FSUVX vs. SSSYX
Compare and contrast key facts about Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) and State Street Equity 500 Index Fund Class K (SSSYX).
FSUVX is managed by Fidelity. It was launched on May 29, 2015. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
FSUVX vs. SSSYX - Performance Comparison
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FSUVX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, FSUVX achieves a -3.20% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, FSUVX has underperformed SSSYX with an annualized return of 10.55%, while SSSYX has yielded a comparatively higher 13.69% annualized 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%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
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FSUVX vs. SSSYX - Expense Ratio Comparison
FSUVX has a 0.11% expense ratio, which is higher than SSSYX's 0.02% 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. SSSYX — Risk / Return Rank
FSUVX
SSSYX
FSUVX vs. SSSYX - 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 State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.84 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.30 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.06 | -0.50 |
Martin ratioReturn relative to average drawdown | 2.57 | 5.13 | -2.56 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.84 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.11 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.11 | +0.61 |
Correlation
The correlation between FSUVX and SSSYX is 0.88, 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. SSSYX - Dividend Comparison
FSUVX's dividend yield for the trailing twelve months is around 4.60%, more than SSSYX's 1.55% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FSUVX vs. SSSYX - Drawdown Comparison
The maximum FSUVX drawdown since its inception was -32.41%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FSUVX and SSSYX.
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Drawdown Indicators
| FSUVX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.41% | -91.48% | +59.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -12.10% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -24.49% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -32.41% | -91.48% | +59.07% |
Current DrawdownCurrent decline from peak | -7.07% | -8.88% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -4.20% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.49% | -0.49% |
Volatility
FSUVX vs. SSSYX - Volatility Comparison
The current volatility for Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) is 3.04%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that FSUVX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSUVX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.24% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 6.22% | 9.08% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 18.10% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 16.85% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 124.43% | -109.26% |