FSUVX vs. FULVX
Compare and contrast key facts about Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and Fidelity U.S. Low Volatility Equity Fund (FULVX).
FSUVX is managed by Fidelity. It was launched on May 29, 2015. FULVX is managed by Fidelity. It was launched on Nov 5, 2019.
Performance
FSUVX vs. FULVX - Performance Comparison
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FSUVX vs. FULVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | -3.20% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 5.14% |
FULVX Fidelity U.S. Low Volatility Equity Fund | -1.97% | 5.23% | 17.76% | 6.38% | -10.43% | 17.79% | 3.83% | 4.30% |
Returns By Period
In the year-to-date period, FSUVX achieves a -3.20% return, which is significantly lower than FULVX's -1.97% 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%
FULVX
- 1D
- 0.53%
- 1M
- -5.83%
- YTD
- -1.97%
- 6M
- -3.23%
- 1Y
- -0.93%
- 3Y*
- 8.92%
- 5Y*
- 5.95%
- 10Y*
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FSUVX vs. FULVX - Expense Ratio Comparison
FSUVX has a 0.11% expense ratio, which is lower than FULVX's 0.66% expense ratio.
Return for Risk
FSUVX vs. FULVX — Risk / Return Rank
FSUVX
FULVX
FSUVX vs. FULVX - 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 U.S. Low Volatility Equity Fund (FULVX). 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 | FULVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | -0.01 | +0.48 |
Sortino ratioReturn per unit of downside risk | 0.76 | 0.07 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.01 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.10 | +0.65 |
Martin ratioReturn relative to average drawdown | 2.57 | -0.43 | +3.00 |
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 | FULVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | -0.01 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.49 | +0.20 |
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 | 0.39 | +0.33 |
Correlation
The correlation between FSUVX and FULVX is 0.92, 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. FULVX - Dividend Comparison
FSUVX's dividend yield for the trailing twelve months is around 4.60%, less than FULVX's 6.95% 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% |
FULVX Fidelity U.S. Low Volatility Equity Fund | 6.95% | 6.82% | 5.76% | 1.65% | 4.98% | 5.35% | 0.62% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSUVX vs. FULVX - Drawdown Comparison
The maximum FSUVX drawdown since its inception was -32.41%, roughly equal to the maximum FULVX drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for FSUVX and FULVX.
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Drawdown Indicators
| FSUVX | FULVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.41% | -33.24% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -9.44% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -18.64% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -32.41% | — | — |
Current DrawdownCurrent decline from peak | -7.07% | -5.83% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -5.11% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.15% | -0.15% |
Volatility
FSUVX vs. FULVX - Volatility Comparison
Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a higher volatility of 3.04% compared to Fidelity U.S. Low Volatility Equity Fund (FULVX) at 2.74%. This indicates that FSUVX's price experiences larger fluctuations and is considered to be riskier than FULVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSUVX | FULVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.74% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.22% | 5.92% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 12.24% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 12.26% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 16.35% | -1.18% |