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FCGSX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCGSX vs. FSPSX - Performance Comparison

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

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FCGSX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCGSX
Fidelity Series Growth Company Fund
-6.64%25.52%38.00%45.97%-32.15%25.13%70.01%39.75%-4.03%37.69%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FCGSX achieves a -6.64% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FCGSX has outperformed FSPSX with an annualized return of 21.43%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FCGSX

1D
-1.20%
1M
-8.19%
YTD
-6.64%
6M
-2.02%
1Y
33.82%
3Y*
27.05%
5Y*
14.28%
10Y*
21.43%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCGSX vs. FSPSX - Expense Ratio Comparison

FCGSX has a 0.00% expense ratio, which is lower than FSPSX's 0.04% 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%.


Return for Risk

FCGSX vs. FSPSX — Risk / Return Rank

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

FCGSX
FCGSX Risk / Return Rank: 8282
Overall Rank
FCGSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FCGSX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FCGSX Omega Ratio Rank: 7676
Omega Ratio Rank
FCGSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FCGSX Martin Ratio Rank: 9090
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FCGSX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Growth Company Fund (FCGSX) and Fidelity International Index Fund (FSPSX). 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.


FCGSXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.11

+0.29

Sortino ratio

Return per unit of downside risk

2.02

1.56

+0.47

Omega ratio

Gain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.25

1.54

+0.71

Martin ratio

Return relative to average drawdown

10.23

5.93

+4.30

FCGSX vs. FSPSX - Sharpe Ratio Comparison

The current FCGSX Sharpe Ratio is 1.40, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FCGSX and FSPSX, 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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Sharpe Ratios by Period


FCGSXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.11

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.51

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.53

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.46

+0.41

Correlation

The correlation between FCGSX and FSPSX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCGSX vs. FSPSX - Dividend Comparison

FCGSX's dividend yield for the trailing twelve months is around 11.22%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FCGSX
Fidelity Series Growth Company Fund
11.22%10.48%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FCGSX vs. FSPSX - Drawdown Comparison

The maximum FCGSX drawdown since its inception was -38.77%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FCGSX and FSPSX.


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Drawdown Indicators


FCGSXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-33.69%

-5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-11.39%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-29.41%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-33.69%

-5.08%

Current Drawdown

Current decline from peak

-10.42%

-10.86%

+0.44%

Average Drawdown

Average peak-to-trough decline

-7.05%

-6.59%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.96%

-0.08%

Volatility

FCGSX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Series Growth Company Fund (FCGSX) is 6.66%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FCGSX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCGSXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

7.04%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

10.63%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.80%

16.79%

+7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

15.77%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.15%

16.47%

+6.68%