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FGCKX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGCKX vs. FSPSX - Performance Comparison

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

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FGCKX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGCKX
Fidelity Growth Company K
-6.85%18.67%37.30%47.35%-33.82%22.62%67.61%38.50%-4.07%36.89%
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, FGCKX achieves a -6.85% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FGCKX has outperformed FSPSX with an annualized return of 19.90%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FGCKX

1D
-1.23%
1M
-8.22%
YTD
-6.85%
6M
-6.85%
1Y
26.45%
3Y*
24.22%
5Y*
12.12%
10Y*
19.90%

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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FGCKX vs. FSPSX - Expense Ratio Comparison

FGCKX has a 0.65% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FGCKX vs. FSPSX — Risk / Return Rank

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

FGCKX
FGCKX Risk / Return Rank: 6262
Overall Rank
FGCKX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FGCKX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FGCKX Omega Ratio Rank: 6060
Omega Ratio Rank
FGCKX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FGCKX Martin Ratio Rank: 5858
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.

FGCKX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) 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.


FGCKXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.11

-0.04

Sortino ratio

Return per unit of downside risk

1.59

1.56

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.49

1.54

-0.05

Martin ratio

Return relative to average drawdown

5.54

5.93

-0.38

FGCKX vs. FSPSX - Sharpe Ratio Comparison

The current FGCKX Sharpe Ratio is 1.07, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FGCKX 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


FGCKXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.11

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.51

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.53

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.46

+0.19

Correlation

The correlation between FGCKX and FSPSX is 0.65, 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

FGCKX vs. FSPSX - Dividend Comparison

FGCKX has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 3.22%.


TTM20252024202320222021202020192018201720162015
FGCKX
Fidelity Growth Company K
0.00%0.00%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.73%6.20%3.96%
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

FGCKX vs. FSPSX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FGCKX and FSPSX.


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Drawdown Indicators


FGCKXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-33.69%

-17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-11.39%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-40.21%

-29.41%

-10.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

-33.69%

-6.52%

Current Drawdown

Current decline from peak

-12.55%

-10.86%

-1.69%

Average Drawdown

Average peak-to-trough decline

-9.03%

-6.59%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.96%

+0.92%

Volatility

FGCKX vs. FSPSX - Volatility Comparison

Fidelity Growth Company K (FGCKX) and Fidelity International Index Fund (FSPSX) have volatilities of 6.73% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGCKXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

7.04%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

10.63%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.33%

16.79%

+7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

15.77%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.34%

16.47%

+6.87%