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FGBPX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBPX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FGBPX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBPX
Fidelity Advisor Investment Grade Bond Fund Class I
-0.23%7.16%0.89%6.08%-14.07%-1.15%9.99%9.63%-0.39%3.85%
FSPSX
Fidelity International Index Fund
0.95%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, FGBPX achieves a -0.23% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FGBPX has underperformed FSPSX with an annualized return of 2.16%, while FSPSX has yielded a comparatively higher 8.97% annualized return.


FGBPX

1D
0.14%
1M
-1.63%
YTD
-0.23%
6M
0.34%
1Y
3.58%
3Y*
3.44%
5Y*
0.07%
10Y*
2.16%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGBPX vs. FSPSX - Expense Ratio Comparison

FGBPX has a 0.49% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FGBPX vs. FSPSX — Risk / Return Rank

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

FGBPX
FGBPX Risk / Return Rank: 3737
Overall Rank
FGBPX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FGBPX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FGBPX Omega Ratio Rank: 2323
Omega Ratio Rank
FGBPX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FGBPX Martin Ratio Rank: 3737
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FGBPX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) 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.


FGBPXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.39

-0.53

Sortino ratio

Return per unit of downside risk

1.25

1.90

-0.66

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

1.56

1.94

-0.38

Martin ratio

Return relative to average drawdown

4.44

7.43

-2.99

FGBPX vs. FSPSX - Sharpe Ratio Comparison

The current FGBPX Sharpe Ratio is 0.86, which is lower than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FGBPX 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


FGBPXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.39

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.53

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.55

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Correlation

The correlation between FGBPX and FSPSX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGBPX vs. FSPSX - Dividend Comparison

FGBPX's dividend yield for the trailing twelve months is around 3.53%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FGBPX
Fidelity Advisor Investment Grade Bond Fund Class I
3.53%3.83%3.29%3.19%1.92%1.32%4.76%2.71%2.82%2.12%2.67%2.61%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FGBPX vs. FSPSX - Drawdown Comparison

The maximum FGBPX drawdown since its inception was -18.75%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FGBPX and FSPSX.


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Drawdown Indicators


FGBPXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.75%

-33.69%

+14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-11.39%

+8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

-29.41%

+10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-18.75%

-33.69%

+14.94%

Current Drawdown

Current decline from peak

-2.85%

-8.22%

+5.37%

Average Drawdown

Average peak-to-trough decline

-4.81%

-6.60%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.97%

-1.96%

Volatility

FGBPX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Investment Grade Bond Fund Class I (FGBPX) is 1.55%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FGBPX 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


FGBPXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

7.65%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

11.01%

-8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

17.00%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

15.82%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

16.49%

-11.51%