You should double check your Sharpe Ratio calculation

I have done some research, and it seems that the standard deviation in the equation is for monthly return of the concerned period, while the mean is calculated with the average of each year's return.  -- Pretty bizarre, and I assume only a economist would do something like that. 

Note: I found that out becase my own calculation earlier could not match the Sharpe Ratio value given in Fidelity.  Making the revisions above matched Fidelity perfectly.