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FIFGX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIFGX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Inflation-Focused (FIFGX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FIFGX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIFGX
Fidelity SAI Inflation-Focused
40.42%7.44%6.34%-11.90%9.30%32.92%1.48%9.32%-2.00%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%0.58%

Returns By Period

In the year-to-date period, FIFGX achieves a 40.42% return, which is significantly higher than FSPSX's -1.94% return.


FIFGX

1D
1.03%
1M
22.58%
YTD
40.42%
6M
39.86%
1Y
40.86%
3Y*
13.84%
5Y*
13.85%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIFGX vs. FSPSX - Expense Ratio Comparison

FIFGX has a 0.39% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FIFGX vs. FSPSX — Risk / Return Rank

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

FIFGX
FIFGX Risk / Return Rank: 9090
Overall Rank
FIFGX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIFGX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FIFGX Omega Ratio Rank: 8686
Omega Ratio Rank
FIFGX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIFGX Martin Ratio Rank: 8787
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FIFGX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Inflation-Focused (FIFGX) 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.


FIFGXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.11

+0.89

Sortino ratio

Return per unit of downside risk

2.62

1.56

+1.07

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

3.50

1.54

+1.96

Martin ratio

Return relative to average drawdown

9.26

5.93

+3.33

FIFGX vs. FSPSX - Sharpe Ratio Comparison

The current FIFGX Sharpe Ratio is 2.00, which is higher than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FIFGX 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


FIFGXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.11

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.51

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.46

-0.42

Correlation

The correlation between FIFGX and FSPSX is 0.28, 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

FIFGX vs. FSPSX - Dividend Comparison

FIFGX's dividend yield for the trailing twelve months is around 3.87%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FIFGX
Fidelity SAI Inflation-Focused
3.87%5.44%4.73%2.43%12.64%35.77%3.10%1.59%0.00%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

FIFGX vs. FSPSX - Drawdown Comparison

The maximum FIFGX drawdown since its inception was -92.38%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIFGX and FSPSX.


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Drawdown Indicators


FIFGXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-92.38%

-33.69%

-58.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-11.39%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-92.38%

-29.41%

-62.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

0.00%

-10.86%

+10.86%

Average Drawdown

Average peak-to-trough decline

-14.19%

-6.59%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.96%

+1.67%

Volatility

FIFGX vs. FSPSX - Volatility Comparison

Fidelity SAI Inflation-Focused (FIFGX) has a higher volatility of 10.69% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FIFGX's price experiences larger fluctuations and is considered to be riskier 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


FIFGXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

7.04%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

10.63%

+5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

16.79%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

408.16%

15.77%

+392.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

338.61%

16.47%

+322.14%