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FNIDX vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNIDX and GOOG is 0.55, 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.


-0.50.00.51.00.5

Performance

FNIDX vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Sustainability Index Fd (FNIDX) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
1.01%
8.72%
FNIDX
GOOG

Key characteristics

Sharpe Ratio

FNIDX:

0.95

GOOG:

0.99

Sortino Ratio

FNIDX:

1.39

GOOG:

1.48

Omega Ratio

FNIDX:

1.17

GOOG:

1.19

Calmar Ratio

FNIDX:

1.10

GOOG:

1.26

Martin Ratio

FNIDX:

2.72

GOOG:

3.18

Ulcer Index

FNIDX:

4.43%

GOOG:

8.87%

Daily Std Dev

FNIDX:

12.74%

GOOG:

28.41%

Max Drawdown

FNIDX:

-33.17%

GOOG:

-44.60%

Current Drawdown

FNIDX:

-3.06%

GOOG:

-12.58%

Returns By Period

In the year-to-date period, FNIDX achieves a 6.87% return, which is significantly higher than GOOG's -4.65% return.


FNIDX

YTD

6.87%

1M

3.86%

6M

1.01%

1Y

10.66%

5Y*

6.00%

10Y*

N/A

GOOG

YTD

-4.65%

1M

-9.02%

6M

8.72%

1Y

25.43%

5Y*

20.81%

10Y*

21.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FNIDX vs. GOOG — Risk-Adjusted Performance Rank

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

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 5252
Overall Rank
The Sharpe Ratio Rank of FNIDX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 4343
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 7575
Overall Rank
The Sharpe Ratio Rank of GOOG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNIDX vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Sustainability Index Fd (FNIDX) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for FNIDX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.99
The chart of Sortino ratio for FNIDX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.391.48
The chart of Omega ratio for FNIDX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.19
The chart of Calmar ratio for FNIDX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.001.101.26
The chart of Martin ratio for FNIDX, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.002.723.18
FNIDX
GOOG

The current FNIDX Sharpe Ratio is 0.95, which is comparable to the GOOG Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FNIDX and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.95
0.99
FNIDX
GOOG

Dividends

FNIDX vs. GOOG - Dividend Comparison

FNIDX's dividend yield for the trailing twelve months is around 2.19%, more than GOOG's 0.33% yield.


TTM20242023202220212020201920182017
FNIDX
Fidelity International Sustainability Index Fd
2.19%2.34%2.64%2.32%1.94%1.13%2.17%2.28%0.81%
GOOG
Alphabet Inc.
0.33%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FNIDX vs. GOOG - Drawdown Comparison

The maximum FNIDX drawdown since its inception was -33.17%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for FNIDX and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.06%
-12.58%
FNIDX
GOOG

Volatility

FNIDX vs. GOOG - Volatility Comparison

The current volatility for Fidelity International Sustainability Index Fd (FNIDX) is 3.02%, while Alphabet Inc. (GOOG) has a volatility of 10.68%. This indicates that FNIDX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.02%
10.68%
FNIDX
GOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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