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FSGGX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSGGX and FTIHX is 0.75, 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.


Performance

FSGGX vs. FTIHX - 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 Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSGGX:

0.66

FTIHX:

0.65

Sortino Ratio

FSGGX:

1.14

FTIHX:

1.13

Omega Ratio

FSGGX:

1.16

FTIHX:

1.15

Calmar Ratio

FSGGX:

0.91

FTIHX:

0.90

Martin Ratio

FSGGX:

2.84

FTIHX:

2.72

Ulcer Index

FSGGX:

4.28%

FTIHX:

4.33%

Daily Std Dev

FSGGX:

16.07%

FTIHX:

15.81%

Max Drawdown

FSGGX:

-34.76%

FTIHX:

-35.75%

Current Drawdown

FSGGX:

0.00%

FTIHX:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSGGX having a 13.31% return and FTIHX slightly lower at 12.81%.


FSGGX

YTD

13.31%

1M

8.72%

6M

12.00%

1Y

10.53%

5Y*

11.64%

10Y*

5.12%

FTIHX

YTD

12.81%

1M

8.60%

6M

11.63%

1Y

10.13%

5Y*

11.63%

10Y*

N/A

*Annualized

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FSGGX vs. FTIHX - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is lower than FTIHX's 0.06% 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%.


Risk-Adjusted Performance

FSGGX vs. FTIHX — 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 7171
Overall Rank
The Sharpe Ratio Rank of FSGGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGGX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FSGGX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FSGGX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSGGX is 7171
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 7070
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 7070
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. FTIHX - 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 Total International Index Fund (FTIHX). 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 current FSGGX Sharpe Ratio is 0.66, which is comparable to the FTIHX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FSGGX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FSGGX vs. FTIHX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.57%, which matches FTIHX's 2.55% yield.


TTM20242023202220212020201920182017201620152014
FSGGX
Fidelity Global ex U.S. Index Fund
2.57%2.91%2.95%2.64%2.60%1.71%2.85%2.66%2.09%2.06%2.44%2.61%
FTIHX
Fidelity Total International Index Fund
2.55%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

FSGGX vs. FTIHX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FSGGX and FTIHX. For additional features, visit the drawdowns tool.


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Volatility

FSGGX vs. FTIHX - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) has a higher volatility of 3.04% compared to Fidelity Total International Index Fund (FTIHX) at 2.88%. This indicates that FSGGX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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