FGEAX vs. SSGLX
Compare and contrast key facts about Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
FGEAX is managed by Fidelity. It was launched on Dec 17, 1998. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
FGEAX vs. SSGLX - Performance Comparison
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FGEAX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, FGEAX achieves a -9.12% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, FGEAX has outperformed SSGLX with an annualized return of 11.30%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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FGEAX vs. SSGLX - Expense Ratio Comparison
FGEAX has a 1.15% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
FGEAX vs. SSGLX — Risk / Return Rank
FGEAX
SSGLX
FGEAX vs. SSGLX - 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 State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| FGEAX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.56 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.96 | 2.12 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.32 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.00 | -1.26 |
Martin ratioReturn relative to average drawdown | 2.82 | 7.90 | -5.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGEAX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.56 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.48 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.37 | 0.00 |
Correlation
The correlation between FGEAX and SSGLX is 0.78, 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. SSGLX - Dividend Comparison
FGEAX's dividend yield for the trailing twelve months is around 10.64%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
FGEAX vs. SSGLX - Drawdown Comparison
The maximum FGEAX drawdown since its inception was -61.78%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for FGEAX and SSGLX.
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Drawdown Indicators
| FGEAX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.78% | -35.88% | -25.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -11.22% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -30.08% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.04% | -35.88% | +2.84% |
Current DrawdownCurrent decline from peak | -13.03% | -10.87% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -8.32% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.84% | +0.59% |
Volatility
FGEAX vs. SSGLX - Volatility Comparison
Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) has a higher volatility of 7.03% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.44%. This indicates that FGEAX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGEAX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 6.44% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 10.02% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 15.49% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 14.49% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.43% | 16.15% | +2.28% |