PortfoliosLab logo
FSGGX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSGGX and FSPSX is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FSGGX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global ex U.S. Index Fund (FSGGX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
125.37%
159.77%
FSGGX
FSPSX

Key characteristics

Sharpe Ratio

FSGGX:

0.77

FSPSX:

0.76

Sortino Ratio

FSGGX:

1.15

FSPSX:

1.13

Omega Ratio

FSGGX:

1.16

FSPSX:

1.15

Calmar Ratio

FSGGX:

0.93

FSPSX:

0.93

Martin Ratio

FSGGX:

2.88

FSPSX:

2.70

Ulcer Index

FSGGX:

4.28%

FSPSX:

4.69%

Daily Std Dev

FSGGX:

16.07%

FSPSX:

16.75%

Max Drawdown

FSGGX:

-34.76%

FSPSX:

-33.69%

Current Drawdown

FSGGX:

-1.51%

FSPSX:

-1.14%

Returns By Period

In the year-to-date period, FSGGX achieves a 8.25% return, which is significantly lower than FSPSX's 10.85% return. Over the past 10 years, FSGGX has underperformed FSPSX with an annualized return of 4.59%, while FSPSX has yielded a comparatively higher 5.31% annualized return.


FSGGX

YTD

8.25%

1M

-0.70%

6M

3.42%

1Y

11.07%

5Y*

10.77%

10Y*

4.59%

FSPSX

YTD

10.85%

1M

-0.15%

6M

6.01%

1Y

11.43%

5Y*

12.11%

10Y*

5.31%

*Annualized

Compare stocks, funds, or ETFs

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


FSGGX vs. FSPSX - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is higher than FSPSX's 0.04% 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%.


Expense ratio chart for FSGGX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSGGX: 0.06%
Expense ratio chart for FSPSX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPSX: 0.04%

Risk-Adjusted Performance

FSGGX vs. FSPSX — Risk-Adjusted Performance Rank

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

FSGGX
The Risk-Adjusted Performance Rank of FSGGX is 7373
Overall Rank
The Sharpe Ratio Rank of FSGGX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 7171
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7272
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6969
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.

FSGGX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) 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.


The chart of Sharpe ratio for FSGGX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.00
FSGGX: 0.77
FSPSX: 0.76
The chart of Sortino ratio for FSGGX, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.00
FSGGX: 1.15
FSPSX: 1.13
The chart of Omega ratio for FSGGX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
FSGGX: 1.16
FSPSX: 1.15
The chart of Calmar ratio for FSGGX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.00
FSGGX: 0.93
FSPSX: 0.93
The chart of Martin ratio for FSGGX, currently valued at 2.88, compared to the broader market0.0010.0020.0030.0040.0050.00
FSGGX: 2.88
FSPSX: 2.70

The current FSGGX Sharpe Ratio is 0.77, which is comparable to the FSPSX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FSGGX 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.76
FSGGX
FSPSX

Dividends

FSGGX vs. FSPSX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.69%, more than FSPSX's 2.61% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.69%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%
FSPSX
Fidelity International Index Fund
2.61%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

FSGGX vs. FSPSX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSGGX and FSPSX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.51%
-1.14%
FSGGX
FSPSX

Volatility

FSGGX vs. FSPSX - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) and Fidelity International Index Fund (FSPSX) have volatilities of 10.43% and 10.97%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.43%
10.97%
FSGGX
FSPSX