FSKLX vs. IDLV
Compare and contrast key facts about Fidelity SAI International Low Volatility Index Fund (FSKLX) and Invesco S&P International Developed Low Volatility ETF (IDLV).
FSKLX is managed by Fidelity. It was launched on May 29, 2015. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012.
Performance
FSKLX vs. IDLV - Performance Comparison
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FSKLX vs. IDLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDLV Invesco S&P International Developed Low Volatility ETF | 3.33% | 27.77% | 2.15% | 9.18% | -12.21% | 9.76% | -9.78% | 20.09% | -8.02% | 22.01% |
Returns By Period
In the year-to-date period, FSKLX achieves a 4.89% return, which is significantly higher than IDLV's 3.33% return. Over the past 10 years, FSKLX has outperformed IDLV with an annualized return of 6.20%, while IDLV has yielded a comparatively lower 5.50% 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%
IDLV
- 1D
- 0.83%
- 1M
- -3.85%
- YTD
- 3.33%
- 6M
- 6.50%
- 1Y
- 19.67%
- 3Y*
- 12.50%
- 5Y*
- 6.65%
- 10Y*
- 5.50%
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FSKLX vs. IDLV - Expense Ratio Comparison
FSKLX has a 0.17% expense ratio, which is lower than IDLV's 0.25% expense ratio. Despite the difference, 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. IDLV — Risk / Return Rank
FSKLX
IDLV
FSKLX vs. IDLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and Invesco S&P International Developed Low Volatility ETF (IDLV). 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 | IDLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.58 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.09 | 2.20 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.45 | -0.36 |
Martin ratioReturn relative to average drawdown | 7.33 | 9.22 | -1.90 |
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 | IDLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.58 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.57 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.41 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.01 |
Correlation
The correlation between FSKLX and IDLV is 0.88, 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. IDLV - Dividend Comparison
FSKLX's dividend yield for the trailing twelve months is around 2.47%, less than IDLV's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDLV Invesco S&P International Developed Low Volatility ETF | 4.66% | 4.63% | 3.41% | 3.59% | 4.69% | 2.99% | 2.30% | 4.92% | 3.94% | 3.05% | 3.92% | 3.93% |
Drawdowns
FSKLX vs. IDLV - Drawdown Comparison
The maximum FSKLX drawdown since its inception was -27.26%, smaller than the maximum IDLV drawdown of -34.65%. Use the drawdown chart below to compare losses from any high point for FSKLX and IDLV.
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Drawdown Indicators
| FSKLX | IDLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.26% | -34.65% | +7.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -8.26% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -22.52% | -2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -27.26% | -34.65% | +7.39% |
Current DrawdownCurrent decline from peak | -5.92% | -5.05% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -5.97% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.19% | +0.27% |
Volatility
FSKLX vs. IDLV - Volatility Comparison
Fidelity SAI International Low Volatility Index Fund (FSKLX) has a higher volatility of 4.55% compared to Invesco S&P International Developed Low Volatility ETF (IDLV) at 4.21%. This indicates that FSKLX's price experiences larger fluctuations and is considered to be riskier than IDLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSKLX | IDLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.21% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 7.12% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 12.50% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.45% | 11.73% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.90% | 13.38% | -1.48% |