See what your fund actually adds
Fidelity SAI U.S. Low Volatility Index Fund FSUVX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FSUVX | Replication |
|---|---|---|
| Annualized growth | 9.4% | 9.1% |
| Annualized volatility | 12.6% | 12.7% |
| Sharpe ratio | 0.77 | 0.75 |
| Maximum drawdown | 18.8% | 18.9% |
| Replication fit (R²) | 0.97 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model FSUVX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 61.2% |
| VOO | US Large Cap | 23.3% |
| XLP | Sector · Cons Staples | 7.4% |
| XLV | Sector · Healthcare | 4.8% |
| VUG | Style · Growth | 3.3% |