See what your fund actually adds
Fidelity SAI Emerging Markets Low Volatility Index Fund FGKPX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FGKPX | Replication |
|---|---|---|
| Annualized growth | 7.2% | 6.2% |
| Annualized volatility | 10.5% | 10.3% |
| Sharpe ratio | 0.71 | 0.63 |
| Maximum drawdown | 20.5% | 21.9% |
| Replication fit (R²) | 0.79 · Tracking error 4.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FGKPX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 38.3% |
| DGS | EM Small Cap | 20.6% |
| EMLC | FI · EM Local Currency | 19.9% |
| SPHY | FI · High Yield | 16.7% |
| IAU | Alternatives · Gold | 4.5% |