FGNSX vs. FSPSX
Compare and contrast key facts about Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) and Fidelity International Index Fund (FSPSX).
FGNSX is managed by Fidelity. It was launched on Dec 27, 2017. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
FGNSX vs. FSPSX - Performance Comparison
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FGNSX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | -0.10% | 3.08% | 3.47% | 3.56% | -0.36% | 0.14% | 1.04% | 2.11% | 1.47% | -0.10% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 0.09% |
Returns By Period
In the year-to-date period, FGNSX achieves a -0.10% return, which is significantly higher than FSPSX's -1.94% return.
FGNSX
- 1D
- 0.00%
- 1M
- -0.50%
- YTD
- -0.10%
- 6M
- 0.34%
- 1Y
- 2.09%
- 3Y*
- 2.99%
- 5Y*
- 1.96%
- 10Y*
- —
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%
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FGNSX vs. FSPSX - Expense Ratio Comparison
FGNSX has a 0.07% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FGNSX vs. FSPSX — Risk / Return Rank
FGNSX
FSPSX
FGNSX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) 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.
| FGNSX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.11 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.56 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.23 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.54 | -0.47 |
Martin ratioReturn relative to average drawdown | 2.74 | 5.93 | -3.19 |
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
| FGNSX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.11 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.51 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.46 | +0.60 |
Correlation
The correlation between FGNSX 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
FGNSX vs. FSPSX - Dividend Comparison
FGNSX's dividend yield for the trailing twelve months is around 1.86%, less than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | 1.86% | 2.63% | 3.31% | 2.57% | 0.84% | 0.34% | 0.83% | 1.79% | 1.36% | 0.00% | 0.00% | 0.00% |
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
FGNSX vs. FSPSX - Drawdown Comparison
The maximum FGNSX drawdown since its inception was -2.35%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FGNSX and FSPSX.
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Drawdown Indicators
| FGNSX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.35% | -33.69% | +31.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -11.39% | +9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -2.35% | -29.41% | +27.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -0.50% | -10.86% | +10.36% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -6.59% | +6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 2.96% | -2.04% |
Volatility
FGNSX vs. FSPSX - Volatility Comparison
The current volatility for Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) is 0.23%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FGNSX 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
| FGNSX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.23% | 7.04% | -6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 10.63% | -9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.86% | 16.79% | -12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.04% | 15.77% | -13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.66% | 16.47% | -14.81% |