FIDPX vs. FSGEX
Compare and contrast key facts about Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
FIDPX is managed by Federated. It was launched on Feb 8, 2015. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
FIDPX vs. FSGEX - Performance Comparison
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FIDPX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIDPX Federated Hermes International Dividend Strategy Portfolio | 2.10% | 34.77% | -2.40% | 15.20% | -3.10% | 6.20% | 6.81% | 22.76% | -9.16% | 13.54% |
FSGEX Fidelity Series Global ex U.S. Index Fund | -1.20% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Returns By Period
In the year-to-date period, FIDPX achieves a 2.10% return, which is significantly higher than FSGEX's -1.20% return. Over the past 10 years, FIDPX has underperformed FSGEX with an annualized return of 7.50%, while FSGEX has yielded a comparatively higher 8.55% annualized return.
FIDPX
- 1D
- 1.07%
- 1M
- -9.17%
- YTD
- 2.10%
- 6M
- 6.48%
- 1Y
- 21.31%
- 3Y*
- 12.26%
- 5Y*
- 9.04%
- 10Y*
- 7.50%
FSGEX
- 1D
- -0.06%
- 1M
- -11.07%
- YTD
- -1.20%
- 6M
- 3.57%
- 1Y
- 23.80%
- 3Y*
- 14.32%
- 5Y*
- 6.98%
- 10Y*
- 8.55%
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FIDPX vs. FSGEX - Expense Ratio Comparison
FIDPX has a 0.00% expense ratio, which is lower than FSGEX's 0.01% expense ratio. Despite the difference, 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
FIDPX vs. FSGEX — Risk / Return Rank
FIDPX
FSGEX
FIDPX vs. FSGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.
| FIDPX | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.43 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.93 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.89 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.71 | 7.46 | +0.25 |
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
| FIDPX | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.43 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.46 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.36 | +0.03 |
Correlation
The correlation between FIDPX and FSGEX is 0.77, 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
FIDPX vs. FSGEX - Dividend Comparison
FIDPX's dividend yield for the trailing twelve months is around 4.18%, more than FSGEX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDPX Federated Hermes International Dividend Strategy Portfolio | 4.18% | 3.48% | 5.12% | 4.47% | 4.38% | 4.54% | 3.91% | 4.32% | 5.23% | 4.63% | 4.65% | 3.92% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 3.06% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
FIDPX vs. FSGEX - Drawdown Comparison
The maximum FIDPX drawdown since its inception was -31.28%, smaller than the maximum FSGEX drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for FIDPX and FSGEX.
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Drawdown Indicators
| FIDPX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.28% | -34.74% | +3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -11.24% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -29.66% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.28% | -34.74% | +3.46% |
Current DrawdownCurrent decline from peak | -9.17% | -11.24% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -8.51% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.86% | -0.08% |
Volatility
FIDPX vs. FSGEX - Volatility Comparison
The current volatility for Federated Hermes International Dividend Strategy Portfolio (FIDPX) is 6.05%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that FIDPX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIDPX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 7.21% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 10.85% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 16.09% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 15.14% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 16.12% | -1.09% |