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FSPWX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPWX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FSPWX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)20252024
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund
0.50%6.76%-1.32%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%6.09%

Returns By Period

In the year-to-date period, FSPWX achieves a 0.50% return, which is significantly higher than FXAIX's -7.05% return.


FSPWX

1D
0.70%
1M
-1.27%
YTD
0.50%
6M
0.41%
1Y
2.99%
3Y*
5Y*
10Y*

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPWX vs. FXAIX - Expense Ratio Comparison

FSPWX has a 0.05% expense ratio, which is higher than FXAIX's 0.02% 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%.


Return for Risk

FSPWX vs. FXAIX — Risk / Return Rank

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

FSPWX
FSPWX Risk / Return Rank: 4040
Overall Rank
FSPWX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSPWX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FSPWX Omega Ratio Rank: 2828
Omega Ratio Rank
FSPWX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSPWX Martin Ratio Rank: 4242
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FSPWX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) and Fidelity 500 Index Fund (FXAIX). 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.


FSPWXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.17

1.30

-0.12

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

1.41

1.05

+0.36

Martin ratio

Return relative to average drawdown

4.38

5.13

-0.75

FSPWX vs. FXAIX - Sharpe Ratio Comparison

The current FSPWX Sharpe Ratio is 0.84, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FSPWX and FXAIX, 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


FSPWXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.75

+0.13

Correlation

The correlation between FSPWX and FXAIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSPWX vs. FXAIX - Dividend Comparison

FSPWX's dividend yield for the trailing twelve months is around 4.17%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FSPWX
Fidelity SAI Inflation-Protected Bond Index Fund
4.17%4.19%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FSPWX vs. FXAIX - Drawdown Comparison

The maximum FSPWX drawdown since its inception was -3.84%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSPWX and FXAIX.


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Drawdown Indicators


FSPWXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-33.79%

+29.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-12.13%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-1.27%

-8.89%

+7.62%

Average Drawdown

Average peak-to-trough decline

-1.04%

-3.83%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.50%

-1.56%

Volatility

FSPWX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) is 1.44%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that FSPWX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPWXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

4.24%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

9.08%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

18.13%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.17%

16.88%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.17%

18.03%

-13.86%