FSUVX vs. ITOT
Compare and contrast key facts about Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FSUVX is managed by Fidelity. It was launched on May 29, 2015. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
FSUVX vs. ITOT - Performance Comparison
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FSUVX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | -1.62% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, FSUVX achieves a -1.62% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, FSUVX has underperformed ITOT with an annualized return of 10.73%, while ITOT has yielded a comparatively higher 13.65% annualized return.
FSUVX
- 1D
- 1.63%
- 1M
- -5.56%
- YTD
- -1.62%
- 6M
- -1.39%
- 1Y
- 6.69%
- 3Y*
- 12.70%
- 5Y*
- 8.98%
- 10Y*
- 10.73%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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FSUVX vs. ITOT - Expense Ratio Comparison
FSUVX has a 0.11% expense ratio, which is higher than ITOT'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
FSUVX vs. ITOT — Risk / Return Rank
FSUVX
ITOT
FSUVX vs. ITOT - 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 Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 1.00 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.52 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.53 | -0.82 |
Martin ratioReturn relative to average drawdown | 3.26 | 7.25 | -3.99 |
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 | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 1.00 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.61 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.75 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.54 | +0.18 |
Correlation
The correlation between FSUVX and ITOT is 0.87, 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. ITOT - Dividend Comparison
FSUVX's dividend yield for the trailing twelve months is around 4.53%, more than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.53% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
FSUVX vs. ITOT - Drawdown Comparison
The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FSUVX and ITOT.
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Drawdown Indicators
| FSUVX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.41% | -55.20% | +22.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -12.34% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -25.36% | +5.88% |
Max Drawdown (10Y)Largest decline over 10 years | -32.41% | -35.00% | +2.59% |
Current DrawdownCurrent decline from peak | -5.56% | -5.51% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -7.02% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.61% | -0.59% |
Volatility
FSUVX vs. ITOT - Volatility Comparison
The current volatility for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) is 3.59%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.49%. This indicates that FSUVX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSUVX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 5.49% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.39% | 9.78% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 18.68% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 17.36% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 18.25% | -3.07% |