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FFGCX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGCX vs. FSPSX - Performance Comparison

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

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FFGCX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFGCX
Fidelity Global Commodity Stock Fund
22.87%28.66%2.98%-5.18%20.69%26.08%6.04%17.82%-13.21%17.18%
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, FFGCX achieves a 22.87% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FFGCX has outperformed FSPSX with an annualized return of 13.82%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FFGCX

1D
0.25%
1M
-1.60%
YTD
22.87%
6M
31.25%
1Y
52.48%
3Y*
17.71%
5Y*
15.78%
10Y*
13.82%

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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FFGCX vs. FSPSX - Expense Ratio Comparison

FFGCX has a 0.94% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FFGCX vs. FSPSX — Risk / Return Rank

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

FFGCX
FFGCX Risk / Return Rank: 9696
Overall Rank
FFGCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FFGCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FFGCX Omega Ratio Rank: 9494
Omega Ratio Rank
FFGCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FFGCX Martin Ratio Rank: 9797
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.

FFGCX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Commodity Stock Fund (FFGCX) 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.


FFGCXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.57

1.11

+1.45

Sortino ratio

Return per unit of downside risk

3.09

1.56

+1.53

Omega ratio

Gain probability vs. loss probability

1.49

1.23

+0.26

Calmar ratio

Return relative to maximum drawdown

3.46

1.54

+1.91

Martin ratio

Return relative to average drawdown

17.89

5.93

+11.97

FFGCX vs. FSPSX - Sharpe Ratio Comparison

The current FFGCX Sharpe Ratio is 2.57, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FFGCX 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


FFGCXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.11

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.51

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.53

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.46

-0.11

Correlation

The correlation between FFGCX and FSPSX is 0.71, 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.


Dividends

FFGCX vs. FSPSX - Dividend Comparison

FFGCX's dividend yield for the trailing twelve months is around 2.06%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FFGCX
Fidelity Global Commodity Stock Fund
2.06%2.53%2.62%2.01%1.84%3.39%1.61%2.98%2.22%0.36%1.53%2.86%
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

FFGCX vs. FSPSX - Drawdown Comparison

The maximum FFGCX drawdown since its inception was -57.23%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FFGCX and FSPSX.


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Drawdown Indicators


FFGCXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-33.69%

-23.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-11.39%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.22%

-29.41%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-33.69%

-14.74%

Current Drawdown

Current decline from peak

-2.30%

-10.86%

+8.56%

Average Drawdown

Average peak-to-trough decline

-19.54%

-6.59%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.96%

-0.13%

Volatility

FFGCX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Global Commodity Stock Fund (FFGCX) is 6.10%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FFGCX 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


FFGCXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.04%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

10.63%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.49%

16.79%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

15.77%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

16.47%

+6.07%