TIGGX vs. FLCPX

Last updated Jun 24, 2026

TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and FLCPX (Fidelity SAI U.S. Large Cap Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, TIGGX returned 12.30%/yr vs 15.80%/yr for FLCPX. Their correlation of 0.92 suggests significant overlap in exposure. 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

The year-to-date returns for both stocks are quite close, with TIGGX having a 10.02% return and FLCPX slightly lower at 9.81%. Over the past 10 years, TIGGX has underperformed FLCPX with an annualized return of 12.30%, while FLCPX has yielded a comparatively higher 15.80% annualized return.

TIGGX

• 1D: -0.06%
• 1M: 1.66%
• YTD: 10.02%
• 6M: 9.19%
• 1Y: 25.00%
• 3Y*: 19.77%
• 5Y*: 11.41%
• 10Y*: 12.30%

FLCPX

• 1D: -0.37%
• 1M: 0.10%
• YTD: 9.81%
• 6M: 8.81%
• 1Y: 25.50%
• 3Y*: 21.42%
• 5Y*: 13.62%
• 10Y*: 15.80%

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

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	10.02%	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	9.81%	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 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	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 0.91 to 0.96 - a consistent structural relationship.

Return for Risk

TIGGX vs. FLCPX — Risk / Return Rank

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

TIGGX

TIGGX Risk / Return Rank: 66
TIGGX Sharpe Ratio Rank: 67
TIGGX Sortino Ratio Rank: 63
TIGGX Omega Ratio Rank: 64
TIGGX Calmar Ratio Rank: 65
TIGGX Martin Ratio Rank: 73

FLCPX

FLCPX Risk / Return Rank: 66
FLCPX Sharpe Ratio Rank: 64
FLCPX Sortino Ratio Rank: 58
FLCPX Omega Ratio Rank: 59
FLCPX Calmar Ratio Rank: 68
FLCPX Martin Ratio Rank: 79

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.

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	2.20	2.16	+0.04
Sortino ratio: Return per unit of downside risk	3.04	2.92	+0.12
Omega ratio: Gain probability vs. loss probability	1.40	1.39	+0.01
Calmar ratio: Return relative to maximum drawdown	2.95	3.03	-0.08
Martin ratio: Return relative to average drawdown	13.00	13.66	-0.67

TIGGX vs. FLCPX - Sharpe Ratio Comparison

The current TIGGX Sharpe Ratio is 2.20, which is comparable to the FLCPX Sharpe Ratio of 2.16. 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	-0.60%	-1.71%	+1.11%
Average Drawdown Average peak-to-trough decline	-7.01%	-4.17%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.97%	+0.04%

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 4.59% and 4.67%, 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	4.59%	4.67%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	9.90%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	12.51%	-0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.35%	17.16%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.26%	18.21%	-2.95%

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 4.85%, 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	4.85%	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 0.96, 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?

FLCPX has higher volatility (4.67%) compared to TIGGX (4.59%). 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 (2.20 vs 2.16), 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.