FSUVX vs. IFTIX

Last updated Aug 1, 2026

FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) and IFTIX (Voya International High Dividend Low Volatility Portfolio) are both mutual funds - FSUVX is a Low Volatility fund managed by Fidelity, while IFTIX is a Foreign Large Cap Equities fund managed by Voya. Over the past 10 years, FSUVX returned 11.13%/yr vs 9.65%/yr for IFTIX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. FSUVX charges 0.11%/yr vs 0.72%/yr for IFTIX.

Performance

FSUVX vs. IFTIX - 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 Voya International High Dividend Low Volatility Portfolio (IFTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FSUVX achieves a 8.73% return, which is significantly lower than IFTIX's 15.40% return. Over the past 10 years, FSUVX has outperformed IFTIX with an annualized return of 11.13%, while IFTIX has yielded a comparatively lower 9.65% annualized return.

FSUVX

• 1D: 0.00%
• 1M: 1.14%
• 6M: 6.39%
• YTD: 8.73%
• 1Y: 14.88%
• 3Y*: 14.07%
• 5Y*: 9.11%
• 10Y*: 11.13%
• ALL TIME*: 11.56%

IFTIX

• 1D: 1.56%
• 1M: 5.94%
• 6M: 10.86%
• YTD: 15.40%
• 1Y: 27.14%
• 3Y*: 20.70%
• 5Y*: 12.65%
• 10Y*: 9.65%
• ALL TIME*: 6.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	$0.00	$0.00	$0.00
IFTIX Voya International High Dividend Low Volatility Portfolio	$0.00	$0.00	$0.00

FSUVX vs. IFTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	8.73%	11.03%	17.40%	14.80%	-10.93%	21.51%	9.86%	27.73%	1.35%	17.68%
IFTIX Voya International High Dividend Low Volatility Portfolio	15.40%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%

Correlation

The correlation between FSUVX and IFTIX is 0.50, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.50
Correlation (3Y) Balances recent behavior with more history.	0.48
Correlation (5Y) Shows whether the relationship held over a longer period.	0.58
Correlation (10Y) Provides a long-term view across more market conditions.	0.62
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015	0.63

The correlation between FSUVX and IFTIX shifts across timeframes, from 0.48 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FSUVX vs. IFTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSUVX

FSUVX Risk / Return Rank: 61
FSUVX Sharpe Ratio Rank: 65
FSUVX Sortino Ratio Rank: 65
FSUVX Omega Ratio Rank: 61
FSUVX Calmar Ratio Rank: 53
FSUVX Martin Ratio Rank: 61

IFTIX

IFTIX Risk / Return Rank: 89
IFTIX Sharpe Ratio Rank: 93
IFTIX Sortino Ratio Rank: 90
IFTIX Omega Ratio Rank: 87
IFTIX Calmar Ratio Rank: 91
IFTIX Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSUVX vs. IFTIX - 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 Voya International High Dividend Low Volatility Portfolio (IFTIX). 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.

	FSUVX	IFTIX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.41	-0.90
Sortino ratio: Return per unit of downside risk	2.21	3.39	-1.18
Omega ratio: Gain probability vs. loss probability	1.27	1.45	-0.18
Calmar ratio: Return relative to maximum drawdown	1.87	3.45	-1.58
Martin ratio: Return relative to average drawdown	7.68	11.19	-3.51

FSUVX vs. IFTIX - Sharpe Ratio Comparison

The current FSUVX Sharpe Ratio is 1.52, which is lower than the IFTIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of FSUVX and IFTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSUVX vs. IFTIX - Drawdown Comparison

The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum IFTIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for FSUVX and IFTIX.

Drawdown Indicators

	FSUVX	IFTIX	Difference
Max Drawdown Largest peak-to-trough decline	-32.41%	-57.91%	+25.50%
Max Drawdown (1Y) Largest decline over 1 year	-7.28%	-8.44%	+1.16%
Max Drawdown (3Y) Largest decline over 3 years	-11.55%	-10.20%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-19.48%	-25.56%	+6.08%
Max Drawdown (10Y) Largest decline over 10 years	-32.41%	-37.08%	+4.67%
Current Drawdown Current decline from peak	-0.68%	0.00%	-0.68%
Average Drawdown Average peak-to-trough decline	-3.25%	-11.47%	+8.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.77%	2.53%	-0.76%

Volatility

FSUVX vs. IFTIX - Volatility Comparison

Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and Voya International High Dividend Low Volatility Portfolio (IFTIX) have volatilities of 3.36% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSUVX	IFTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	3.39%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	9.67%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	9.00%	12.14%	-3.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.00%	13.47%	-0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.19%	14.41%	+0.78%

FSUVX vs. IFTIX - Expense Ratio Comparison

FSUVX has a 0.11% expense ratio, which is lower than IFTIX's 0.72% expense ratio.

Dividends

FSUVX vs. IFTIX - Dividend Comparison

FSUVX's dividend yield for the trailing twelve months is around 4.09%, less than IFTIX's 40.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	4.09%	4.45%	2.25%	1.74%	4.12%	3.52%	1.31%	3.80%	2.63%	2.94%	2.23%	1.17%
IFTIX Voya International High Dividend Low Volatility Portfolio	40.11%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%

Frequently Asked Questions

Can I hold both FSUVX and IFTIX in my portfolio?

FSUVX and IFTIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSUVX or IFTIX?

IFTIX has higher volatility (3.39%) compared to FSUVX (3.36%). In terms of maximum drawdown, FSUVX dropped -32.41% vs IFTIX's -57.91%.

Which has better risk-adjusted returns?

IFTIX currently has the higher Sharpe Ratio (2.41 vs 1.52), 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.