See what your fund actually adds
Fidelity SAI Investment Grade Securitized Fund FSMOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSMOX | Replication |
|---|---|---|
| Annualized growth | 3.3% | 2.7% |
| Annualized volatility | 5.9% | 5.8% |
| Sharpe ratio | 0.57 | 0.49 |
| Maximum drawdown | 6.9% | 6.7% |
| Replication fit (R²) | 0.99 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSMOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 73.8% |
| VGIT | FI · Intermediate Gov | 13.5% |
| AGG | FI · Aggregate | 10.2% |
| SPTL | FI · Long Gov | 2.5% |