FTGRX vs. FSPSX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and Fidelity International Index Fund (FSPSX).
FTGRX is managed by Fidelity. It was launched on Feb 5, 2008. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
FTGRX vs. FSPSX - Performance Comparison
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FTGRX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | -5.21% | 26.22% | 25.36% | 25.83% | -9.51% | 25.63% | 12.30% | 30.47% | -7.95% | 17.25% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, FTGRX achieves a -5.21% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FTGRX has outperformed FSPSX with an annualized return of 14.47%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
FTGRX
- 1D
- -0.55%
- 1M
- -7.47%
- YTD
- -5.21%
- 6M
- -0.79%
- 1Y
- 22.41%
- 3Y*
- 20.56%
- 5Y*
- 13.93%
- 10Y*
- 14.47%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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FTGRX vs. FSPSX - Expense Ratio Comparison
FTGRX has a 1.15% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
FTGRX vs. FSPSX — Risk / Return Rank
FTGRX
FSPSX
FTGRX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) 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.
| FTGRX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.11 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.56 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.54 | +0.14 |
Martin ratioReturn relative to average drawdown | 7.85 | 5.93 | +1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGRX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.11 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.53 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between FTGRX and FSPSX 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.
Dividends
FTGRX vs. FSPSX - Dividend Comparison
FTGRX's dividend yield for the trailing twelve months is around 3.63%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | 3.63% | 3.44% | 2.20% | 1.60% | 3.88% | 4.34% | 7.59% | 12.62% | 21.28% | 15.95% | 1.52% | 3.66% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
FTGRX vs. FSPSX - Drawdown Comparison
The maximum FTGRX drawdown since its inception was -52.75%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTGRX and FSPSX.
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Drawdown Indicators
| FTGRX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -33.69% | -19.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.39% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -29.41% | +5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -33.69% | -1.62% |
Current DrawdownCurrent decline from peak | -9.06% | -10.86% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -6.59% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.96% | -0.35% |
Volatility
FTGRX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) is 4.37%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FTGRX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGRX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 7.04% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 10.63% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 16.79% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 15.77% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 16.47% | +1.64% |