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FSMOX vs. CRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSMOX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Investment Grade Securitized Fund (FSMOX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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FSMOX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023
FSMOX
Fidelity SAI Investment Grade Securitized Fund
-0.05%8.52%1.45%1.16%
CRAIX
CCM Community Impact Bond Fund
-0.01%6.40%1.97%1.74%

Returns By Period

In the year-to-date period, FSMOX achieves a -0.05% return, which is significantly lower than CRAIX's -0.01% return.


FSMOX

1D
0.40%
1M
-2.17%
YTD
-0.05%
6M
1.49%
1Y
5.13%
3Y*
5Y*
10Y*

CRAIX

1D
0.42%
1M
-1.54%
YTD
-0.01%
6M
1.17%
1Y
4.02%
3Y*
3.34%
5Y*
0.19%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSMOX vs. CRAIX - Expense Ratio Comparison

FSMOX has a 0.33% expense ratio, which is lower than CRAIX's 0.88% expense ratio.


Return for Risk

FSMOX vs. CRAIX — Risk / Return Rank

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

FSMOX
FSMOX Risk / Return Rank: 6868
Overall Rank
FSMOX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FSMOX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FSMOX Omega Ratio Rank: 5656
Omega Ratio Rank
FSMOX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FSMOX Martin Ratio Rank: 6161
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 7373
Overall Rank
CRAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 6060
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 6969
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.

FSMOX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Investment Grade Securitized Fund (FSMOX) and CCM Community Impact Bond Fund (CRAIX). 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.


FSMOXCRAIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.25

0.00

Sortino ratio

Return per unit of downside risk

1.79

1.86

-0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.08

2.28

-0.20

Martin ratio

Return relative to average drawdown

5.84

6.53

-0.68

FSMOX vs. CRAIX - Sharpe Ratio Comparison

The current FSMOX Sharpe Ratio is 1.25, which is comparable to the CRAIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FSMOX and CRAIX, 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


FSMOXCRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.25

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.56

+0.05

Correlation

The correlation between FSMOX and CRAIX is 0.92, 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. CRAIX - Dividend Comparison

FSMOX's dividend yield for the trailing twelve months is around 4.08%, more than CRAIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
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%
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Drawdowns

FSMOX vs. CRAIX - Drawdown Comparison

The maximum FSMOX drawdown since its inception was -8.65%, smaller than the maximum CRAIX drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for FSMOX and CRAIX.


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Drawdown Indicators


FSMOXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.65%

-14.53%

+5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.98%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

Current Drawdown

Current decline from peak

-2.17%

-1.54%

-0.63%

Average Drawdown

Average peak-to-trough decline

-1.78%

-2.47%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.69%

+0.36%

Volatility

FSMOX vs. CRAIX - Volatility Comparison

Fidelity SAI Investment Grade Securitized Fund (FSMOX) has a higher volatility of 1.54% compared to CCM Community Impact Bond Fund (CRAIX) at 1.22%. This indicates that FSMOX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSMOXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.22%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

1.98%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

3.27%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

4.56%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

3.63%

+2.67%