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FIQRX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQRX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FIQRX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
24.13%28.74%3.10%-5.03%20.90%26.24%6.27%18.10%-13.01%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-7.49%

Returns By Period

In the year-to-date period, FIQRX achieves a 24.13% return, which is significantly higher than FSPSX's 0.95% return.


FIQRX

1D
1.05%
1M
-1.31%
YTD
24.13%
6M
33.36%
1Y
53.05%
3Y*
18.25%
5Y*
15.87%
10Y*

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIQRX vs. FSPSX - Expense Ratio Comparison

FIQRX has a 0.80% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FIQRX vs. FSPSX — Risk / Return Rank

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

FIQRX
FIQRX Risk / Return Rank: 9696
Overall Rank
FIQRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIQRX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIQRX Omega Ratio Rank: 9494
Omega Ratio Rank
FIQRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIQRX Martin Ratio Rank: 9898
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FIQRX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) 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.


FIQRXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

2.65

1.39

+1.27

Sortino ratio

Return per unit of downside risk

3.16

1.90

+1.26

Omega ratio

Gain probability vs. loss probability

1.50

1.28

+0.22

Calmar ratio

Return relative to maximum drawdown

3.67

1.94

+1.73

Martin ratio

Return relative to average drawdown

19.03

7.43

+11.59

FIQRX vs. FSPSX - Sharpe Ratio Comparison

The current FIQRX Sharpe Ratio is 2.65, which is higher than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FIQRX 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


FIQRXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

1.39

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.53

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.10

Correlation

The correlation between FIQRX and FSPSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIQRX vs. FSPSX - Dividend Comparison

FIQRX's dividend yield for the trailing twelve months is around 2.08%, less than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FIQRX
Fidelity Advisor Global Commodity Stock Fund Class Z
2.08%2.58%2.74%2.28%1.99%3.55%1.66%3.34%2.58%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FIQRX vs. FSPSX - Drawdown Comparison

The maximum FIQRX drawdown since its inception was -45.62%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIQRX and FSPSX.


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Drawdown Indicators


FIQRXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-33.69%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-11.39%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-29.41%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-1.31%

-8.22%

+6.91%

Average Drawdown

Average peak-to-trough decline

-9.58%

-6.60%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.97%

-0.14%

Volatility

FIQRX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Global Commodity Stock Fund Class Z (FIQRX) is 6.16%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FIQRX 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


FIQRXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

7.65%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

11.01%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

17.00%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

15.82%

+5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

16.49%

+7.94%