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FCDIX vs. GSINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCDIX and GSINX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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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Key characteristics

Sharpe Ratio

FCDIX:

-0.04

GSINX:

0.23

Sortino Ratio

FCDIX:

0.08

GSINX:

0.32

Omega Ratio

FCDIX:

1.01

GSINX:

1.05

Calmar Ratio

FCDIX:

-0.05

GSINX:

0.19

Martin Ratio

FCDIX:

-0.15

GSINX:

0.40

Ulcer Index

FCDIX:

9.89%

GSINX:

6.48%

Daily Std Dev

FCDIX:

23.89%

GSINX:

16.08%

Max Drawdown

FCDIX:

-64.72%

GSINX:

-28.80%

Current Drawdown

FCDIX:

-15.00%

GSINX:

-0.89%

Returns By Period

In the year-to-date period, FCDIX achieves a -6.27% return, which is significantly lower than GSINX's 13.81% return.


FCDIX

YTD

-6.27%

1M

4.34%

6M

-14.53%

1Y

-0.96%

3Y*

8.02%

5Y*

12.49%

10Y*

9.13%

GSINX

YTD

13.81%

1M

3.26%

6M

7.96%

1Y

3.64%

3Y*

10.29%

5Y*

11.51%

10Y*

N/A

*Annualized

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FCDIX vs. GSINX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FCDIX vs. GSINX — Risk-Adjusted Performance Rank

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

FCDIX
The Risk-Adjusted Performance Rank of FCDIX is 99
Overall Rank
The Sharpe Ratio Rank of FCDIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FCDIX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FCDIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FCDIX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FCDIX is 99
Martin Ratio Rank

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1919
Overall Rank
The Sharpe Ratio Rank of GSINX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCDIX vs. GSINX - Risk-Adjusted Performance 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.


The current FCDIX Sharpe Ratio is -0.04, which is lower than the GSINX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FCDIX and GSINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FCDIX vs. GSINX - Dividend Comparison

FCDIX's dividend yield for the trailing twelve months is around 2.96%, less than GSINX's 5.85% yield.


TTM20242023202220212020201920182017201620152014
FCDIX
Fidelity Advisor Stock Selector Small Cap Fund Class I
2.96%2.77%0.24%0.12%10.79%1.39%1.84%22.34%10.40%1.62%12.32%17.94%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
5.85%6.65%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%

Drawdowns

FCDIX vs. GSINX - Drawdown Comparison

The maximum FCDIX drawdown since its inception was -64.72%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCDIX vs. GSINX - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class I (FCDIX) has a higher volatility of 6.24% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 3.76%. 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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