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LGGG.L vs. FUQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGGG.L vs. FUQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Global Equity UCITS ETF (LGGG.L) and Fidelity SAI U.S. Quality Index Fund (FUQIX). The values are adjusted to include any dividend payments, if applicable.

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LGGG.L vs. FUQIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LGGG.L
L&G Global Equity UCITS ETF
-1.44%12.92%21.13%18.08%-8.24%23.53%12.41%22.99%-4.89%
FUQIX
Fidelity SAI U.S. Quality Index Fund
-6.71%8.44%26.50%23.15%-8.35%29.50%17.13%29.54%-6.41%
Different Trading Currencies

LGGG.L is traded in GBp, while FUQIX is traded in USD. To make them comparable, the FUQIX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LGGG.L achieves a -1.44% return, which is significantly higher than FUQIX's -6.71% return.


LGGG.L

1D
1.83%
1M
-3.39%
YTD
-1.44%
6M
1.96%
1Y
16.98%
3Y*
14.96%
5Y*
11.49%
10Y*

FUQIX

1D
2.55%
1M
-5.24%
YTD
-6.71%
6M
-5.66%
1Y
6.98%
3Y*
13.83%
5Y*
12.48%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGGG.L vs. FUQIX - Expense Ratio Comparison

Both LGGG.L and FUQIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

LGGG.L vs. FUQIX — Risk / Return Rank

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

LGGG.L
LGGG.L Risk / Return Rank: 7272
Overall Rank
LGGG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LGGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
LGGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
LGGG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LGGG.L Martin Ratio Rank: 8181
Martin Ratio Rank

FUQIX
FUQIX Risk / Return Rank: 2020
Overall Rank
FUQIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FUQIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
FUQIX Omega Ratio Rank: 1919
Omega Ratio Rank
FUQIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FUQIX Martin Ratio Rank: 2222
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.

LGGG.L vs. FUQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (LGGG.L) and Fidelity SAI U.S. Quality Index Fund (FUQIX). 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.


LGGG.LFUQIXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.39

+0.81

Sortino ratio

Return per unit of downside risk

1.69

0.68

+1.01

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

2.56

0.51

+2.04

Martin ratio

Return relative to average drawdown

9.54

1.71

+7.83

LGGG.L vs. FUQIX - Sharpe Ratio Comparison

The current LGGG.L Sharpe Ratio is 1.20, which is higher than the FUQIX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of LGGG.L and FUQIX, 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


LGGG.LFUQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.39

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.77

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.85

-0.04

Correlation

The correlation between LGGG.L and FUQIX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGGG.L vs. FUQIX - Dividend Comparison

LGGG.L has not paid dividends to shareholders, while FUQIX's dividend yield for the trailing twelve months is around 3.97%.


TTM20252024202320222021202020192018201720162015
LGGG.L
L&G Global Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FUQIX
Fidelity SAI U.S. Quality Index Fund
3.97%3.63%12.80%2.38%1.42%8.55%9.46%13.68%2.41%3.79%1.57%0.29%

Drawdowns

LGGG.L vs. FUQIX - Drawdown Comparison

The maximum LGGG.L drawdown since its inception was -25.38%, which is greater than FUQIX's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for LGGG.L and FUQIX.


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Drawdown Indicators


LGGG.LFUQIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.38%

-31.19%

+5.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-12.31%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.68%

-24.96%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-3.71%

-9.68%

+5.97%

Average Drawdown

Average peak-to-trough decline

-3.27%

-4.29%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.13%

-1.34%

Volatility

LGGG.L vs. FUQIX - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (LGGG.L) is 4.32%, while Fidelity SAI U.S. Quality Index Fund (FUQIX) has a volatility of 4.77%. This indicates that LGGG.L experiences smaller price fluctuations and is considered to be less risky than FUQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGG.LFUQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.77%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

9.83%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

18.43%

-4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

16.29%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

18.49%

-3.30%