FUMIX vs. PXI
Compare and contrast key facts about Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Invesco DWA Energy Momentum ETF (PXI).
FUMIX is managed by Fidelity. It was launched on Feb 9, 2017. PXI is a passively managed fund by Invesco that tracks the performance of the Dynamic Energy Sector Intellidex Index. It was launched on Oct 12, 2006.
Performance
FUMIX vs. PXI - Performance Comparison
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FUMIX vs. PXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | -3.26% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
PXI Invesco DWA Energy Momentum ETF | 28.18% | 3.86% | 0.76% | 5.48% | 45.85% | 75.05% | -35.91% | 1.67% | -27.56% | -5.81% |
Returns By Period
In the year-to-date period, FUMIX achieves a -3.26% return, which is significantly lower than PXI's 28.18% return.
FUMIX
- 1D
- 4.25%
- 1M
- -5.54%
- YTD
- -3.26%
- 6M
- -4.57%
- 1Y
- 14.77%
- 3Y*
- 21.47%
- 5Y*
- 11.77%
- 10Y*
- —
PXI
- 1D
- -2.82%
- 1M
- 4.67%
- YTD
- 28.18%
- 6M
- 22.68%
- 1Y
- 33.26%
- 3Y*
- 15.10%
- 5Y*
- 19.51%
- 10Y*
- 8.01%
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FUMIX vs. PXI - Expense Ratio Comparison
FUMIX has a 0.11% expense ratio, which is lower than PXI's 0.60% expense ratio.
Return for Risk
FUMIX vs. PXI — Risk / Return Rank
FUMIX
PXI
FUMIX vs. PXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI U.S. Momentum Index Fund (FUMIX) and Invesco DWA Energy Momentum ETF (PXI). 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.
| FUMIX | PXI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.21 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.60 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.71 | -0.53 |
Martin ratioReturn relative to average drawdown | 5.06 | 6.40 | -1.34 |
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
| FUMIX | PXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.21 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.16 | +0.52 |
Correlation
The correlation between FUMIX and PXI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FUMIX vs. PXI - Dividend Comparison
FUMIX's dividend yield for the trailing twelve months is around 2.87%, more than PXI's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.87% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
PXI Invesco DWA Energy Momentum ETF | 1.32% | 1.81% | 1.52% | 1.82% | 3.14% | 0.57% | 1.72% | 2.80% | 0.93% | 0.80% | 0.73% | 2.07% |
Drawdowns
FUMIX vs. PXI - Drawdown Comparison
The maximum FUMIX drawdown since its inception was -33.36%, smaller than the maximum PXI drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for FUMIX and PXI.
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Drawdown Indicators
| FUMIX | PXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.36% | -85.08% | +51.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -20.29% | +8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.66% | -33.47% | +5.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.55% | — |
Current DrawdownCurrent decline from peak | -7.21% | -5.96% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -29.65% | +23.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 5.42% | -2.59% |
Volatility
FUMIX vs. PXI - Volatility Comparison
Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a higher volatility of 8.16% compared to Invesco DWA Energy Momentum ETF (PXI) at 6.58%. This indicates that FUMIX's price experiences larger fluctuations and is considered to be riskier than PXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUMIX | PXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 6.58% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 15.33% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.35% | 27.62% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 34.09% | -13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 37.30% | -15.54% |