See what your fund actually adds

Fidelity Series Sustainable Non-U.S. Developed Markets Fund FNDMX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FNDMX compared with its replication portfolio
MeasureFNDMXReplication
Annualized growth14.3%13.6%
Annualized volatility14.6%14.8%
Sharpe ratio0.990.94
Maximum drawdown11.8%12.4%
Replication fit (R²)0.98 · Tracking error 1.9%

Replication portfolio

The published portfolio below is the investable basket used to model FNDMX’s historical return behavior.

FNDMX replication basket weights
TickerBuilding blockWeight
EFGIntl · Growth54.6%
EFVIntl · Value31.5%
XLISector · Industrials8.7%
VOTMid-Cap · Growth5.2%