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FSRNX vs. FUAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRNX vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Index Fund (FSRNX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

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FSRNX vs. FUAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRNX
Fidelity Real Estate Index Fund
-0.56%3.03%4.99%11.93%-26.14%40.66%-11.31%23.78%-4.91%0.91%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.46%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%

Returns By Period

In the year-to-date period, FSRNX achieves a -0.56% return, which is significantly lower than FUAMX's -0.46% return.


FSRNX

1D
0.44%
1M
-7.86%
YTD
-0.56%
6M
-3.07%
1Y
-0.02%
3Y*
5.74%
5Y*
2.79%
10Y*
3.12%

FUAMX

1D
0.62%
1M
-2.50%
YTD
-0.46%
6M
0.44%
1Y
3.70%
3Y*
2.80%
5Y*
-0.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRNX vs. FUAMX - Expense Ratio Comparison

FSRNX has a 0.07% expense ratio, which is higher than FUAMX'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%.


Return for Risk

FSRNX vs. FUAMX — Risk / Return Rank

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

FSRNX
FSRNX Risk / Return Rank: 77
Overall Rank
FSRNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSRNX Sortino Ratio Rank: 66
Sortino Ratio Rank
FSRNX Omega Ratio Rank: 66
Omega Ratio Rank
FSRNX Calmar Ratio Rank: 77
Calmar Ratio Rank
FSRNX Martin Ratio Rank: 88
Martin Ratio Rank

FUAMX
FUAMX Risk / Return Rank: 4848
Overall Rank
FUAMX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 3232
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 4646
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.

FSRNX vs. FUAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Index Fund (FSRNX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.


FSRNXFUAMXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.89

-0.83

Sortino ratio

Return per unit of downside risk

0.19

1.32

-1.14

Omega ratio

Gain probability vs. loss probability

1.03

1.16

-0.13

Calmar ratio

Return relative to maximum drawdown

0.06

1.60

-1.54

Martin ratio

Return relative to average drawdown

0.24

4.58

-4.33

FSRNX vs. FUAMX - Sharpe Ratio Comparison

The current FSRNX Sharpe Ratio is 0.05, which is lower than the FUAMX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FSRNX and FUAMX, 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


FSRNXFUAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.89

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.03

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.22

+0.10

Correlation

The correlation between FSRNX and FUAMX is 0.16, 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

FSRNX vs. FUAMX - Dividend Comparison

FSRNX's dividend yield for the trailing twelve months is around 2.79%, less than FUAMX's 3.36% yield.


TTM20252024202320222021202020192018201720162015
FSRNX
Fidelity Real Estate Index Fund
2.79%2.77%2.86%2.84%2.66%1.25%3.33%4.52%3.62%2.27%3.40%2.57%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.36%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%

Drawdowns

FSRNX vs. FUAMX - Drawdown Comparison

The maximum FSRNX drawdown since its inception was -44.26%, which is greater than FUAMX's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for FSRNX and FUAMX.


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Drawdown Indicators


FSRNXFUAMXDifference

Max Drawdown

Largest peak-to-trough decline

-44.26%

-20.25%

-24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-3.10%

-9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.27%

-18.27%

-16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-44.26%

Current Drawdown

Current decline from peak

-11.07%

-6.87%

-4.20%

Average Drawdown

Average peak-to-trough decline

-9.77%

-7.33%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

1.08%

+2.10%

Volatility

FSRNX vs. FUAMX - Volatility Comparison

Fidelity Real Estate Index Fund (FSRNX) has a higher volatility of 4.21% compared to Fidelity Intermediate Treasury Bond Index Fund (FUAMX) at 1.72%. This indicates that FSRNX's price experiences larger fluctuations and is considered to be riskier than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRNXFUAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

1.72%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

2.91%

+6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

4.89%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

6.61%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

5.87%

+15.54%