FSUVX vs. FDLO
Compare and contrast key facts about Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and Fidelity Low Volatility Factor ETF (FDLO).
FSUVX is managed by Fidelity. It was launched on May 29, 2015. FDLO is a passively managed fund by Fidelity that tracks the performance of the Fidelity U.S. Low Volatility Factor Index. It was launched on Sep 12, 2016.
Performance
FSUVX vs. FDLO - Performance Comparison
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FSUVX vs. FDLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | -3.20% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
FDLO Fidelity Low Volatility Factor ETF | -2.82% | 11.77% | 16.06% | 16.38% | -10.38% | 24.00% | 12.19% | 31.10% | -0.26% | 20.44% |
Returns By Period
In the year-to-date period, FSUVX achieves a -3.20% return, which is significantly lower than FDLO's -2.82% return.
FSUVX
- 1D
- 0.23%
- 1M
- -6.92%
- YTD
- -3.20%
- 6M
- -2.81%
- 1Y
- 4.93%
- 3Y*
- 12.10%
- 5Y*
- 8.81%
- 10Y*
- 10.55%
FDLO
- 1D
- 1.64%
- 1M
- -5.22%
- YTD
- -2.82%
- 6M
- -1.20%
- 1Y
- 8.13%
- 3Y*
- 12.41%
- 5Y*
- 9.41%
- 10Y*
- —
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FSUVX vs. FDLO - Expense Ratio Comparison
FSUVX has a 0.11% expense ratio, which is lower than FDLO's 0.29% expense ratio.
Return for Risk
FSUVX vs. FDLO — Risk / Return Rank
FSUVX
FDLO
FSUVX vs. FDLO - 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 Fidelity Low Volatility Factor ETF (FDLO). 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.
| FSUVX | FDLO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.60 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.76 | 0.95 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.86 | -0.30 |
Martin ratioReturn relative to average drawdown | 2.57 | 4.13 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSUVX | FDLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.60 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.78 | -0.07 |
Correlation
The correlation between FSUVX and FDLO is 0.95, 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
FSUVX vs. FDLO - Dividend Comparison
FSUVX's dividend yield for the trailing twelve months is around 4.60%, more than FDLO's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.60% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
FDLO Fidelity Low Volatility Factor ETF | 1.47% | 1.37% | 1.40% | 1.35% | 1.49% | 1.11% | 1.38% | 1.55% | 1.76% | 1.61% | 0.55% | 0.00% |
Drawdowns
FSUVX vs. FDLO - Drawdown Comparison
The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum FDLO drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for FSUVX and FDLO.
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Drawdown Indicators
| FSUVX | FDLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.41% | -34.35% | +1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -10.53% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -19.23% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -32.41% | — | — |
Current DrawdownCurrent decline from peak | -7.07% | -5.51% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -3.42% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.18% | -0.18% |
Volatility
FSUVX vs. FDLO - Volatility Comparison
The current volatility for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) is 3.04%, while Fidelity Low Volatility Factor ETF (FDLO) has a volatility of 3.41%. This indicates that FSUVX experiences smaller price fluctuations and is considered to be less risky than FDLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSUVX | FDLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.41% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.22% | 6.73% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 13.63% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 13.13% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 15.60% | -0.43% |