See what your fund actually adds
Fidelity SAI Global ex U.S. Low Volatility Index Fund FSGJX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSGJX | Replication |
|---|---|---|
| Annualized growth | 10.6% | 12.1% |
| Annualized volatility | 9.7% | 9.2% |
| Sharpe ratio | 1.09 | 1.29 |
| Maximum drawdown | 8.5% | 8.3% |
| Replication fit (R²) | 0.82 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSGJX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 33.4% |
| EMLC | FI · EM Local Currency | 28.3% |
| VNQI | Alternatives · Intl Real Estate | 15.0% |
| XLP | Sector · Cons Staples | 13.9% |
| WTMF | Alternatives · Mgt Futures | 9.3% |