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FSGGX vs. VFSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSGGX vs. VFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX). The values are adjusted to include any dividend payments, if applicable.

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FSGGX vs. VFSAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSGGX
Fidelity Global ex U.S. Index Fund
-1.18%32.93%5.30%15.57%-15.75%7.74%10.73%13.75%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
-1.10%29.89%2.58%15.13%-21.30%12.68%11.90%13.47%

Returns By Period

In the year-to-date period, FSGGX achieves a -1.18% return, which is significantly lower than VFSAX's -1.10% return.


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%

VFSAX

1D
-0.57%
1M
-11.48%
YTD
-1.10%
6M
1.44%
1Y
26.75%
3Y*
12.70%
5Y*
5.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSGGX vs. VFSAX - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is lower than VFSAX's 0.16% 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%.


Return for Risk

FSGGX vs. VFSAX — Risk / Return Rank

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

FSGGX
FSGGX Risk / Return Rank: 7878
Overall Rank
FSGGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSGGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FSGGX Omega Ratio Rank: 7676
Omega Ratio Rank
FSGGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSGGX Martin Ratio Rank: 7777
Martin Ratio Rank

VFSAX
VFSAX Risk / Return Rank: 8585
Overall Rank
VFSAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VFSAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VFSAX Omega Ratio Rank: 8585
Omega Ratio Rank
VFSAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VFSAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSGGX vs. VFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX). 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.


FSGGXVFSAXDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.78

-0.36

Sortino ratio

Return per unit of downside risk

1.93

2.29

-0.37

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

1.89

2.09

-0.20

Martin ratio

Return relative to average drawdown

7.45

8.37

-0.92

FSGGX vs. VFSAX - Sharpe Ratio Comparison

The current FSGGX Sharpe Ratio is 1.42, which is comparable to the VFSAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FSGGX and VFSAX, 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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Sharpe Ratios by Period


FSGGXVFSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.78

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.35

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.46

-0.03

Correlation

The correlation between FSGGX and VFSAX is 0.94, 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

FSGGX vs. VFSAX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.73%, less than VFSAX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
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%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
3.34%3.31%3.36%3.06%2.22%2.67%1.85%3.19%0.00%0.00%0.00%0.00%

Drawdowns

FSGGX vs. VFSAX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, smaller than the maximum VFSAX drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for FSGGX and VFSAX.


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Drawdown Indicators


FSGGXVFSAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.76%

-39.86%

+5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-11.48%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-33.81%

+4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.76%

Current Drawdown

Current decline from peak

-11.26%

-11.48%

+0.22%

Average Drawdown

Average peak-to-trough decline

-7.41%

-9.42%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.86%

-0.01%

Volatility

FSGGX vs. VFSAX - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) has a higher volatility of 7.25% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) at 6.00%. This indicates that FSGGX's price experiences larger fluctuations and is considered to be riskier than VFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSGGXVFSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

6.00%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

9.85%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

14.43%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

14.86%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

17.01%

-0.92%