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FCDIX vs. GSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCDIX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Small Cap Fund Class I (FCDIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCDIX achieves a 21.12% return, which is significantly higher than GSINX's 3.57% return.


FCDIX

1D
1.22%
1M
5.10%
YTD
21.12%
6M
18.34%
1Y
42.17%
3Y*
21.41%
5Y*
10.76%
10Y*
13.80%

GSINX

1D
0.17%
1M
-4.61%
YTD
3.57%
6M
3.67%
1Y
9.75%
3Y*
15.44%
5Y*
8.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCDIX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCDIX
Fidelity Advisor Stock Selector Small Cap Fund Class I
21.12%14.34%14.47%19.42%-18.28%24.75%21.74%30.46%-8.94%11.72%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
3.57%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Correlation

The correlation between FCDIX and GSINX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.63

Over the past year, the correlation between FCDIX and GSINX has dropped to 0.39 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

FCDIX vs. GSINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCDIX
FCDIX Risk / Return Rank: 8080
Overall Rank
FCDIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FCDIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FCDIX Omega Ratio Rank: 6363
Omega Ratio Rank
FCDIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FCDIX Martin Ratio Rank: 9191
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 1616
Overall Rank
GSINX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 1414
Sortino Ratio Rank
GSINX Omega Ratio Rank: 1515
Omega Ratio Rank
GSINX Calmar Ratio Rank: 1616
Calmar Ratio Rank
GSINX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCDIX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Small Cap Fund Class I (FCDIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCDIXGSINXDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.40

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

4.39

1.33

+3.06

Martin ratioReturn relative to average drawdown

16.89

4.08

+12.81

FCDIX vs. GSINX - Sharpe Ratio Comparison

The current FCDIX Sharpe Ratio is 2.39, which is higher than the GSINX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FCDIX and GSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCDIX vs. GSINX - Drawdown Comparison

The maximum FCDIX drawdown since its inception was -65.39%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for FCDIX and GSINX.


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Drawdown Indicators


FCDIXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-65.39%

-28.80%

-36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-7.80%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-10.32%

-17.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-25.46%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

Current Drawdown

Current decline from peak

0.00%

-6.27%

+6.27%

Average Drawdown

Average peak-to-trough decline

-11.83%

-4.85%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.54%

+0.06%

Volatility

FCDIX vs. GSINX - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class I (FCDIX) has a higher volatility of 6.14% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.83%. This indicates that FCDIX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCDIXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

2.83%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

8.21%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

9.91%

+8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.67%

14.38%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

15.67%

+6.24%

FCDIX vs. GSINX - Expense Ratio Comparison

FCDIX has a 0.92% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Dividends

FCDIX vs. GSINX - Dividend Comparison

FCDIX's dividend yield for the trailing twelve months is around 0.60%, less than GSINX's 4.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FCDIX
Fidelity Advisor Stock Selector Small Cap Fund Class I
0.60%0.72%2.77%0.24%0.12%10.79%1.39%1.84%22.34%10.40%1.62%7.07%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.86%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Frequently Asked Questions


FCDIX and GSINX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCDIX has higher volatility (6.14%) compared to GSINX (2.83%). In terms of maximum drawdown, FCDIX dropped -65.39% vs GSINX's -28.80%.

FCDIX currently has the higher Sharpe Ratio (2.39 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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