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FFIDX vs. GXXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFIDX vs. GXXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fund (FFIDX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFIDX achieves a -5.53% return, which is significantly higher than GXXIX's -6.73% return. Over the past 10 years, FFIDX has outperformed GXXIX with an annualized return of 14.60%, while GXXIX has yielded a comparatively lower 13.51% annualized return.


FFIDX

1D
0.06%
1M
-3.40%
YTD
-5.53%
6M
-2.25%
1Y
36.60%
3Y*
19.74%
5Y*
12.12%
10Y*
14.60%

GXXIX

1D
0.23%
1M
-3.66%
YTD
-6.73%
6M
-7.18%
1Y
12.34%
3Y*
6.02%
5Y*
9.46%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIDX vs. GXXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIDX
Fidelity Fund
-5.53%20.04%27.13%30.93%-25.88%33.22%26.43%33.46%-5.31%23.28%
GXXIX
abrdn U.S. Sustainable Leaders Fund
-6.73%3.82%10.11%15.19%-26.55%81.37%29.56%36.96%-6.73%20.42%

Correlation

The correlation between FFIDX and GXXIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FFIDX vs. GXXIX - Expense Ratio Comparison

FFIDX has a 0.45% expense ratio, which is lower than GXXIX's 0.97% expense ratio.


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Return for Risk

FFIDX vs. GXXIX — Risk / Return Rank

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

FFIDX
FFIDX Risk / Return Rank: 5656
Overall Rank
FFIDX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FFIDX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FFIDX Omega Ratio Rank: 5454
Omega Ratio Rank
FFIDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFIDX Martin Ratio Rank: 6161
Martin Ratio Rank

GXXIX
GXXIX Risk / Return Rank: 77
Overall Rank
GXXIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 66
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 77
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 88
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.

FFIDX vs. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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.


FFIDXGXXIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.17

+0.93

Sortino ratio

Return per unit of downside risk

1.69

0.37

+1.32

Omega ratio

Gain probability vs. loss probability

1.25

1.05

+0.20

Calmar ratio

Return relative to maximum drawdown

1.87

0.31

+1.57

Martin ratio

Return relative to average drawdown

7.46

1.12

+6.34

FFIDX vs. GXXIX - Sharpe Ratio Comparison

The current FFIDX Sharpe Ratio is 1.10, which is higher than the GXXIX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FFIDX and GXXIX, 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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Sharpe Ratios by Period


FFIDXGXXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.17

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.34

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.57

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.61

-0.14

Drawdowns

FFIDX vs. GXXIX - Drawdown Comparison

The maximum FFIDX drawdown since its inception was -55.35%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for FFIDX and GXXIX.


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Drawdown Indicators


FFIDXGXXIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-33.65%

-21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-11.78%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-30.33%

-33.65%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.66%

-33.65%

+2.99%

Current Drawdown

Current decline from peak

-7.11%

-10.10%

+2.99%

Average Drawdown

Average peak-to-trough decline

-11.89%

-6.20%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.23%

-0.21%

Volatility

FFIDX vs. GXXIX - Volatility Comparison

Fidelity Fund (FFIDX) has a higher volatility of 5.67% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 5.18%. This indicates that FFIDX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFIDXGXXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

5.18%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

9.26%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

16.73%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

27.76%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

23.71%

-4.31%

Dividends

FFIDX vs. GXXIX - Dividend Comparison

FFIDX's dividend yield for the trailing twelve months is around 1.24%, less than GXXIX's 2.46% yield.


TTM20252024202320222021202020192018201720162015
FFIDX
Fidelity Fund
1.24%1.18%0.00%2.41%0.67%4.60%2.71%5.41%7.40%11.12%7.01%5.48%
GXXIX
abrdn U.S. Sustainable Leaders Fund
2.46%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%