FSKLX vs. FIVMX
Compare and contrast key facts about Fidelity SAI International Low Volatility Index Fund (FSKLX) and Fidelity Advisor International Value Fund Class A (FIVMX).
FSKLX is managed by Fidelity. It was launched on May 29, 2015. FIVMX is managed by Fidelity. It was launched on May 18, 2006.
Performance
FSKLX vs. FIVMX - Performance Comparison
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FSKLX vs. FIVMX - 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% |
FIVMX Fidelity Advisor International Value Fund Class A | -1.63% | 43.16% | 4.57% | 18.83% | -8.19% | 14.59% | 2.96% | 18.46% | -17.44% | 17.95% |
Returns By Period
In the year-to-date period, FSKLX achieves a 3.34% return, which is significantly higher than FIVMX's -1.63% return. Over the past 10 years, FSKLX has underperformed FIVMX with an annualized return of 6.05%, while FIVMX has yielded a comparatively higher 8.54% 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%
FIVMX
- 1D
- 0.80%
- 1M
- -9.27%
- YTD
- -1.63%
- 6M
- 3.84%
- 1Y
- 23.87%
- 3Y*
- 18.39%
- 5Y*
- 11.43%
- 10Y*
- 8.54%
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FSKLX vs. FIVMX - Expense Ratio Comparison
FSKLX has a 0.17% expense ratio, which is lower than FIVMX's 1.30% expense ratio.
Return for Risk
FSKLX vs. FIVMX — Risk / Return Rank
FSKLX
FIVMX
FSKLX vs. FIVMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and Fidelity Advisor International Value Fund Class A (FIVMX). 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 | FIVMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.31 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.79 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.73 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.06 | 7.22 | -0.15 |
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 | FIVMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.31 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.70 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.21 | +0.25 |
Correlation
The correlation between FSKLX and FIVMX is 0.81, 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. FIVMX - Dividend Comparison
FSKLX's dividend yield for the trailing twelve months is around 2.51%, more than FIVMX's 2.20% 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% |
FIVMX Fidelity Advisor International Value Fund Class A | 2.20% | 2.17% | 1.95% | 1.81% | 1.63% | 4.10% | 1.47% | 3.18% | 2.92% | 0.15% | 2.30% | 1.09% |
Drawdowns
FSKLX vs. FIVMX - Drawdown Comparison
The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum FIVMX drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for FSKLX and FIVMX.
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Drawdown Indicators
| FSKLX | FIVMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.26% | -64.61% | +37.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -11.65% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -27.56% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -27.26% | -43.79% | +16.53% |
Current DrawdownCurrent decline from peak | -7.31% | -9.33% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -17.15% | +12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.94% | -0.51% |
Volatility
FSKLX vs. FIVMX - Volatility Comparison
The current volatility for Fidelity SAI International Low Volatility Index Fund (FSKLX) is 4.41%, while Fidelity Advisor International Value Fund Class A (FIVMX) has a volatility of 7.06%. This indicates that FSKLX experiences smaller price fluctuations and is considered to be less risky than FIVMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSKLX | FIVMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.06% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 10.58% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 17.29% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.44% | 16.41% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 17.86% | -5.97% |