It is only the third time a team has lost 9-0 in the Premier League, with United also beating Ipswich Town by that margin in 1995.
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Manchester United have won home and away against Southampton in a league season for the first time since their last title-winning campaign in 2012-13.
Last season's 9-0 loss to Leicester came at home - this was the biggest away defeat in Southampton's history.
Saints have lost four consecutive Premier League games for the first time since April 2018.
Manchester United became only the second side to have seven different scorers in a Premier League match, after Chelsea against Aston Villa in December 2012.
United scored four goals in the first half of a Premier League game for the second time this season, also doing so against Leeds. It is the first time since 1997-98 they have scored four or more in the opening period of two matches in a campaign.
Only former United striker Eric Cantona and ex-West Ham forward Dimitri Payet (both 33 games) have assisted 15 Premier League goals in fewer appearances than Fernandes, with Tuesday's his 36th appearance in the competition.