PortfoliosLab logoPortfoliosLab logo
FSDIX vs. BGSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSDIX vs. BGSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Strategic Dividend & Income Fund (FSDIX) and BlackRock Technology Opportunities Fund Investor A (BGSAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSDIX vs. BGSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSDIX
Fidelity Strategic Dividend & Income Fund
3.35%6.52%11.52%9.45%-9.84%19.03%11.23%22.50%-4.33%11.23%
BGSAX
BlackRock Technology Opportunities Fund Investor A
-10.56%19.63%40.56%49.09%-43.13%8.19%86.27%43.84%2.03%49.45%

Returns By Period

In the year-to-date period, FSDIX achieves a 3.35% return, which is significantly higher than BGSAX's -10.56% return. Over the past 10 years, FSDIX has underperformed BGSAX with an annualized return of 8.58%, while BGSAX has yielded a comparatively higher 20.19% annualized return.


FSDIX

1D
-0.27%
1M
-5.65%
YTD
3.35%
6M
-0.38%
1Y
8.54%
3Y*
9.57%
5Y*
6.48%
10Y*
8.58%

BGSAX

1D
-1.95%
1M
-11.20%
YTD
-10.56%
6M
-11.60%
1Y
22.97%
3Y*
23.19%
5Y*
7.20%
10Y*
20.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSDIX vs. BGSAX - Expense Ratio Comparison

FSDIX has a 0.68% expense ratio, which is lower than BGSAX's 1.20% expense ratio.


Return for Risk

FSDIX vs. BGSAX — Risk / Return Rank

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

FSDIX
FSDIX Risk / Return Rank: 3131
Overall Rank
FSDIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FSDIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSDIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSDIX Martin Ratio Rank: 3232
Martin Ratio Rank

BGSAX
BGSAX Risk / Return Rank: 3636
Overall Rank
BGSAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BGSAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BGSAX Omega Ratio Rank: 3939
Omega Ratio Rank
BGSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BGSAX Martin Ratio Rank: 2626
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.

FSDIX vs. BGSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Dividend & Income Fund (FSDIX) and BlackRock Technology Opportunities Fund Investor A (BGSAX). 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.


FSDIXBGSAXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.80

-0.10

Sortino ratio

Return per unit of downside risk

0.96

1.28

-0.32

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

0.85

0.95

-0.10

Martin ratio

Return relative to average drawdown

3.41

2.87

+0.54

FSDIX vs. BGSAX - Sharpe Ratio Comparison

The current FSDIX Sharpe Ratio is 0.70, which is comparable to the BGSAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FSDIX and BGSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSDIXBGSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.80

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.26

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.79

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.38

+0.13

Correlation

The correlation between FSDIX and BGSAX is 0.73, 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

FSDIX vs. BGSAX - Dividend Comparison

FSDIX's dividend yield for the trailing twelve months is around 1.74%, less than BGSAX's 15.15% yield.


TTM20252024202320222021202020192018201720162015
FSDIX
Fidelity Strategic Dividend & Income Fund
1.74%1.80%5.27%5.71%4.23%8.43%5.67%6.68%8.19%6.57%4.92%6.38%
BGSAX
BlackRock Technology Opportunities Fund Investor A
15.15%13.55%8.68%0.00%0.00%7.66%4.86%1.50%1.24%8.01%1.17%0.00%

Drawdowns

FSDIX vs. BGSAX - Drawdown Comparison

The maximum FSDIX drawdown since its inception was -58.92%, smaller than the maximum BGSAX drawdown of -73.75%. Use the drawdown chart below to compare losses from any high point for FSDIX and BGSAX.


Loading graphics...

Drawdown Indicators


FSDIXBGSAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.92%

-73.75%

+14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-18.49%

+8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-49.22%

+32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-29.99%

-49.22%

+19.23%

Current Drawdown

Current decline from peak

-5.75%

-18.49%

+12.74%

Average Drawdown

Average peak-to-trough decline

-6.40%

-26.53%

+20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

6.12%

-3.77%

Volatility

FSDIX vs. BGSAX - Volatility Comparison

The current volatility for Fidelity Strategic Dividend & Income Fund (FSDIX) is 3.31%, while BlackRock Technology Opportunities Fund Investor A (BGSAX) has a volatility of 9.62%. This indicates that FSDIX experiences smaller price fluctuations and is considered to be less risky than BGSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSDIXBGSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

9.62%

-6.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

18.69%

-9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

28.11%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

27.36%

-16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

25.55%

-13.00%