TIGGX vs. FLCPX

Last updated Aug 1, 2026

TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and FLCPX (Fidelity SAI U.S. Large Cap Index Fund) are both mutual funds - TIGGX is a Global Equities fund managed by Goldman Sachs, while FLCPX is a Large Cap Blend Equities fund managed by Fidelity. Over the past 10 years, TIGGX returned 11.50%/yr vs 15.00%/yr for FLCPX. Their correlation of 0.92 means they have usually moved in the same direction. TIGGX charges 0.97%/yr vs 0.02%/yr for FLCPX.

Performance

TIGGX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIGGX achieves a 8.51% return, which is significantly lower than FLCPX's 9.36% return. Over the past 10 years, TIGGX has underperformed FLCPX with an annualized return of 11.50%, while FLCPX has yielded a comparatively higher 15.00% annualized return.

TIGGX

• 1D: 1.51%
• 1M: -0.71%
• 6M: 5.87%
• YTD: 8.51%
• 1Y: 20.05%
• 3Y*: 17.24%
• 5Y*: 10.68%
• 10Y*: 11.50%
• ALL TIME*: 8.60%

FLCPX

• 1D: 1.67%
• 1M: -0.57%
• 6M: 7.78%
• YTD: 9.36%
• 1Y: 20.62%
• 3Y*: 19.06%
• 5Y*: 12.70%
• 10Y*: 15.00%
• ALL TIME*: 16.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FLCPX Fidelity SAI U.S. Large Cap Index Fund	$0.00	$0.00	$0.00
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	$0.00	$0.00	$0.00

TIGGX vs. FLCPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	8.51%	19.03%	19.85%	20.23%	-15.36%	22.25%	12.24%	21.51%	-9.63%	19.15%
FLCPX Fidelity SAI U.S. Large Cap Index Fund	9.36%	17.84%	25.08%	26.25%	-18.06%	28.61%	18.24%	31.59%	-4.38%	21.74%

Correlation

The correlation between TIGGX and FLCPX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.92
Correlation (All Time) Calculated using the full available price history since Feb 12, 2016	0.92

The correlation between TIGGX and FLCPX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Return for Risk

TIGGX vs. FLCPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TIGGX

TIGGX Risk / Return Rank: 59
TIGGX Sharpe Ratio Rank: 57
TIGGX Sortino Ratio Rank: 55
TIGGX Omega Ratio Rank: 55
TIGGX Calmar Ratio Rank: 57
TIGGX Martin Ratio Rank: 69

FLCPX

FLCPX Risk / Return Rank: 63
FLCPX Sharpe Ratio Rank: 60
FLCPX Sortino Ratio Rank: 57
FLCPX Omega Ratio Rank: 58
FLCPX Calmar Ratio Rank: 64
FLCPX Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TIGGX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.

	TIGGX	FLCPX	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.43	+0.05
Sortino ratio: Return per unit of downside risk	2.11	2.00	+0.11
Omega ratio: Gain probability vs. loss probability	1.27	1.26	+0.01
Calmar ratio: Return relative to maximum drawdown	2.06	2.07	-0.01
Martin ratio: Return relative to average drawdown	8.77	8.89	-0.11

TIGGX vs. FLCPX - Sharpe Ratio Comparison

The current TIGGX Sharpe Ratio is 1.48, which is comparable to the FLCPX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of TIGGX and FLCPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TIGGX vs. FLCPX - Drawdown Comparison

The maximum TIGGX drawdown since its inception was -50.68%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for TIGGX and FLCPX.

Drawdown Indicators

	TIGGX	FLCPX	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-33.87%	-16.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-8.89%	-0.03%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-18.76%	+2.66%
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	-24.40%	+2.69%
Max Drawdown (10Y) Largest decline over 10 years	-32.91%	-33.87%	+0.96%
Current Drawdown Current decline from peak	-1.97%	-2.10%	+0.13%
Average Drawdown Average peak-to-trough decline	-6.97%	-4.15%	-2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	2.07%	+0.02%

Volatility

TIGGX vs. FLCPX - Volatility Comparison

Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 3.52% and 3.44%, 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.

Volatility by Period

	TIGGX	FLCPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	3.44%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	10.08%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	12.87%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.38%	17.18%	-2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.19%	18.16%	-2.97%

TIGGX vs. FLCPX - Expense Ratio Comparison

TIGGX has a 0.97% expense ratio, which is higher than FLCPX's 0.02% expense ratio.

Dividends

TIGGX vs. FLCPX - Dividend Comparison

TIGGX's dividend yield for the trailing twelve months is around 4.92%, more than FLCPX's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCPX Fidelity SAI U.S. Large Cap Index Fund	0.51%	0.56%	6.11%	7.05%	11.23%	10.38%	3.93%	1.74%	2.18%	1.57%	0.76%	0.00%
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	4.92%	5.34%	2.90%	1.31%	3.61%	1.78%	1.15%	1.65%	0.81%	1.34%	1.12%	1.78%

Frequently Asked Questions

Can I hold both TIGGX and FLCPX in my portfolio?

With a correlation of 0.97, TIGGX and FLCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TIGGX or FLCPX?

TIGGX has higher volatility (3.52%) compared to FLCPX (3.44%). In terms of maximum drawdown, TIGGX dropped -50.68% vs FLCPX's -33.87%.

Which has better risk-adjusted returns?

TIGGX currently has the higher Sharpe Ratio (1.48 vs 1.43), 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.