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FSUVX vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSUVX vs. ACWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSUVX achieves a 4.08% return, which is significantly higher than ACWV's 1.31% return. Over the past 10 years, FSUVX has outperformed ACWV with an annualized return of 11.17%, while ACWV has yielded a comparatively lower 7.32% annualized return.


FSUVX

1D
-0.08%
1M
-2.18%
YTD
4.08%
6M
3.90%
1Y
12.26%
3Y*
13.20%
5Y*
9.57%
10Y*
11.17%

ACWV

1D
-0.03%
1M
-1.71%
YTD
1.31%
6M
1.16%
1Y
4.88%
3Y*
9.65%
5Y*
5.47%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSUVX vs. ACWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSUVX
Fidelity SAI U.S. Low Volatility Index Fund
4.08%11.03%17.40%14.80%-10.93%21.51%9.86%27.73%1.35%17.68%
ACWV
iShares MSCI Global Min Vol Factor ETF
1.31%11.04%11.38%8.23%-10.36%13.97%3.04%21.04%-1.42%18.57%

Correlation

The correlation between FSUVX and ACWV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2015

0.89

The correlation between FSUVX and ACWV has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

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Return for Risk

FSUVX vs. ACWV — Risk / Return Rank

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

FSUVX
FSUVX Risk / Return Rank: 2727
Overall Rank
FSUVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FSUVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FSUVX Omega Ratio Rank: 2626
Omega Ratio Rank
FSUVX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FSUVX Martin Ratio Rank: 3333
Martin Ratio Rank

ACWV
ACWV Risk / Return Rank: 1818
Overall Rank
ACWV Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1717
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1717
Omega Ratio Rank
ACWV Calmar Ratio Rank: 1818
Calmar Ratio Rank
ACWV Martin Ratio Rank: 1919
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.

FSUVX vs. ACWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSUVXACWVDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratioReturn relative to maximum drawdown

1.66

0.77

+0.89

Martin ratioReturn relative to average drawdown

6.96

2.29

+4.68

FSUVX vs. ACWV - Sharpe Ratio Comparison

The current FSUVX Sharpe Ratio is 1.42, which is higher than the ACWV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FSUVX and ACWV, 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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Drawdowns

FSUVX vs. ACWV - Drawdown Comparison

The maximum FSUVX drawdown since its inception was -32.41%, which is greater than ACWV's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for FSUVX and ACWV.


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Drawdown Indicators


FSUVXACWVDifference

Max Drawdown

Largest peak-to-trough decline

-32.41%

-28.82%

-3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-6.37%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-11.55%

-7.56%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-18.14%

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.41%

-28.82%

-3.59%

Current Drawdown

Current decline from peak

-2.18%

-3.91%

+1.73%

Average Drawdown

Average peak-to-trough decline

-3.27%

-3.11%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.14%

-0.41%

Volatility

FSUVX vs. ACWV - Volatility Comparison

Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a higher volatility of 2.68% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 2.11%. This indicates that FSUVX's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUVXACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.11%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

5.70%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

8.56%

7.83%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

10.23%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

12.31%

+2.88%

FSUVX vs. ACWV - Expense Ratio Comparison

FSUVX has a 0.11% expense ratio, which is lower than ACWV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FSUVX vs. ACWV - Dividend Comparison

FSUVX's dividend yield for the trailing twelve months is around 4.28%, more than ACWV's 1.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
1.98%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
FSUVX
Fidelity SAI U.S. Low Volatility Index Fund
4.28%4.45%2.25%1.74%4.12%3.52%1.31%3.80%2.63%2.94%2.23%1.17%

Frequently Asked Questions


FSUVX and ACWV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSUVX has higher volatility (2.68%) compared to ACWV (2.11%). In terms of maximum drawdown, FSUVX dropped -32.41% vs ACWV's -28.82%.

FSUVX currently has the higher Sharpe Ratio (1.42 vs 0.63), 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.

Portfolio Optimizer

Find the right allocation for FSUVX and ACWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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