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FGJEX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FGJEX vs. FSPSX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than FSPSX's 0.95% return.


FGJEX

1D
2.61%
1M
-4.79%
YTD
-0.45%
6M
3.18%
1Y
3Y*
5Y*
10Y*

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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FGJEX vs. FSPSX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FGJEX vs. FSPSX — Risk / Return Rank

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

FGJEX

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.

FGJEX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FGJEX vs. FSPSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

0.47

+1.87

Correlation

The correlation between FGJEX and FSPSX is 0.73, 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

FGJEX vs. FSPSX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

FGJEX vs. FSPSX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FGJEX and FSPSX.


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Drawdown Indicators


FGJEXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-33.69%

+25.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-5.93%

-8.22%

+2.29%

Average Drawdown

Average peak-to-trough decline

-1.07%

-6.60%

+5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

Volatility

FGJEX vs. FSPSX - Volatility Comparison


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Volatility by Period


FGJEXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

17.00%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

15.82%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

16.49%

-5.41%