FIQOX vs. SSGLX
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class Z (FIQOX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
FIQOX is managed by Fidelity. It was launched on Oct 2, 2018. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
FIQOX vs. SSGLX - Performance Comparison
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FIQOX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | -3.07% | 16.27% | 46.05% | 25.10% | -25.64% | 18.58% | 31.08% | 29.13% | -10.40% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -6.52% |
Returns By Period
In the year-to-date period, FIQOX achieves a -3.07% return, which is significantly lower than SSGLX's 1.29% return.
FIQOX
- 1D
- 4.03%
- 1M
- -6.03%
- YTD
- -3.07%
- 6M
- -1.84%
- 1Y
- 21.79%
- 3Y*
- 24.42%
- 5Y*
- 11.83%
- 10Y*
- —
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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FIQOX vs. SSGLX - Expense Ratio Comparison
FIQOX has a 0.90% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
FIQOX vs. SSGLX — Risk / Return Rank
FIQOX
SSGLX
FIQOX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class Z (FIQOX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| FIQOX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.76 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.37 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.35 | -0.47 |
Martin ratioReturn relative to average drawdown | 7.24 | 9.17 | -1.94 |
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
| FIQOX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.76 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.49 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.38 | +0.31 |
Correlation
The correlation between FIQOX and SSGLX is 0.76, 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
FIQOX vs. SSGLX - Dividend Comparison
FIQOX's dividend yield for the trailing twelve months is around 11.97%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 11.97% | 11.60% | 26.02% | 1.10% | 6.51% | 12.99% | 8.23% | 5.09% | 9.32% | 0.00% | 0.00% | 0.00% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
FIQOX vs. SSGLX - Drawdown Comparison
The maximum FIQOX drawdown since its inception was -33.64%, smaller than the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for FIQOX and SSGLX.
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Drawdown Indicators
| FIQOX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -35.88% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.22% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -33.64% | -30.08% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.88% | — |
Current DrawdownCurrent decline from peak | -8.18% | -9.15% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -8.32% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.87% | +0.17% |
Volatility
FIQOX vs. SSGLX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class Z (FIQOX) has a higher volatility of 8.18% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.71%. This indicates that FIQOX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIQOX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 6.71% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 10.18% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 15.57% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 14.51% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 16.15% | +5.03% |