FQITX vs. KGIIX
Compare and contrast key facts about Fidelity SAI International Quality Index Fund (FQITX) and Kopernik International Fund (KGIIX).
FQITX is managed by Fidelity. It was launched on May 11, 2020. KGIIX is managed by Kopernik. It was launched on Jun 29, 2015.
Performance
FQITX vs. KGIIX - Performance Comparison
Loading graphics...
FQITX vs. KGIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | -3.63% | 17.04% | 1.04% | 18.44% | -17.12% | 14.00% | 29.60% |
KGIIX Kopernik International Fund | 8.08% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 25.04% |
Returns By Period
In the year-to-date period, FQITX achieves a -3.63% return, which is significantly lower than KGIIX's 8.08% return.
FQITX
- 1D
- 3.04%
- 1M
- -7.57%
- YTD
- -3.63%
- 6M
- -1.44%
- 1Y
- 8.80%
- 3Y*
- 7.48%
- 5Y*
- 4.82%
- 10Y*
- —
KGIIX
- 1D
- 2.03%
- 1M
- -5.78%
- YTD
- 8.08%
- 6M
- 14.91%
- 1Y
- 47.51%
- 3Y*
- 18.70%
- 5Y*
- 10.47%
- 10Y*
- 10.80%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FQITX vs. KGIIX - Expense Ratio Comparison
FQITX has a 0.19% expense ratio, which is lower than KGIIX's 1.04% expense ratio.
Return for Risk
FQITX vs. KGIIX — Risk / Return Rank
FQITX
KGIIX
FQITX vs. KGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) and Kopernik International Fund (KGIIX). 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 | KGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 3.56 | -3.04 |
Sortino ratioReturn per unit of downside risk | 0.85 | 4.34 | -3.50 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.65 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 5.30 | -4.69 |
Martin ratioReturn relative to average drawdown | 2.28 | 19.59 | -17.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FQITX | KGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 3.56 | -3.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.80 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.94 | -0.39 |
Correlation
The correlation between FQITX and KGIIX is 0.58, 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
FQITX vs. KGIIX - Dividend Comparison
FQITX's dividend yield for the trailing twelve months is around 2.12%, less than KGIIX's 13.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 2.12% | 2.04% | 1.60% | 2.54% | 3.13% | 11.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KGIIX Kopernik International Fund | 13.20% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% |
Drawdowns
FQITX vs. KGIIX - Drawdown Comparison
The maximum FQITX drawdown since its inception was -31.39%, which is greater than KGIIX's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for FQITX and KGIIX.
Loading graphics...
Drawdown Indicators
| FQITX | KGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -27.81% | -3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -8.76% | -4.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -27.81% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.81% | — |
Current DrawdownCurrent decline from peak | -9.97% | -5.78% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -6.15% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.37% | +1.08% |
Volatility
FQITX vs. KGIIX - Volatility Comparison
Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 8.06% compared to Kopernik International Fund (KGIIX) at 5.35%. This indicates that FQITX's price experiences larger fluctuations and is considered to be riskier than KGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FQITX | KGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.35% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 10.93% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 13.41% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 13.21% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 12.75% | +3.59% |