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FSKLX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSKLX and VOO is 0.66, 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.


-0.50.00.51.00.7

Performance

FSKLX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Low Volatility Index Fund (FSKLX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.34%
10.51%
FSKLX
VOO

Key characteristics

Sharpe Ratio

FSKLX:

0.63

VOO:

1.89

Sortino Ratio

FSKLX:

0.94

VOO:

2.54

Omega Ratio

FSKLX:

1.11

VOO:

1.35

Calmar Ratio

FSKLX:

0.53

VOO:

2.83

Martin Ratio

FSKLX:

1.27

VOO:

11.83

Ulcer Index

FSKLX:

4.86%

VOO:

2.02%

Daily Std Dev

FSKLX:

9.77%

VOO:

12.66%

Max Drawdown

FSKLX:

-28.24%

VOO:

-33.99%

Current Drawdown

FSKLX:

-5.52%

VOO:

-0.42%

Returns By Period

In the year-to-date period, FSKLX achieves a 4.89% return, which is significantly higher than VOO's 4.17% return.


FSKLX

YTD

4.89%

1M

3.65%

6M

-2.34%

1Y

5.09%

5Y*

2.69%

10Y*

N/A

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSKLX vs. VOO - Expense Ratio Comparison

FSKLX has a 0.17% expense ratio, which is higher than VOO's 0.03% 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%.


FSKLX
Fidelity SAI International Low Volatility Index Fund
Expense ratio chart for FSKLX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSKLX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSKLX
The Risk-Adjusted Performance Rank of FSKLX is 2828
Overall Rank
The Sharpe Ratio Rank of FSKLX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKLX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSKLX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FSKLX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FSKLX is 1919
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSKLX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Low Volatility Index Fund (FSKLX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for FSKLX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.000.631.89
The chart of Sortino ratio for FSKLX, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.000.942.54
The chart of Omega ratio for FSKLX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.35
The chart of Calmar ratio for FSKLX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.532.83
The chart of Martin ratio for FSKLX, currently valued at 1.27, compared to the broader market0.0020.0040.0060.0080.001.2711.83
FSKLX
VOO

The current FSKLX Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FSKLX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.63
1.89
FSKLX
VOO

Dividends

FSKLX vs. VOO - Dividend Comparison

FSKLX's dividend yield for the trailing twelve months is around 2.00%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.00%2.09%2.31%2.01%2.42%1.32%1.94%2.38%1.69%2.36%1.10%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FSKLX vs. VOO - Drawdown Comparison

The maximum FSKLX drawdown since its inception was -28.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSKLX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.52%
-0.42%
FSKLX
VOO

Volatility

FSKLX vs. VOO - Volatility Comparison

Fidelity SAI International Low Volatility Index Fund (FSKLX) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.82% and 2.94%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.82%
2.94%
FSKLX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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