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FSUVX vs. SPLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSUVX vs. SPLV - 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 Invesco S&P 500 Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

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FSUVX vs. SPLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPLV
Invesco S&P 500 Low Volatility ETF
3.24%4.10%13.93%0.53%-4.88%24.13%-1.39%27.87%-0.19%17.32%

Returns By Period

In the year-to-date period, FSUVX achieves a -1.62% return, which is significantly lower than SPLV's 3.24% return. Over the past 10 years, FSUVX has outperformed SPLV with an annualized return of 10.73%, while SPLV has yielded a comparatively lower 8.34% 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%

SPLV

1D
0.26%
1M
-5.14%
YTD
3.24%
6M
1.55%
1Y
0.27%
3Y*
7.81%
5Y*
6.88%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSUVX vs. SPLV - Expense Ratio Comparison

FSUVX has a 0.11% expense ratio, which is lower than SPLV's 0.25% 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%.


Return for Risk

FSUVX vs. SPLV — Risk / Return Rank

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

FSUVX
FSUVX Risk / Return Rank: 2020
Overall Rank
FSUVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSUVX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSUVX Omega Ratio Rank: 1818
Omega Ratio Rank
FSUVX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FSUVX Martin Ratio Rank: 2828
Martin Ratio Rank

SPLV
SPLV Risk / Return Rank: 1212
Overall Rank
SPLV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPLV Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPLV Omega Ratio Rank: 1111
Omega Ratio Rank
SPLV Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPLV Martin Ratio Rank: 1212
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. SPLV - 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 Invesco S&P 500 Low Volatility ETF (SPLV). 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.


FSUVXSPLVDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.02

+0.50

Sortino ratio

Return per unit of downside risk

0.83

0.12

+0.71

Omega ratio

Gain probability vs. loss probability

1.12

1.02

+0.10

Calmar ratio

Return relative to maximum drawdown

0.71

0.03

+0.68

Martin ratio

Return relative to average drawdown

3.26

0.09

+3.17

FSUVX vs. SPLV - Sharpe Ratio Comparison

The current FSUVX Sharpe Ratio is 0.52, which is higher than the SPLV Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FSUVX and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSUVXSPLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.02

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.56

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.54

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.69

+0.03

Correlation

The correlation between FSUVX and SPLV is 0.86, 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. SPLV - Dividend Comparison

FSUVX's dividend yield for the trailing twelve months is around 4.53%, more than SPLV's 2.12% yield.


TTM20252024202320222021202020192018201720162015
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%
SPLV
Invesco S&P 500 Low Volatility ETF
2.12%2.04%1.88%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%

Drawdowns

FSUVX vs. SPLV - Drawdown Comparison

The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for FSUVX and SPLV.


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Drawdown Indicators


FSUVXSPLVDifference

Max Drawdown

Largest peak-to-trough decline

-32.41%

-36.26%

+3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.27%

-8.88%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-17.26%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-32.41%

-36.26%

+3.85%

Current Drawdown

Current decline from peak

-5.56%

-5.14%

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.31%

-3.54%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.89%

-0.87%

Volatility

FSUVX vs. SPLV - Volatility Comparison

Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a higher volatility of 3.59% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.08%. This indicates that FSUVX's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSUVXSPLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.08%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

6.84%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

12.68%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

12.43%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

15.35%

-0.17%