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GGEFX vs. FSKAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGEFX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Summitry Equity Fund (GGEFX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGEFX achieves a -1.23% return, which is significantly lower than FSKAX's 10.81% return. Over the past 10 years, GGEFX has underperformed FSKAX with an annualized return of 12.00%, while FSKAX has yielded a comparatively higher 15.04% annualized return.


GGEFX

1D
1.04%
1M
-0.73%
YTD
-1.23%
6M
-1.23%
1Y
8.05%
3Y*
15.08%
5Y*
9.35%
10Y*
12.00%

FSKAX

1D
1.15%
1M
0.90%
YTD
10.81%
6M
10.02%
1Y
27.57%
3Y*
20.73%
5Y*
12.91%
10Y*
15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGEFX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGEFX
Summitry Equity Fund
-1.23%11.26%25.39%30.93%-20.46%25.28%15.38%29.92%-7.63%12.55%
FSKAX
Fidelity Total Market Index Fund
10.81%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Correlation

The correlation between GGEFX and FSKAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.93

The correlation between GGEFX and FSKAX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

GGEFX vs. FSKAX — Risk / Return Rank

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

GGEFX
GGEFX Risk / Return Rank: 77
Overall Rank
GGEFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GGEFX Sortino Ratio Rank: 77
Sortino Ratio Rank
GGEFX Omega Ratio Rank: 77
Omega Ratio Rank
GGEFX Calmar Ratio Rank: 66
Calmar Ratio Rank
GGEFX Martin Ratio Rank: 77
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 6565
Overall Rank
FSKAX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5757
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7979
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.

GGEFX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Summitry Equity Fund (GGEFX) and Fidelity Total Market Index Fund (FSKAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGEFXFSKAXDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.10

1.38

-0.28

Calmar ratioReturn relative to maximum drawdown

0.55

3.08

-2.52

Martin ratioReturn relative to average drawdown

1.80

13.71

-11.92

GGEFX vs. FSKAX - Sharpe Ratio Comparison

The current GGEFX Sharpe Ratio is 0.52, which is lower than the FSKAX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of GGEFX and FSKAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGEFX vs. FSKAX - Drawdown Comparison

The maximum GGEFX drawdown since its inception was -37.49%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for GGEFX and FSKAX.


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Drawdown Indicators


GGEFXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.49%

-35.01%

-2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-8.92%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-19.43%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-25.39%

-1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.49%

-35.01%

-2.48%

Current Drawdown

Current decline from peak

-5.52%

-1.14%

-4.38%

Average Drawdown

Average peak-to-trough decline

-4.72%

-4.01%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

2.00%

+2.27%

Volatility

GGEFX vs. FSKAX - Volatility Comparison

Summitry Equity Fund (GGEFX) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.82% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGEFXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.91%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

10.16%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

12.88%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

17.51%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

18.50%

+1.02%

GGEFX vs. FSKAX - Expense Ratio Comparison

GGEFX has a 1.25% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Dividends

GGEFX vs. FSKAX - Dividend Comparison

GGEFX's dividend yield for the trailing twelve months is around 17.12%, more than FSKAX's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
0.94%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
GGEFX
Summitry Equity Fund
17.12%16.91%9.19%8.39%16.43%6.82%0.00%5.18%8.33%8.20%7.93%12.92%

Frequently Asked Questions


GGEFX and FSKAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSKAX has higher volatility (4.91%) compared to GGEFX (4.82%). In terms of maximum drawdown, GGEFX dropped -37.49% vs FSKAX's -35.01%.

FSKAX currently has the higher Sharpe Ratio (2.13 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GGEFX and FSKAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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