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FCGSX vs. FSGGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCGSX and FSGGX is 0.76, 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

FCGSX vs. FSGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Growth Company Fund (FCGSX) and Fidelity Global ex U.S. Index Fund (FSGGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCGSX:

0.05

FSGGX:

0.71

Sortino Ratio

FCGSX:

0.27

FSGGX:

1.16

Omega Ratio

FCGSX:

1.04

FSGGX:

1.16

Calmar Ratio

FCGSX:

0.04

FSGGX:

0.93

Martin Ratio

FCGSX:

0.13

FSGGX:

2.88

Ulcer Index

FCGSX:

12.74%

FSGGX:

4.28%

Daily Std Dev

FCGSX:

29.08%

FSGGX:

16.13%

Max Drawdown

FCGSX:

-55.95%

FSGGX:

-34.76%

Current Drawdown

FCGSX:

-23.43%

FSGGX:

0.00%

Returns By Period

In the year-to-date period, FCGSX achieves a -5.38% return, which is significantly lower than FSGGX's 12.27% return. Over the past 10 years, FCGSX has outperformed FSGGX with an annualized return of 6.37%, while FSGGX has yielded a comparatively lower 4.98% annualized return.


FCGSX

YTD

-5.38%

1M

12.06%

6M

-14.81%

1Y

1.52%

5Y*

3.88%

10Y*

6.37%

FSGGX

YTD

12.27%

1M

9.54%

6M

8.37%

1Y

11.35%

5Y*

11.30%

10Y*

4.98%

*Annualized

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FCGSX vs. FSGGX - Expense Ratio Comparison

FCGSX has a 0.00% expense ratio, which is lower than FSGGX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FCGSX vs. FSGGX — Risk-Adjusted Performance Rank

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

FCGSX
The Risk-Adjusted Performance Rank of FCGSX is 2222
Overall Rank
The Sharpe Ratio Rank of FCGSX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FCGSX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FCGSX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FCGSX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FCGSX is 2020
Martin Ratio Rank

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 7171
Overall Rank
The Sharpe Ratio Rank of FSGGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 7171
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.

FCGSX vs. FSGGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Growth Company Fund (FCGSX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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 FCGSX Sharpe Ratio is 0.05, which is lower than the FSGGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FCGSX and FSGGX, 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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Dividends

FCGSX vs. FSGGX - Dividend Comparison

FCGSX's dividend yield for the trailing twelve months is around 0.54%, less than FSGGX's 2.59% yield.


TTM20242023202220212020201920182017201620152014
FCGSX
Fidelity Series Growth Company Fund
0.54%0.51%0.52%0.61%0.58%0.68%0.72%1.06%0.51%0.11%0.25%0.93%
FSGGX
Fidelity Global ex U.S. Index Fund
2.59%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%

Drawdowns

FCGSX vs. FSGGX - Drawdown Comparison

The maximum FCGSX drawdown since its inception was -55.95%, which is greater than FSGGX's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FCGSX and FSGGX. For additional features, visit the drawdowns tool.


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Volatility

FCGSX vs. FSGGX - Volatility Comparison

Fidelity Series Growth Company Fund (FCGSX) has a higher volatility of 7.96% compared to Fidelity Global ex U.S. Index Fund (FSGGX) at 3.87%. This indicates that FCGSX's price experiences larger fluctuations and is considered to be riskier than FSGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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