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FSKLX vs. HILYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSKLX vs. HILYX - Performance Comparison

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

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FSKLX vs. HILYX - 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%
HILYX
Hartford International Value Fund
3.71%44.76%0.28%19.84%-2.28%18.79%-5.94%18.28%-17.74%24.91%

Returns By Period

In the year-to-date period, FSKLX achieves a 4.89% return, which is significantly higher than HILYX's 3.71% return. Over the past 10 years, FSKLX has underperformed HILYX with an annualized return of 6.20%, while HILYX has yielded a comparatively higher 11.02% 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%

HILYX

1D
2.88%
1M
-5.54%
YTD
3.71%
6M
10.14%
1Y
33.31%
3Y*
18.94%
5Y*
13.10%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSKLX vs. HILYX - Expense Ratio Comparison

FSKLX has a 0.17% expense ratio, which is lower than HILYX's 0.91% expense ratio.


Return for Risk

FSKLX vs. HILYX — 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

HILYX
HILYX Risk / Return Rank: 9191
Overall Rank
HILYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HILYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
HILYX Omega Ratio Rank: 9191
Omega Ratio Rank
HILYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HILYX Martin Ratio Rank: 9191
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. HILYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and Hartford International Value Fund (HILYX). 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.


FSKLXHILYXDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.11

-0.58

Sortino ratio

Return per unit of downside risk

2.09

2.72

-0.64

Omega ratio

Gain probability vs. loss probability

1.29

1.42

-0.13

Calmar ratio

Return relative to maximum drawdown

2.09

2.82

-0.73

Martin ratio

Return relative to average drawdown

7.33

10.85

-3.52

FSKLX vs. HILYX - Sharpe Ratio Comparison

The current FSKLX Sharpe Ratio is 1.53, which is comparable to the HILYX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FSKLX and HILYX, 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


FSKLXHILYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.11

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.87

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.65

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.59

-0.12

Correlation

The correlation between FSKLX and HILYX is 0.78, 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. HILYX - Dividend Comparison

FSKLX's dividend yield for the trailing twelve months is around 2.47%, less than HILYX's 5.59% 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%
HILYX
Hartford International Value Fund
5.59%5.80%0.00%2.67%2.84%3.22%2.08%3.05%8.24%6.97%5.23%3.55%

Drawdowns

FSKLX vs. HILYX - Drawdown Comparison

The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum HILYX drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for FSKLX and HILYX.


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Drawdown Indicators


FSKLXHILYXDifference

Max Drawdown

Largest peak-to-trough decline

-27.26%

-48.29%

+21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-11.31%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.99%

-25.58%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

-48.29%

+21.03%

Current Drawdown

Current decline from peak

-5.92%

-7.54%

+1.62%

Average Drawdown

Average peak-to-trough decline

-5.14%

-8.23%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.94%

-0.48%

Volatility

FSKLX vs. HILYX - Volatility Comparison

The current volatility for Fidelity SAI International Low Volatility Index Fund (FSKLX) is 4.55%, while Hartford International Value Fund (HILYX) has a volatility of 7.20%. This indicates that FSKLX experiences smaller price fluctuations and is considered to be less risky than HILYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKLXHILYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

7.20%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

10.43%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

15.83%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

15.11%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

17.07%

-5.17%