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FSAJX vs. HYD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSAJX vs. HYD - Performance Comparison

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

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FSAJX vs. HYD - 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%
HYD
VanEck Vectors High-Yield Municipal Index ETF
-1.23%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%0.01%

Returns By Period

In the year-to-date period, FSAJX achieves a -0.68% return, which is significantly higher than HYD's -1.23% return.


FSAJX

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

HYD

1D
0.32%
1M
-2.51%
YTD
-1.23%
6M
0.60%
1Y
2.30%
3Y*
3.29%
5Y*
-0.29%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSAJX vs. HYD - Expense Ratio Comparison

FSAJX has a 0.25% expense ratio, which is lower than HYD's 0.35% expense ratio.


Return for Risk

FSAJX vs. HYD — 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

HYD
HYD Risk / Return Rank: 2424
Overall Rank
HYD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 2020
Sortino Ratio Rank
HYD Omega Ratio Rank: 2525
Omega Ratio Rank
HYD Calmar Ratio Rank: 2727
Calmar Ratio Rank
HYD Martin Ratio Rank: 2323
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. HYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Tax-Free Bond Fund (FSAJX) and VanEck Vectors High-Yield Municipal Index ETF (HYD). 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.


FSAJXHYDDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.40

+0.62

Sortino ratio

Return per unit of downside risk

1.36

0.51

+0.85

Omega ratio

Gain probability vs. loss probability

1.27

1.09

+0.18

Calmar ratio

Return relative to maximum drawdown

1.02

0.58

+0.43

Martin ratio

Return relative to average drawdown

3.46

1.41

+2.05

FSAJX vs. HYD - Sharpe Ratio Comparison

The current FSAJX Sharpe Ratio is 1.02, which is higher than the HYD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FSAJX and HYD, 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


FSAJXHYDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.40

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.05

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.43

+0.13

Correlation

The correlation between FSAJX and HYD is 0.55, 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. HYD - Dividend Comparison

FSAJX's dividend yield for the trailing twelve months is around 3.28%, less than HYD's 4.36% 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%
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.36%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%

Drawdowns

FSAJX vs. HYD - Drawdown Comparison

The maximum FSAJX drawdown since its inception was -15.16%, smaller than the maximum HYD drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for FSAJX and HYD.


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Drawdown Indicators


FSAJXHYDDifference

Max Drawdown

Largest peak-to-trough decline

-15.16%

-35.61%

+20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-4.42%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-15.16%

-20.72%

+5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-2.82%

-5.25%

+2.43%

Average Drawdown

Average peak-to-trough decline

-3.37%

-4.34%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.83%

-0.43%

Volatility

FSAJX vs. HYD - Volatility Comparison

The current volatility for Fidelity SAI Tax-Free Bond Fund (FSAJX) is 1.11%, while VanEck Vectors High-Yield Municipal Index ETF (HYD) has a volatility of 2.07%. This indicates that FSAJX experiences smaller price fluctuations and is considered to be less risky than HYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSAJXHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.07%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

2.69%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

5.84%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

6.42%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

12.60%

-7.95%