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FSKLX vs. BGITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSKLX vs. BGITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Low Volatility Index Fund (FSKLX) and Baillie Gifford International Alpha Fund (BGITX). The values are adjusted to include any dividend payments, if applicable.

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FSKLX vs. BGITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKLX
Fidelity SAI International Low Volatility Index Fund
4.89%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%21.40%
BGITX
Baillie Gifford International Alpha Fund
-5.08%19.51%5.03%18.77%-28.71%-0.72%26.59%32.17%-16.61%31.67%

Returns By Period

In the year-to-date period, FSKLX achieves a 4.89% return, which is significantly higher than BGITX's -5.08% return. Over the past 10 years, FSKLX has underperformed BGITX with an annualized return of 6.20%, while BGITX has yielded a comparatively higher 6.58% annualized return.


FSKLX

1D
1.50%
1M
-4.32%
YTD
4.89%
6M
7.57%
1Y
18.31%
3Y*
11.82%
5Y*
6.59%
10Y*
6.20%

BGITX

1D
3.78%
1M
-7.26%
YTD
-5.08%
6M
-4.37%
1Y
8.52%
3Y*
7.75%
5Y*
-0.28%
10Y*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSKLX vs. BGITX - Expense Ratio Comparison

FSKLX has a 0.17% expense ratio, which is lower than BGITX's 0.61% expense ratio.


Return for Risk

FSKLX vs. BGITX — Risk / Return Rank

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

FSKLX
FSKLX Risk / Return Rank: 7777
Overall Rank
FSKLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 7474
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7373
Martin Ratio Rank

BGITX
BGITX Risk / Return Rank: 1515
Overall Rank
BGITX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BGITX Sortino Ratio Rank: 1515
Sortino Ratio Rank
BGITX Omega Ratio Rank: 1414
Omega Ratio Rank
BGITX Calmar Ratio Rank: 1414
Calmar Ratio Rank
BGITX Martin Ratio Rank: 1616
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.

FSKLX vs. BGITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and Baillie Gifford International Alpha Fund (BGITX). 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.


FSKLXBGITXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.51

+1.02

Sortino ratio

Return per unit of downside risk

2.09

0.81

+1.28

Omega ratio

Gain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratio

Return relative to maximum drawdown

2.09

0.57

+1.52

Martin ratio

Return relative to average drawdown

7.33

2.12

+5.21

FSKLX vs. BGITX - Sharpe Ratio Comparison

The current FSKLX Sharpe Ratio is 1.53, which is higher than the BGITX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FSKLX and BGITX, 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


FSKLXBGITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.51

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

-0.01

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.35

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.35

+0.12

Correlation

The correlation between FSKLX and BGITX is 0.74, 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. BGITX - Dividend Comparison

FSKLX's dividend yield for the trailing twelve months is around 2.47%, less than BGITX's 13.13% yield.


TTM20252024202320222021202020192018201720162015
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.47%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%
BGITX
Baillie Gifford International Alpha Fund
13.13%12.46%4.26%1.25%1.77%8.00%2.28%5.00%9.76%0.99%0.00%0.00%

Drawdowns

FSKLX vs. BGITX - Drawdown Comparison

The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum BGITX drawdown of -44.45%. Use the drawdown chart below to compare losses from any high point for FSKLX and BGITX.


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Drawdown Indicators


FSKLXBGITXDifference

Max Drawdown

Largest peak-to-trough decline

-27.26%

-44.45%

+17.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-12.89%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-44.08%

+19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

-44.45%

+17.19%

Current Drawdown

Current decline from peak

-5.92%

-9.60%

+3.68%

Average Drawdown

Average peak-to-trough decline

-5.14%

-11.97%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.45%

-0.99%

Volatility

FSKLX vs. BGITX - Volatility Comparison

The current volatility for Fidelity SAI International Low Volatility Index Fund (FSKLX) is 4.55%, while Baillie Gifford International Alpha Fund (BGITX) has a volatility of 8.57%. This indicates that FSKLX experiences smaller price fluctuations and is considered to be less risky than BGITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKLXBGITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

8.57%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

12.32%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

17.54%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

19.21%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

19.08%

-7.18%