See what your fund actually adds

Fidelity SAI International Low Volatility Index Fund FSKLX

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

Fund and replication metrics

FSKLX compared with its replication portfolio
MeasureFSKLXReplication
Annualized growth6.1%6.3%
Annualized volatility12.0%11.1%
Sharpe ratio0.550.61
Maximum drawdown23.8%19.2%
Replication fit (R²)0.87 · Tracking error 4.3%

Replication portfolio

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

FSKLX replication basket weights
TickerBuilding blockWeight
EFVIntl · Value32.7%
VNQIAlternatives · Intl Real Estate19.2%
XLVSector · Healthcare16.8%
MBBFI · MBS16.0%
XLPSector · Cons Staples15.3%