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

Correlation

The correlation between FSGGX and VTIAX is 0.78, 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. VTIAX - 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 Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

95.00%100.00%105.00%110.00%115.00%120.00%125.00%130.00%NovemberDecember2025FebruaryMarchApril
125.37%
126.65%
FSGGX
VTIAX

Key characteristics

Sharpe Ratio

FSGGX:

0.77

VTIAX:

0.76

Sortino Ratio

FSGGX:

1.15

VTIAX:

1.13

Omega Ratio

FSGGX:

1.16

VTIAX:

1.15

Calmar Ratio

FSGGX:

0.93

VTIAX:

0.90

Martin Ratio

FSGGX:

2.88

VTIAX:

2.79

Ulcer Index

FSGGX:

4.28%

VTIAX:

4.23%

Daily Std Dev

FSGGX:

16.07%

VTIAX:

15.65%

Max Drawdown

FSGGX:

-34.76%

VTIAX:

-35.82%

Current Drawdown

FSGGX:

-1.51%

VTIAX:

-1.45%

Returns By Period

In the year-to-date period, FSGGX achieves a 8.25% return, which is significantly higher than VTIAX's 7.60% return. Both investments have delivered pretty close results over the past 10 years, with FSGGX having a 4.59% annualized return and VTIAX not far ahead at 4.74%.


FSGGX

YTD

8.25%

1M

-0.70%

6M

3.42%

1Y

11.07%

5Y*

10.77%

10Y*

4.59%

VTIAX

YTD

7.60%

1M

-0.56%

6M

3.24%

1Y

10.72%

5Y*

10.91%

10Y*

4.74%

*Annualized

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FSGGX vs. VTIAX - Expense Ratio Comparison

FSGGX has a 0.06% expense ratio, which is lower than VTIAX's 0.11% 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%.


Expense ratio chart for VTIAX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIAX: 0.11%
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%

Risk-Adjusted Performance

FSGGX vs. VTIAX — 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

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 7373
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX 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. VTIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global ex U.S. Index Fund (FSGGX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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
VTIAX: 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
VTIAX: 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
VTIAX: 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
VTIAX: 0.90
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
VTIAX: 2.79

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

Dividends

FSGGX vs. VTIAX - Dividend Comparison

FSGGX's dividend yield for the trailing twelve months is around 2.69%, less than VTIAX's 3.05% 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%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.05%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

FSGGX vs. VTIAX - Drawdown Comparison

The maximum FSGGX drawdown since its inception was -34.76%, roughly equal to the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for FSGGX and VTIAX. 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%
-1.45%
FSGGX
VTIAX

Volatility

FSGGX vs. VTIAX - Volatility Comparison

Fidelity Global ex U.S. Index Fund (FSGGX) has a higher volatility of 10.43% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 9.89%. This indicates that FSGGX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. 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%
9.89%
FSGGX
VTIAX