SWZ vs. FSUVX
SWZ (Total Return Securities Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both mutual funds - SWZ is a Large Cap Blend Equities fund, while FSUVX is a Low Volatility fund managed by Fidelity. Over the past 10 years, SWZ returned 11.67%/yr vs 11.13%/yr for FSUVX. Their 0.47 correlation means their historical movements had little consistent relationship. SWZ charges 1.06%/yr vs 0.11%/yr for FSUVX.
Performance
SWZ vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, SWZ achieves a -5.14% return, which is significantly lower than FSUVX's 8.73% return. Both investments have delivered pretty close results over the past 10 years, with SWZ having a 11.67% annualized return and FSUVX not far behind at 11.13%.
SWZ
- 1D
- 0.17%
- 1M
- -0.34%
- 6M
- -0.34%
- YTD
- -5.14%
- 1Y
- -1.67%
- 3Y*
- 19.90%
- 5Y*
- 11.63%
- 10Y*
- 11.67%
- ALL TIME*
- 6.33%
FSUVX
- 1D
- 0.00%
- 1M
- 1.14%
- 6M
- 6.39%
- YTD
- 8.73%
- 1Y
- 14.88%
- 3Y*
- 14.07%
- 5Y*
- 9.11%
- 10Y*
- 11.13%
- ALL TIME*
- 11.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $177.26K | $207.26K | $377.27K |
SWZ vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | -5.14% | 86.85% | -2.46% | 15.50% | -17.69% | 18.20% | 14.19% | 24.00% | -13.18% | 26.28% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 8.73% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between SWZ and FSUVX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.47 |
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Return for Risk
SWZ vs. FSUVX — Risk / Return Rank
SWZ
FSUVX
SWZ vs. FSUVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Total Return Securities Fund (SWZ) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWZ | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.87 | -2.47 |
| Martin ratioReturn relative to average drawdown | -1.05 | 7.68 | -8.73 |
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Drawdowns
SWZ vs. FSUVX - Drawdown Comparison
The maximum SWZ drawdown since its inception was -69.62%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for SWZ and FSUVX.
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Drawdown Indicators
| SWZ | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.62% | -32.41% | -37.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -7.28% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -11.55% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -19.48% | -10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | -32.41% | +1.20% |
Current DrawdownCurrent decline from peak | -8.10% | -0.68% | -7.42% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -3.25% | -18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 1.77% | +2.26% |
Volatility
SWZ vs. FSUVX - Volatility Comparison
The current volatility for Total Return Securities Fund (SWZ) is 1.78%, while Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) has a volatility of 3.36%. This indicates that SWZ experiences smaller price fluctuations and is considered to be less risky than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWZ | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 3.36% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.10% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 9.00% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 13.00% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 15.19% | +7.51% |
SWZ vs. FSUVX - Expense Ratio Comparison
SWZ has a 1.06% expense ratio, which is higher than FSUVX's 0.11% expense ratio.
Dividends
SWZ vs. FSUVX - Dividend Comparison
SWZ has not paid dividends to shareholders, while FSUVX's dividend yield for the trailing twelve months is around 4.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.09% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
SWZ Total Return Securities Fund | 0.00% | 98.81% | 7.11% | 6.07% | 8.23% | 5.83% | 6.25% | 1.67% | 74.09% | 1.02% | 5.00% | 6.72% |
Frequently Asked Questions
SWZ and FSUVX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSUVX has higher volatility (3.36%) compared to SWZ (1.78%). In terms of maximum drawdown, SWZ dropped -69.62% vs FSUVX's -32.41%.
FSUVX currently has the higher Sharpe Ratio (1.52 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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