See what your fund actually adds
Fidelity SAI Sustainable Emerging Markets Equity Fund FSSGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSSGX | Replication |
|---|---|---|
| Annualized growth | 15.2% | 12.0% |
| Annualized volatility | 18.8% | 14.9% |
| Sharpe ratio | 0.85 | 0.84 |
| Maximum drawdown | 20.6% | 16.2% |
| Replication fit (R²) | 0.90 · Tracking error 6.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSSGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 91.6% |
| XLK | Sector · Technology | 8.4% |