FSKLX vs. HDMV

In the year-to-date period, FSKLX achieves a 15.41% return, which is significantly lower than HDMV's 22.45% return.

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FSKLX has a 0.17% expense ratio, which is lower than HDMV's 0.80% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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.

The current FSKLX Sharpe Ratio is 1.13, which is lower than the HDMV Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FSKLX and HDMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSKLX's dividend yield for the trailing twelve months is around 1.81%, less than HDMV's 2.58% yield.

The maximum FSKLX drawdown since its inception was -28.24%, smaller than the maximum HDMV drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for FSKLX and HDMV. For additional features, visit the drawdowns tool.

Fidelity SAI International Low Volatility Index Fund (FSKLX) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) have volatilities of 3.61% and 3.76%, 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.