FIGCX vs. FSKLX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor International Growth Fund Class C (FIGCX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).

FIGCX is managed by Fidelity. It was launched on Nov 1, 2007. FSKLX is managed by Fidelity. It was launched on May 29, 2015.

Performance

FIGCX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class C (FIGCX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

FIGCX vs. FSKLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIGCX Fidelity Advisor International Growth Fund Class C	-6.06%	16.70%	4.24%	19.59%	-24.00%	14.19%	15.75%	32.65%	-12.46%	28.23%
FSKLX Fidelity SAI International Low Volatility Index Fund	3.34%	21.95%	1.20%	13.84%	-13.48%	9.91%	-1.57%	16.12%	-4.88%	21.40%

Returns By Period

In the year-to-date period, FIGCX achieves a -6.06% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, FIGCX has outperformed FSKLX with an annualized return of 7.27%, while FSKLX has yielded a comparatively lower 6.05% annualized return.

FIGCX

• 1D: -0.45%
• 1M: -13.51%
• YTD: -6.06%
• 6M: -6.06%
• 1Y: 7.84%
• 3Y*: 7.47%
• 5Y*: 3.42%
• 10Y*: 7.27%

FSKLX

• 1D: 0.68%
• 1M: -7.31%
• YTD: 3.34%
• 6M: 6.64%
• 1Y: 16.96%
• 3Y*: 11.27%
• 5Y*: 6.37%
• 10Y*: 6.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGCX vs. FSKLX - Expense Ratio Comparison

FIGCX has a 2.05% expense ratio, which is higher than FSKLX's 0.17% expense ratio.

FIGCX

Fidelity Advisor International Growth Fund Class C

FSKLX

Fidelity SAI International Low Volatility Index Fund

Return for Risk

FIGCX vs. FSKLX — Risk / Return Rank

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

FIGCX

FIGCX Risk / Return Rank: 14
FIGCX Sharpe Ratio Rank: 13
FIGCX Sortino Ratio Rank: 14
FIGCX Omega Ratio Rank: 13
FIGCX Calmar Ratio Rank: 15
FIGCX Martin Ratio Rank: 16

FSKLX

FSKLX Risk / Return Rank: 75
FSKLX Sharpe Ratio Rank: 75
FSKLX Sortino Ratio Rank: 74
FSKLX Omega Ratio Rank: 68
FSKLX Calmar Ratio Rank: 82
FSKLX Martin Ratio Rank: 74

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.

FIGCX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class C (FIGCX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.

	FIGCX	FSKLX	Difference
Sharpe ratio Return per unit of total volatility	0.38	1.33	-0.95
Sortino ratio Return per unit of downside risk	0.66	1.83	-1.16
Omega ratio Gain probability vs. loss probability	1.09	1.25	-0.16
Calmar ratio Return relative to maximum drawdown	0.42	1.99	-1.56
Martin ratio Return relative to average drawdown	1.68	7.06	-5.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIGCX vs. FSKLX - Sharpe Ratio Comparison

The current FIGCX Sharpe Ratio is 0.38, which is lower than the FSKLX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FIGCX and FSKLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FIGCX	FSKLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	1.33	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.56	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.51	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.46	-0.24

Correlation

The correlation between FIGCX and FSKLX is 0.81, 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

FIGCX vs. FSKLX - Dividend Comparison

FIGCX's dividend yield for the trailing twelve months is around 3.12%, more than FSKLX's 2.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIGCX Fidelity Advisor International Growth Fund Class C	3.12%	2.93%	0.77%	0.00%	1.52%	1.56%	0.00%	0.00%	0.00%	0.00%	0.15%	0.07%
FSKLX Fidelity SAI International Low Volatility Index Fund	2.51%	2.59%	2.09%	2.31%	2.01%	2.42%	1.32%	6.06%	2.64%	1.69%	2.85%	1.10%

Drawdowns

FIGCX vs. FSKLX - Drawdown Comparison

The maximum FIGCX drawdown since its inception was -56.53%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for FIGCX and FSKLX.

Drawdown Indicators

	FIGCX	FSKLX	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	-27.26%	-29.27%
Max Drawdown (1Y) Largest decline over 1 year	-14.03%	-8.64%	-5.39%
Max Drawdown (5Y) Largest decline over 5 years	-35.58%	-24.99%	-10.59%
Max Drawdown (10Y) Largest decline over 10 years	-35.58%	-27.26%	-8.32%
Current Drawdown Current decline from peak	-14.03%	-7.31%	-6.72%
Average Drawdown Average peak-to-trough decline	-11.37%	-5.14%	-6.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.43%	+1.11%

Volatility

FIGCX vs. FSKLX - Volatility Comparison

Fidelity Advisor International Growth Fund Class C (FIGCX) has a higher volatility of 8.00% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that FIGCX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIGCX	FSKLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.00%	4.41%	+3.59%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	7.41%	+5.26%
Volatility (1Y) Calculated over the trailing 1-year period	19.00%	12.28%	+6.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.55%	11.44%	+6.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	11.89%	+5.64%