FSKLX vs. BDOKX
Compare and contrast key facts about Fidelity SAI International Low Volatility Index Fund (FSKLX) and iShares MSCI Total International Index Fund Class K (BDOKX).
FSKLX is managed by Fidelity. It was launched on May 29, 2015. BDOKX is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Index. It was launched on Jun 30, 2011.
Performance
FSKLX vs. BDOKX - Performance Comparison
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FSKLX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
BDOKX iShares MSCI Total International Index Fund Class K | -1.23% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Returns By Period
In the year-to-date period, FSKLX achieves a 3.34% return, which is significantly higher than BDOKX's -1.23% return. Over the past 10 years, FSKLX has underperformed BDOKX with an annualized return of 6.05%, while BDOKX has yielded a comparatively higher 8.42% annualized return.
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
BDOKX
- 1D
- -0.16%
- 1M
- -11.13%
- YTD
- -1.23%
- 6M
- 3.37%
- 1Y
- 23.28%
- 3Y*
- 14.06%
- 5Y*
- 6.66%
- 10Y*
- 8.42%
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FSKLX vs. BDOKX - Expense Ratio Comparison
FSKLX has a 0.17% expense ratio, which is higher than BDOKX's 0.09% 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
FSKLX vs. BDOKX — Risk / Return Rank
FSKLX
BDOKX
FSKLX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
| FSKLX | BDOKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.40 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.90 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.85 | +0.14 |
Martin ratioReturn relative to average drawdown | 7.06 | 7.31 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSKLX | BDOKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.40 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.44 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.52 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.33 | +0.13 |
Correlation
The correlation between FSKLX and BDOKX is 0.84, 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
FSKLX vs. BDOKX - Dividend Comparison
FSKLX's dividend yield for the trailing twelve months is around 2.51%, more than BDOKX's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
BDOKX iShares MSCI Total International Index Fund Class K | 2.35% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
Drawdowns
FSKLX vs. BDOKX - Drawdown Comparison
The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FSKLX and BDOKX.
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Drawdown Indicators
| FSKLX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.26% | -34.22% | +6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -11.38% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -30.23% | +5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -27.26% | -34.22% | +6.96% |
Current DrawdownCurrent decline from peak | -7.31% | -11.38% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -8.30% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.87% | -0.44% |
Volatility
FSKLX vs. BDOKX - Volatility Comparison
The current volatility for Fidelity SAI International Low Volatility Index Fund (FSKLX) is 4.41%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.14%. This indicates that FSKLX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSKLX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.14% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 10.89% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 16.16% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.44% | 15.20% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 16.16% | -4.27% |