the maximum FXIEX drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for FSAJX and FXIEX.


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Drawdown Indicators


FSAJXFXIEXDifference

Max Drawdown

Largest peak-to-trough decline

-15.16%

-15.25%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-5.11%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-15.25%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-15.25%

Current Drawdown

Current decline from peak

-2.82%

-2.32%

-0.50%

Average Drawdown

Average peak-to-trough decline

-3.37%

-2.92%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.83%

-0.43%

Volatility

FSAJX vs. FXIEX - Volatility Comparison

Fidelity SAI Tax-Free Bond Fund (FSAJX) has a higher volatility of 1.11% compared to PIMCO Fixed Income SHares: Series TE (FXIEX) at 1.03%. This indicates that FSAJX's price experiences larger fluctuations and is considered to be riskier than FXIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAJXFXIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.03%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

2.31%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

5.73%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

4.30%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

4.07%

+0.58%