FSGEX vs. FSPGX
Compare and contrast key facts about Fidelity Series Global ex U.S. Index Fund (FSGEX) and Fidelity Large Cap Growth Index Fund (FSPGX).
FSGEX is managed by Fidelity. It was launched on Sep 29, 2009. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSGEX or FSPGX.
Performance
FSGEX vs. FSPGX - Performance Comparison
Returns By Period
In the year-to-date period, FSGEX achieves a 6.93% return, which is significantly lower than FSPGX's 30.47% return.
FSGEX
6.93%
-4.88%
-0.80%
12.63%
5.39%
4.62%
FSPGX
30.47%
2.78%
14.28%
36.29%
19.60%
N/A
Key characteristics
| FSGEX | FSPGX | |
|---|---|---|
| Sharpe Ratio | 1.03 | 2.24 |
| Sortino Ratio | 1.50 | 2.91 |
| Omega Ratio | 1.19 | 1.41 |
| Calmar Ratio | 1.21 | 2.87 |
| Martin Ratio | 5.40 | 11.26 |
| Ulcer Index | 2.46% | 3.35% |
| Daily Std Dev | 12.90% | 16.83% |
| Max Drawdown | -34.73% | -32.66% |
| Current Drawdown | -7.03% | -1.31% |
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FSGEX vs. FSPGX - Expense Ratio Comparison
FSGEX has a 0.01% expense ratio, which is lower than FSPGX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FSGEX and FSPGX is 0.70, 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.
Risk-Adjusted Performance
FSGEX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Global ex U.S. Index Fund (FSGEX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.
Dividends
FSGEX vs. FSPGX - Dividend Comparison
FSGEX's dividend yield for the trailing twelve months is around 2.71%, more than FSPGX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSGEX Fidelity Series Global ex U.S. Index Fund | 2.71% | 2.90% | 2.78% | 2.59% | 1.68% | 2.00% | 2.86% | 2.33% | 2.51% | 2.61% | 3.12% | 1.98% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.43% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSGEX vs. FSPGX - Drawdown Comparison
The maximum FSGEX drawdown since its inception was -34.73%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FSGEX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
FSGEX vs. FSPGX - Volatility Comparison
The current volatility for Fidelity Series Global ex U.S. Index Fund (FSGEX) is 3.76%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.58%. This indicates that FSGEX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.