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FGEAX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGEAX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FGEAX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGEAX
Fidelity Advisor Global Capital Appreciation Fund Class A
-9.12%17.85%38.32%28.50%-24.70%18.91%24.36%22.81%-18.25%30.07%
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, FGEAX achieves a -9.12% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FGEAX has outperformed FSPSX with an annualized return of 11.30%, while FSPSX has yielded a comparatively lower 8.97% annualized return.


FGEAX

1D
-0.86%
1M
-10.00%
YTD
-9.12%
6M
-6.48%
1Y
12.17%
3Y*
20.65%
5Y*
10.98%
10Y*
11.30%

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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FGEAX vs. FSPSX - Expense Ratio Comparison

FGEAX has a 1.15% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FGEAX vs. FSPSX — Risk / Return Rank

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

FGEAX
FGEAX Risk / Return Rank: 2424
Overall Rank
FGEAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FGEAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FGEAX Omega Ratio Rank: 2323
Omega Ratio Rank
FGEAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FGEAX Martin Ratio Rank: 2626
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.

FGEAX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) 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.


FGEAXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.39

-0.78

Sortino ratio

Return per unit of downside risk

0.96

1.90

-0.94

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.74

1.94

-1.20

Martin ratio

Return relative to average drawdown

2.82

7.43

-4.61

FGEAX vs. FSPSX - Sharpe Ratio Comparison

The current FGEAX Sharpe Ratio is 0.61, which is lower than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FGEAX 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


FGEAXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.39

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.53

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between FGEAX and FSPSX is 0.82, 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

FGEAX vs. FSPSX - Dividend Comparison

FGEAX's dividend yield for the trailing twelve months is around 10.64%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FGEAX
Fidelity Advisor Global Capital Appreciation Fund Class A
10.64%9.67%14.80%6.42%0.00%8.01%0.00%0.40%10.62%13.66%1.03%0.57%
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

FGEAX vs. FSPSX - Drawdown Comparison

The maximum FGEAX drawdown since its inception was -61.78%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FGEAX and FSPSX.


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Drawdown Indicators


FGEAXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.78%

-33.69%

-28.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.39%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-32.93%

-29.41%

-3.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.04%

-33.69%

+0.65%

Current Drawdown

Current decline from peak

-13.03%

-8.22%

-4.81%

Average Drawdown

Average peak-to-trough decline

-13.35%

-6.60%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.97%

+0.46%

Volatility

FGEAX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) is 7.03%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FGEAX 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


FGEAXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

7.65%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

11.01%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

17.00%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

15.82%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

16.49%

+1.94%