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FSISX vs. YASLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSISX vs. YASLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Small Cap Index Fund (FSISX) and AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

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FSISX vs. YASLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%
YASLX
AMG Yacktman Special Opportunities Fund
7.56%6.27%11.23%3.65%-13.59%1.03%

Returns By Period

In the year-to-date period, FSISX achieves a -2.21% return, which is significantly lower than YASLX's 7.56% return.


FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*

YASLX

1D
-0.17%
1M
-4.89%
YTD
7.56%
6M
1.74%
1Y
15.32%
3Y*
9.73%
5Y*
4.69%
10Y*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSISX vs. YASLX - Expense Ratio Comparison

FSISX has a 0.10% expense ratio, which is lower than YASLX's 1.86% expense ratio.


Return for Risk

FSISX vs. YASLX — Risk / Return Rank

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

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
Martin Ratio Rank

YASLX
YASLX Risk / Return Rank: 5454
Overall Rank
YASLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
YASLX Omega Ratio Rank: 5959
Omega Ratio Rank
YASLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
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.

FSISX vs. YASLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Small Cap Index Fund (FSISX) and AMG Yacktman Special Opportunities Fund (YASLX). 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.


FSISXYASLXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.14

+0.38

Sortino ratio

Return per unit of downside risk

1.98

1.48

+0.49

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.83

1.40

+0.42

Martin ratio

Return relative to average drawdown

7.00

3.78

+3.22

FSISX vs. YASLX - Sharpe Ratio Comparison

The current FSISX Sharpe Ratio is 1.51, which is higher than the YASLX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FSISX and YASLX, 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


FSISXYASLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.14

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.57

-0.36

Correlation

The correlation between FSISX and YASLX is 0.71, 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

FSISX vs. YASLX - Dividend Comparison

FSISX's dividend yield for the trailing twelve months is around 3.78%, while YASLX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%
YASLX
AMG Yacktman Special Opportunities Fund
0.00%0.00%15.82%8.97%0.94%3.85%2.62%12.95%9.89%4.86%3.28%4.59%

Drawdowns

FSISX vs. YASLX - Drawdown Comparison

The maximum FSISX drawdown since its inception was -36.84%, smaller than the maximum YASLX drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for FSISX and YASLX.


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Drawdown Indicators


FSISXYASLXDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-38.91%

+2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-10.18%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-11.73%

-4.89%

-6.84%

Average Drawdown

Average peak-to-trough decline

-13.50%

-8.34%

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.78%

-0.71%

Volatility

FSISX vs. YASLX - Volatility Comparison

Fidelity SAI International Small Cap Index Fund (FSISX) has a higher volatility of 5.88% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 3.18%. This indicates that FSISX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSISXYASLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

3.18%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

8.66%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

12.99%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

16.32%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

15.00%

+0.84%