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FSRJX vs. FSCJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSRJX vs. FSCJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Real Estate Fund (FSRJX) and Fidelity SAI Canada Equity Index Fund (FSCJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSRJX achieves a 12.03% return, which is significantly higher than FSCJX's 10.18% return.


FSRJX

1D
1.94%
1M
-0.94%
YTD
12.03%
6M
11.23%
1Y
11.98%
3Y*
5Y*
10Y*

FSCJX

1D
1.23%
1M
2.02%
YTD
10.18%
6M
12.54%
1Y
33.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSRJX vs. FSCJX - Yearly Performance Comparison


2026 (YTD)20252024
FSRJX
Fidelity SAI Real Estate Fund
12.03%2.52%-6.54%
FSCJX
Fidelity SAI Canada Equity Index Fund
10.18%36.41%2.52%

Correlation

The correlation between FSRJX and FSCJX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2024

0.46

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Return for Risk

FSRJX vs. FSCJX — Risk / Return Rank

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

FSRJX
FSRJX Risk / Return Rank: 1515
Overall Rank
FSRJX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FSRJX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FSRJX Omega Ratio Rank: 1212
Omega Ratio Rank
FSRJX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FSRJX Martin Ratio Rank: 1818
Martin Ratio Rank

FSCJX
FSCJX Risk / Return Rank: 7575
Overall Rank
FSCJX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSCJX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSCJX Omega Ratio Rank: 6363
Omega Ratio Rank
FSCJX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FSCJX Martin Ratio Rank: 8989
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.

FSRJX vs. FSCJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Real Estate Fund (FSRJX) and Fidelity SAI Canada Equity Index Fund (FSCJX). 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.


FSRJXFSCJXDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.16

1.43

-0.26

Calmar ratioReturn relative to maximum drawdown

1.54

4.05

-2.50

Martin ratioReturn relative to average drawdown

4.45

16.58

-12.13

FSRJX vs. FSCJX - Sharpe Ratio Comparison

The current FSRJX Sharpe Ratio is 0.90, which is lower than the FSCJX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FSRJX and FSCJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSRJXFSCJXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.46

-1.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.82

-1.56

Drawdowns

FSRJX vs. FSCJX - Drawdown Comparison

The maximum FSRJX drawdown since its inception was -15.66%, which is greater than FSCJX's maximum drawdown of -12.43%. Use the drawdown chart below to compare losses from any high point for FSRJX and FSCJX.


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Drawdown Indicators


FSRJXFSCJXDifference

Max Drawdown

Largest peak-to-trough decline

-15.66%

-12.43%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-8.33%

+0.50%

Current Drawdown

Current decline from peak

-1.13%

-0.19%

-0.94%

Average Drawdown

Average peak-to-trough decline

-4.36%

-1.62%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.03%

+0.67%

Volatility

FSRJX vs. FSCJX - Volatility Comparison

Fidelity SAI Real Estate Fund (FSRJX) has a higher volatility of 4.17% compared to Fidelity SAI Canada Equity Index Fund (FSCJX) at 3.59%. This indicates that FSRJX's price experiences larger fluctuations and is considered to be riskier than FSCJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRJXFSCJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.59%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

10.91%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

13.71%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

15.36%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

15.36%

+1.29%

FSRJX vs. FSCJX - Expense Ratio Comparison

FSRJX has a 0.56% expense ratio, which is higher than FSCJX's 0.12% expense ratio.


Dividends

FSRJX vs. FSCJX - Dividend Comparison

FSRJX's dividend yield for the trailing twelve months is around 2.24%, more than FSCJX's 1.22% yield.


PositionTTM20252024
FSCJX
Fidelity SAI Canada Equity Index Fund
1.22%1.34%1.10%
FSRJX
Fidelity SAI Real Estate Fund
2.24%2.52%2.09%

Frequently Asked Questions


FSRJX and FSCJX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSRJX has higher volatility (4.17%) compared to FSCJX (3.59%). In terms of maximum drawdown, FSRJX dropped -15.66% vs FSCJX's -12.43%.

FSCJX currently has the higher Sharpe Ratio (2.46 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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