FSMOX vs. CLDAX
Compare and contrast key facts about Fidelity SAI Investment Grade Securitized Fund (FSMOX) and Calvert Core Bond Fund (CLDAX).
FSMOX is managed by Fidelity. It was launched on May 17, 2023. CLDAX is managed by Calvert Research and Management. It was launched on Dec 30, 2004.
Performance
FSMOX vs. CLDAX - Performance Comparison
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FSMOX vs. CLDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FSMOX Fidelity SAI Investment Grade Securitized Fund | -0.05% | 8.52% | 1.45% | 1.16% |
CLDAX Calvert Core Bond Fund | -0.96% | 7.27% | 1.39% | 2.20% |
Returns By Period
In the year-to-date period, FSMOX achieves a -0.05% return, which is significantly higher than CLDAX's -0.96% return.
FSMOX
- 1D
- 0.40%
- 1M
- -2.17%
- YTD
- -0.05%
- 6M
- 1.49%
- 1Y
- 5.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CLDAX
- 1D
- 0.51%
- 1M
- -2.55%
- YTD
- -0.96%
- 6M
- 0.08%
- 1Y
- 3.49%
- 3Y*
- 3.08%
- 5Y*
- -0.14%
- 10Y*
- 3.23%
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FSMOX vs. CLDAX - Expense Ratio Comparison
FSMOX has a 0.33% expense ratio, which is lower than CLDAX's 0.74% expense ratio.
Return for Risk
FSMOX vs. CLDAX — Risk / Return Rank
FSMOX
CLDAX
FSMOX vs. CLDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Investment Grade Securitized Fund (FSMOX) and Calvert Core Bond Fund (CLDAX). 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.
| FSMOX | CLDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.94 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.35 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.47 | +0.61 |
Martin ratioReturn relative to average drawdown | 5.84 | 4.61 | +1.24 |
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
| FSMOX | CLDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.94 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.82 | -0.21 |
Correlation
The correlation between FSMOX and CLDAX is 0.95, 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
FSMOX vs. CLDAX - Dividend Comparison
FSMOX's dividend yield for the trailing twelve months is around 4.08%, more than CLDAX's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSMOX Fidelity SAI Investment Grade Securitized Fund | 4.08% | 4.44% | 5.07% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLDAX Calvert Core Bond Fund | 3.91% | 4.24% | 4.16% | 3.17% | 1.80% | 6.08% | 5.22% | 3.04% | 3.63% | 3.02% | 7.02% | 2.85% |
Drawdowns
FSMOX vs. CLDAX - Drawdown Comparison
The maximum FSMOX drawdown since its inception was -8.65%, smaller than the maximum CLDAX drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FSMOX and CLDAX.
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Drawdown Indicators
| FSMOX | CLDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.65% | -18.88% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -3.04% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.88% | — |
Current DrawdownCurrent decline from peak | -2.17% | -4.35% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -3.92% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.97% | +0.08% |
Volatility
FSMOX vs. CLDAX - Volatility Comparison
Fidelity SAI Investment Grade Securitized Fund (FSMOX) and Calvert Core Bond Fund (CLDAX) have volatilities of 1.54% and 1.61%, 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.
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Volatility by Period
| FSMOX | CLDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.61% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 2.56% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 4.27% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 5.59% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 6.85% | -0.55% |