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LAIDX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LAIDX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett International Value Fund (LAIDX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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LAIDX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAIDX
Lord Abbett International Value Fund
0.28%38.19%8.03%15.65%-10.62%9.90%4.19%17.90%-15.74%21.75%
FSKLX
Fidelity SAI International Low Volatility Index Fund
4.89%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%21.40%

Returns By Period

In the year-to-date period, LAIDX achieves a 0.28% return, which is significantly lower than FSKLX's 4.89% return. Over the past 10 years, LAIDX has outperformed FSKLX with an annualized return of 8.31%, while FSKLX has yielded a comparatively lower 6.20% annualized return.


LAIDX

1D
2.50%
1M
-7.38%
YTD
0.28%
6M
7.69%
1Y
25.09%
3Y*
17.27%
5Y*
9.45%
10Y*
8.31%

FSKLX

1D
1.50%
1M
-4.32%
YTD
4.89%
6M
7.57%
1Y
18.31%
3Y*
11.82%
5Y*
6.59%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LAIDX vs. FSKLX - Expense Ratio Comparison

LAIDX has a 0.82% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

LAIDX vs. FSKLX — Risk / Return Rank

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

LAIDX
LAIDX Risk / Return Rank: 7373
Overall Rank
LAIDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LAIDX Sortino Ratio Rank: 7373
Sortino Ratio Rank
LAIDX Omega Ratio Rank: 7474
Omega Ratio Rank
LAIDX Calmar Ratio Rank: 7474
Calmar Ratio Rank
LAIDX Martin Ratio Rank: 6868
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7777
Overall Rank
FSKLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 7474
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7373
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.

LAIDX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


LAIDXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.53

-0.01

Sortino ratio

Return per unit of downside risk

1.99

2.09

-0.10

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

1.97

2.09

-0.11

Martin ratio

Return relative to average drawdown

7.54

7.33

+0.21

LAIDX vs. FSKLX - Sharpe Ratio Comparison

The current LAIDX Sharpe Ratio is 1.53, which is comparable to the FSKLX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of LAIDX and FSKLX, 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


LAIDXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.53

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.58

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.52

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.47

-0.24

Correlation

The correlation between LAIDX and FSKLX is 0.82, 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

LAIDX vs. FSKLX - Dividend Comparison

LAIDX's dividend yield for the trailing twelve months is around 2.40%, less than FSKLX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
LAIDX
Lord Abbett International Value Fund
2.40%2.75%3.55%3.31%4.00%3.49%2.31%3.25%3.67%3.04%3.94%3.82%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.47%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

LAIDX vs. FSKLX - Drawdown Comparison

The maximum LAIDX drawdown since its inception was -52.40%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for LAIDX and FSKLX.


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Drawdown Indicators


LAIDXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-52.40%

-27.26%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-8.64%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-24.99%

-3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-27.26%

-15.08%

Current Drawdown

Current decline from peak

-9.42%

-5.92%

-3.50%

Average Drawdown

Average peak-to-trough decline

-11.42%

-5.14%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.46%

+0.72%

Volatility

LAIDX vs. FSKLX - Volatility Comparison

Lord Abbett International Value Fund (LAIDX) has a higher volatility of 7.71% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that LAIDX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LAIDXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

4.55%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

7.50%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

12.34%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

11.45%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

11.90%

+4.98%