FSKLX vs. FXAIX
Compare and contrast key facts about Fidelity SAI International Low Volatility Index Fund (FSKLX) and Fidelity 500 Index Fund (FXAIX).
FSKLX is managed by Fidelity. It was launched on May 29, 2015. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FSKLX vs. FXAIX - Performance Comparison
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FSKLX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, FSKLX achieves a 3.34% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FSKLX has underperformed FXAIX with an annualized return of 6.05%, while FXAIX has yielded a comparatively higher 13.75% 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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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FSKLX vs. FXAIX - Expense Ratio Comparison
FSKLX has a 0.17% expense ratio, which is higher than FXAIX's 0.02% 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. FXAIX — Risk / Return Rank
FSKLX
FXAIX
FSKLX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.84 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.30 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.05 | +0.93 |
Martin ratioReturn relative to average drawdown | 7.06 | 5.13 | +1.94 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.84 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.77 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.75 | -0.29 |
Correlation
The correlation between FSKLX and FXAIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FSKLX vs. FXAIX - Dividend Comparison
FSKLX's dividend yield for the trailing twelve months is around 2.51%, more than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FSKLX vs. FXAIX - Drawdown Comparison
The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSKLX and FXAIX.
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Drawdown Indicators
| FSKLX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.26% | -33.79% | +6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -12.13% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -24.50% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -27.26% | -33.79% | +6.53% |
Current DrawdownCurrent decline from peak | -7.31% | -8.89% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -3.83% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.50% | -0.07% |
Volatility
FSKLX vs. FXAIX - Volatility Comparison
Fidelity SAI International Low Volatility Index Fund (FSKLX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.41% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSKLX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.24% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 9.08% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 18.13% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.44% | 16.88% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 18.03% | -6.14% |