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FSQIX vs. GQJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSQIX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable International Equity Fund (FSQIX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

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FSQIX vs. GQJPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FSQIX
Fidelity Sustainable International Equity Fund
-4.75%26.26%7.85%13.35%-16.42%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.87%24.88%7.39%18.06%-13.04%

Returns By Period

In the year-to-date period, FSQIX achieves a -4.75% return, which is significantly lower than GQJPX's 3.87% return.


FSQIX

1D
0.36%
1M
-12.46%
YTD
-4.75%
6M
0.25%
1Y
17.62%
3Y*
11.07%
5Y*
10Y*

GQJPX

1D
-0.32%
1M
-7.07%
YTD
3.87%
6M
9.04%
1Y
17.20%
3Y*
17.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSQIX vs. GQJPX - Expense Ratio Comparison

FSQIX has a 1.05% expense ratio, which is higher than GQJPX's 0.91% expense ratio.


Return for Risk

FSQIX vs. GQJPX — Risk / Return Rank

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

FSQIX
FSQIX Risk / Return Rank: 4040
Overall Rank
FSQIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSQIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FSQIX Omega Ratio Rank: 3636
Omega Ratio Rank
FSQIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FSQIX Martin Ratio Rank: 4242
Martin Ratio Rank

GQJPX
GQJPX Risk / Return Rank: 7474
Overall Rank
GQJPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7474
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6969
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.

FSQIX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable International Equity Fund (FSQIX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.


FSQIXGQJPXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.39

-0.52

Sortino ratio

Return per unit of downside risk

1.27

1.81

-0.54

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

1.14

1.71

-0.57

Martin ratio

Return relative to average drawdown

4.41

6.57

-2.16

FSQIX vs. GQJPX - Sharpe Ratio Comparison

The current FSQIX Sharpe Ratio is 0.87, which is lower than the GQJPX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FSQIX and GQJPX, 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


FSQIXGQJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.39

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.68

-0.38

Correlation

The correlation between FSQIX and GQJPX is 0.74, 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

FSQIX vs. GQJPX - Dividend Comparison

FSQIX's dividend yield for the trailing twelve months is around 2.26%, less than GQJPX's 3.10% yield.


TTM20252024202320222021
FSQIX
Fidelity Sustainable International Equity Fund
2.26%2.15%1.93%1.62%0.54%0.00%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.10%3.22%3.35%4.50%5.59%1.75%

Drawdowns

FSQIX vs. GQJPX - Drawdown Comparison

The maximum FSQIX drawdown since its inception was -27.85%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for FSQIX and GQJPX.


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Drawdown Indicators


FSQIXGQJPXDifference

Max Drawdown

Largest peak-to-trough decline

-27.85%

-21.83%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-8.78%

-4.48%

Current Drawdown

Current decline from peak

-12.94%

-7.28%

-5.66%

Average Drawdown

Average peak-to-trough decline

-7.69%

-5.58%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.46%

+0.96%

Volatility

FSQIX vs. GQJPX - Volatility Comparison

Fidelity Sustainable International Equity Fund (FSQIX) has a higher volatility of 8.07% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.40%. This indicates that FSQIX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSQIXGQJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

5.40%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

8.01%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

12.39%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

13.05%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

13.05%

+4.24%