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

Correlation

The correlation between FSKLX and VOO is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

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.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
49.41%
211.05%
FSKLX
VOO

Key characteristics

Sharpe Ratio

FSKLX:

1.23

VOO:

0.55

Sortino Ratio

FSKLX:

1.71

VOO:

0.89

Omega Ratio

FSKLX:

1.24

VOO:

1.13

Calmar Ratio

FSKLX:

1.26

VOO:

0.56

Martin Ratio

FSKLX:

2.97

VOO:

2.28

Ulcer Index

FSKLX:

4.93%

VOO:

4.60%

Daily Std Dev

FSKLX:

11.92%

VOO:

19.19%

Max Drawdown

FSKLX:

-28.24%

VOO:

-33.99%

Current Drawdown

FSKLX:

0.00%

VOO:

-9.85%

Returns By Period

In the year-to-date period, FSKLX achieves a 13.38% return, which is significantly higher than VOO's -5.69% return.


FSKLX

YTD

13.38%

1M

4.51%

6M

7.46%

1Y

15.26%

5Y*

6.90%

10Y*

N/A

VOO

YTD

-5.69%

1M

-0.86%

6M

-4.52%

1Y

9.85%

5Y*

15.26%

10Y*

12.13%

*Annualized

Compare stocks, funds, or ETFs

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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%.


Expense ratio chart for FSKLX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSKLX: 0.17%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 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 8181
Overall Rank
The Sharpe Ratio Rank of FSKLX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKLX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FSKLX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FSKLX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FSKLX is 7272
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.


The chart of Sharpe ratio for FSKLX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.00
FSKLX: 1.23
VOO: 0.55
The chart of Sortino ratio for FSKLX, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.00
FSKLX: 1.71
VOO: 0.89
The chart of Omega ratio for FSKLX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
FSKLX: 1.24
VOO: 1.13
The chart of Calmar ratio for FSKLX, currently valued at 1.26, compared to the broader market0.002.004.006.008.0010.00
FSKLX: 1.26
VOO: 0.56
The chart of Martin ratio for FSKLX, currently valued at 2.97, compared to the broader market0.0010.0020.0030.0040.0050.00
FSKLX: 2.97
VOO: 2.28

The current FSKLX Sharpe Ratio is 1.23, which is higher than the VOO Sharpe Ratio of 0.55. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.23
0.55
FSKLX
VOO

Dividends

FSKLX vs. VOO - Dividend Comparison

FSKLX's dividend yield for the trailing twelve months is around 1.85%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FSKLX
Fidelity SAI International Low Volatility Index Fund
1.85%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
1.38%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.85%
FSKLX
VOO

Volatility

FSKLX vs. VOO - Volatility Comparison

The current volatility for Fidelity SAI International Low Volatility Index Fund (FSKLX) is 7.23%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FSKLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.23%
13.96%
FSKLX
VOO