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FUMIX vs. IBOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FUMIX and IBOT is 0.80, 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.


-0.50.00.51.00.8

Performance

FUMIX vs. IBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI U.S. Momentum Index Fund (FUMIX) and VanEck Robotics ETF (IBOT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025
9.10%
3.50%
FUMIX
IBOT

Key characteristics

Sharpe Ratio

FUMIX:

1.34

IBOT:

0.45

Sortino Ratio

FUMIX:

1.89

IBOT:

0.75

Omega Ratio

FUMIX:

1.24

IBOT:

1.09

Calmar Ratio

FUMIX:

0.89

IBOT:

0.62

Martin Ratio

FUMIX:

7.18

IBOT:

1.51

Ulcer Index

FUMIX:

3.34%

IBOT:

6.24%

Daily Std Dev

FUMIX:

17.86%

IBOT:

20.82%

Max Drawdown

FUMIX:

-39.68%

IBOT:

-19.16%

Current Drawdown

FUMIX:

-8.77%

IBOT:

-6.60%

Returns By Period

The year-to-date returns for both investments are quite close, with FUMIX having a 3.89% return and IBOT slightly higher at 3.97%.


FUMIX

YTD

3.89%

1M

3.45%

6M

6.83%

1Y

22.76%

5Y*

4.66%

10Y*

N/A

IBOT

YTD

3.97%

1M

3.51%

6M

-1.27%

1Y

8.75%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FUMIX vs. IBOT - Expense Ratio Comparison

FUMIX has a 0.11% expense ratio, which is lower than IBOT's 0.47% expense ratio.


IBOT
VanEck Robotics ETF
Expense ratio chart for IBOT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for FUMIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FUMIX vs. IBOT — Risk-Adjusted Performance Rank

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

FUMIX
The Risk-Adjusted Performance Rank of FUMIX is 6868
Overall Rank
The Sharpe Ratio Rank of FUMIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FUMIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FUMIX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FUMIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FUMIX is 7575
Martin Ratio Rank

IBOT
The Risk-Adjusted Performance Rank of IBOT is 2121
Overall Rank
The Sharpe Ratio Rank of IBOT is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IBOT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IBOT is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IBOT is 3131
Calmar Ratio Rank
The Martin Ratio Rank of IBOT is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FUMIX vs. IBOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Momentum Index Fund (FUMIX) and VanEck Robotics ETF (IBOT). 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.


Sharpe ratio
The chart of Sharpe ratio for FUMIX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.340.45
The chart of Sortino ratio for FUMIX, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.001.890.75
The chart of Omega ratio for FUMIX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.09
The chart of Calmar ratio for FUMIX, currently valued at 1.94, compared to the broader market0.005.0010.0015.0020.001.940.62
The chart of Martin ratio for FUMIX, currently valued at 7.18, compared to the broader market0.0020.0040.0060.0080.007.181.51
FUMIX
IBOT

The current FUMIX Sharpe Ratio is 1.34, which is higher than the IBOT Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FUMIX and IBOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025
1.34
0.45
FUMIX
IBOT

Dividends

FUMIX vs. IBOT - Dividend Comparison

FUMIX's dividend yield for the trailing twelve months is around 0.48%, less than IBOT's 2.70% yield.


TTM20242023202220212020201920182017
FUMIX
Fidelity SAI U.S. Momentum Index Fund
0.48%0.50%0.80%2.10%0.61%1.06%1.54%1.02%0.53%
IBOT
VanEck Robotics ETF
2.70%2.81%2.06%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FUMIX vs. IBOT - Drawdown Comparison

The maximum FUMIX drawdown since its inception was -39.68%, which is greater than IBOT's maximum drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for FUMIX and IBOT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-2.41%
-6.60%
FUMIX
IBOT

Volatility

FUMIX vs. IBOT - Volatility Comparison

The current volatility for Fidelity SAI U.S. Momentum Index Fund (FUMIX) is 4.86%, while VanEck Robotics ETF (IBOT) has a volatility of 6.04%. This indicates that FUMIX experiences smaller price fluctuations and is considered to be less risky than IBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025
4.86%
6.04%
FUMIX
IBOT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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