SSHQX vs. FTRIX
Compare and contrast key facts about State Street Hedged International Developed Equity Index Fund (SSHQX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX).
SSHQX is managed by State Street. It was launched on May 29, 2015. FTRIX is managed by Fidelity. It was launched on Feb 5, 2008.
Performance
SSHQX vs. FTRIX - Performance Comparison
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SSHQX vs. FTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSHQX State Street Hedged International Developed Equity Index Fund | 2.41% | 23.42% | 13.71% | 19.74% | -4.73% | 19.32% | -89.75% | 24.83% | -9.27% | 16.85% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | -2.11% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
Returns By Period
In the year-to-date period, SSHQX achieves a 2.41% return, which is significantly higher than FTRIX's -2.11% return. Over the past 10 years, SSHQX has underperformed FTRIX with an annualized return of -11.24%, while FTRIX has yielded a comparatively higher 15.42% annualized return.
SSHQX
- 1D
- 1.89%
- 1M
- -4.81%
- YTD
- 2.41%
- 6M
- 8.34%
- 1Y
- 21.02%
- 3Y*
- 16.59%
- 5Y*
- 12.47%
- 10Y*
- -11.24%
FTRIX
- 1D
- 3.17%
- 1M
- -4.70%
- YTD
- -2.11%
- 6M
- 2.49%
- 1Y
- 26.36%
- 3Y*
- 22.46%
- 5Y*
- 14.91%
- 10Y*
- 15.42%
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SSHQX vs. FTRIX - Expense Ratio Comparison
SSHQX has a 0.20% expense ratio, which is lower than FTRIX's 0.65% expense ratio.
Return for Risk
SSHQX vs. FTRIX — Risk / Return Rank
SSHQX
FTRIX
SSHQX vs. FTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Hedged International Developed Equity Index Fund (SSHQX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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.
| SSHQX | FTRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.47 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.09 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.25 | -0.48 |
Martin ratioReturn relative to average drawdown | 7.39 | 10.43 | -3.05 |
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
| SSHQX | FTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.47 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.90 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.35 | 0.85 | -1.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | 0.57 | -0.93 |
Correlation
The correlation between SSHQX and FTRIX 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
SSHQX vs. FTRIX - Dividend Comparison
SSHQX's dividend yield for the trailing twelve months is around 3.52%, less than FTRIX's 3.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSHQX State Street Hedged International Developed Equity Index Fund | 3.52% | 3.60% | 3.11% | 3.77% | 22.27% | 2.93% | 2.03% | 5.14% | 7.33% | 3.12% | 4.30% | 0.00% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 3.99% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
Drawdowns
SSHQX vs. FTRIX - Drawdown Comparison
The maximum SSHQX drawdown since its inception was -92.12%, which is greater than FTRIX's maximum drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for SSHQX and FTRIX.
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Drawdown Indicators
| SSHQX | FTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.12% | -52.46% | -39.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -12.15% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -23.31% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -92.12% | -35.22% | -56.90% |
Current DrawdownCurrent decline from peak | -80.46% | -6.13% | -74.33% |
Average DrawdownAverage peak-to-trough decline | -51.83% | -6.59% | -45.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.62% | +0.12% |
Volatility
SSHQX vs. FTRIX - Volatility Comparison
State Street Hedged International Developed Equity Index Fund (SSHQX) has a higher volatility of 6.05% compared to Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) at 5.56%. This indicates that SSHQX's price experiences larger fluctuations and is considered to be riskier than FTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSHQX | FTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 5.56% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 9.77% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 18.38% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 16.72% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.23% | 18.13% | +14.10% |