FTRIX vs. SSHQX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and State Street Hedged International Developed Equity Index Fund (SSHQX).
FTRIX is managed by Fidelity. It was launched on Feb 5, 2008. SSHQX is managed by State Street. It was launched on May 29, 2015.
Performance
FTRIX vs. SSHQX - Performance Comparison
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FTRIX vs. SSHQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | -5.12% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
SSHQX State Street Hedged International Developed Equity Index Fund | 0.51% | 23.42% | 13.71% | 19.74% | -4.73% | 19.32% | -89.75% | 24.83% | -9.27% | 16.85% |
Returns By Period
In the year-to-date period, FTRIX achieves a -5.12% return, which is significantly lower than SSHQX's 0.51% return. Over the past 10 years, FTRIX has outperformed SSHQX with an annualized return of 15.06%, while SSHQX has yielded a comparatively lower -11.41% annualized return.
FTRIX
- 1D
- -0.57%
- 1M
- -7.42%
- YTD
- -5.12%
- 6M
- -0.56%
- 1Y
- 23.01%
- 3Y*
- 21.19%
- 5Y*
- 14.53%
- 10Y*
- 15.06%
SSHQX
- 1D
- 1.11%
- 1M
- -7.89%
- YTD
- 0.51%
- 6M
- 7.17%
- 1Y
- 18.98%
- 3Y*
- 15.87%
- 5Y*
- 12.28%
- 10Y*
- -11.41%
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FTRIX vs. SSHQX - Expense Ratio Comparison
FTRIX has a 0.65% expense ratio, which is higher than SSHQX's 0.20% expense ratio.
Return for Risk
FTRIX vs. SSHQX — Risk / Return Rank
FTRIX
SSHQX
FTRIX vs. SSHQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and State Street Hedged International Developed Equity Index Fund (SSHQX). 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.
| FTRIX | SSHQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.16 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.64 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.38 | +0.35 |
Martin ratioReturn relative to average drawdown | 8.13 | 5.90 | +2.23 |
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
| FTRIX | SSHQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.16 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | -0.36 | +1.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | -0.36 | +0.93 |
Correlation
The correlation between FTRIX and SSHQX is 0.73, 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
FTRIX vs. SSHQX - Dividend Comparison
FTRIX's dividend yield for the trailing twelve months is around 4.12%, more than SSHQX's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 4.12% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
SSHQX State Street Hedged International Developed Equity Index Fund | 3.58% | 3.60% | 3.11% | 3.77% | 22.27% | 2.93% | 2.03% | 5.14% | 7.33% | 3.12% | 4.30% | 0.00% |
Drawdowns
FTRIX vs. SSHQX - Drawdown Comparison
The maximum FTRIX drawdown since its inception was -52.46%, smaller than the maximum SSHQX drawdown of -92.12%. Use the drawdown chart below to compare losses from any high point for FTRIX and SSHQX.
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Drawdown Indicators
| FTRIX | SSHQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.46% | -92.12% | +39.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.41% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.31% | -14.79% | -8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -92.12% | +56.90% |
Current DrawdownCurrent decline from peak | -9.01% | -80.83% | +71.82% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -51.82% | +45.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.81% | -0.21% |
Volatility
FTRIX vs. SSHQX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) is 4.35%, while State Street Hedged International Developed Equity Index Fund (SSHQX) has a volatility of 5.73%. This indicates that FTRIX experiences smaller price fluctuations and is considered to be less risky than SSHQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRIX | SSHQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 5.73% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 9.22% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 15.62% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 13.30% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 32.22% | -14.12% |