See what your fund actually adds

Fidelity SAI U.S. Momentum Index Fund FUMIX

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

Fund and replication metrics

FUMIX compared with its replication portfolio
MeasureFUMIXReplication
Annualized growth15.1%13.1%
Annualized volatility18.8%18.9%
Sharpe ratio0.840.74
Maximum drawdown27.2%29.8%
Replication fit (R²)0.97 · Tracking error 3.1%

Replication portfolio

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

FUMIX replication basket weights
TickerBuilding blockWeight
MTUMFactor · Momentum79.1%
LRGFFactor · Multi-Factor6.7%
VUGStyle · Growth6.6%
XLISector · Industrials4.0%
XLVSector · Healthcare3.7%