FQITX vs. FSGGX
Compare and contrast key facts about Fidelity SAI International Quality Index Fund (FQITX) and Fidelity Global ex U.S. Index Fund (FSGGX).
FQITX is managed by Fidelity. It was launched on May 11, 2020. FSGGX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Index. It was launched on Aug 9, 2011.
Performance
FQITX vs. FSGGX - Performance Comparison
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FQITX vs. FSGGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | -6.47% | 17.04% | 1.04% | 18.44% | -17.12% | 14.00% | 29.60% |
FSGGX Fidelity Global ex U.S. Index Fund | -1.18% | 32.93% | 5.30% | 15.57% | -15.75% | 7.74% | 36.28% |
Returns By Period
In the year-to-date period, FQITX achieves a -6.47% return, which is significantly lower than FSGGX's -1.18% return.
FQITX
- 1D
- 0.31%
- 1M
- -12.39%
- YTD
- -6.47%
- 6M
- -3.66%
- 1Y
- 6.17%
- 3Y*
- 6.42%
- 5Y*
- 4.47%
- 10Y*
- —
FSGGX
- 1D
- -0.05%
- 1M
- -11.05%
- YTD
- -1.18%
- 6M
- 3.57%
- 1Y
- 23.73%
- 3Y*
- 14.32%
- 5Y*
- 6.96%
- 10Y*
- 8.09%
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FQITX vs. FSGGX - Expense Ratio Comparison
FQITX has a 0.19% expense ratio, which is higher than FSGGX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FQITX vs. FSGGX — Risk / Return Rank
FQITX
FSGGX
FQITX vs. FSGGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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.
| FQITX | FSGGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.42 | -1.16 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.93 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.89 | -1.58 |
Martin ratioReturn relative to average drawdown | 1.18 | 7.45 | -6.27 |
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
| FQITX | FSGGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.42 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.46 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.43 | +0.09 |
Correlation
The correlation between FQITX and FSGGX is 0.92, 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
FQITX vs. FSGGX - Dividend Comparison
FQITX's dividend yield for the trailing twelve months is around 2.18%, less than FSGGX's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 2.18% | 2.04% | 1.60% | 2.54% | 3.13% | 11.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSGGX Fidelity Global ex U.S. Index Fund | 2.73% | 2.70% | 2.91% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 0.22% | 0.05% | 2.44% |
Drawdowns
FQITX vs. FSGGX - Drawdown Comparison
The maximum FQITX drawdown since its inception was -31.39%, smaller than the maximum FSGGX drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FQITX and FSGGX.
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Drawdown Indicators
| FQITX | FSGGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -34.76% | +3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -11.26% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -29.70% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.76% | — |
Current DrawdownCurrent decline from peak | -12.62% | -11.26% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -7.41% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.85% | +0.57% |
Volatility
FQITX vs. FSGGX - Volatility Comparison
Fidelity SAI International Quality Index Fund (FQITX) and Fidelity Global ex U.S. Index Fund (FSGGX) have volatilities of 7.47% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FQITX | FSGGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 7.25% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 10.84% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 16.10% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 15.10% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 16.09% | +0.21% |