USGLX vs. FDSSX
USGLX (John Hancock U.S. Global Leaders Growth Fund) and FDSSX (Fidelity Stock Selector All Cap Fund) are both Large Cap Growth Equities funds. Over the past 10 years, USGLX returned 10.88%/yr vs 14.84%/yr for FDSSX. Their correlation of 0.88 means they have usually moved in the same direction. USGLX charges 1.13%/yr vs 0.68%/yr for FDSSX.
Performance
USGLX vs. FDSSX - Performance Comparison
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Returns By Period
In the year-to-date period, USGLX achieves a -4.06% return, which is significantly lower than FDSSX's 14.50% return. Over the past 10 years, USGLX has underperformed FDSSX with an annualized return of 10.88%, while FDSSX has yielded a comparatively higher 14.84% annualized return.
USGLX
- 1D
- 1.16%
- 1M
- -0.24%
- 6M
- -1.01%
- YTD
- -4.06%
- 1Y
- -2.62%
- 3Y*
- 7.46%
- 5Y*
- 1.66%
- 10Y*
- 10.88%
- ALL TIME*
- 9.67%
FDSSX
- 1D
- 1.87%
- 1M
- -0.79%
- 6M
- 11.52%
- YTD
- 14.50%
- 1Y
- 28.35%
- 3Y*
- 19.68%
- 5Y*
- 12.00%
- 10Y*
- 14.84%
- ALL TIME*
- 11.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
USGLX vs. FDSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USGLX John Hancock U.S. Global Leaders Growth Fund | -4.06% | 2.94% | 18.17% | 29.14% | -29.76% | 19.18% | 35.40% | 33.07% | 3.35% | 25.38% |
FDSSX Fidelity Stock Selector All Cap Fund | 14.50% | 18.89% | 19.79% | 26.94% | -19.55% | 23.14% | 24.90% | 32.21% | -8.61% | 24.42% |
Correlation
The correlation between USGLX and FDSSX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 1995 | 0.88 |
The correlation between USGLX and FDSSX shifts across timeframes, from 0.75 (1 year) to 0.89 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
USGLX vs. FDSSX — Risk / Return Rank
USGLX
FDSSX
USGLX vs. FDSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. Global Leaders Growth Fund (USGLX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.
| USGLX | FDSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.33 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.83 | -3.17 |
| Martin ratioReturn relative to average drawdown | -0.93 | 12.79 | -13.72 |
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Drawdowns
USGLX vs. FDSSX - Drawdown Comparison
The maximum USGLX drawdown since its inception was -46.82%, smaller than the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for USGLX and FDSSX.
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Drawdown Indicators
| USGLX | FDSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.82% | -56.77% | +9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -15.97% | -9.19% | -6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.58% | -20.86% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -25.22% | -11.58% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -34.37% | -2.43% |
Current DrawdownCurrent decline from peak | -14.59% | -2.29% | -12.30% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -9.85% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 2.03% | +3.91% |
Volatility
USGLX vs. FDSSX - Volatility Comparison
John Hancock U.S. Global Leaders Growth Fund (USGLX) and Fidelity Stock Selector All Cap Fund (FDSSX) have volatilities of 3.68% and 3.73%, 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
| USGLX | FDSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.73% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 11.38% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 14.26% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 17.90% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 18.58% | +1.65% |
USGLX vs. FDSSX - Expense Ratio Comparison
USGLX has a 1.13% expense ratio, which is higher than FDSSX's 0.68% expense ratio.
Dividends
USGLX vs. FDSSX - Dividend Comparison
USGLX's dividend yield for the trailing twelve months is around 29.59%, more than FDSSX's 4.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDSSX Fidelity Stock Selector All Cap Fund | 4.18% | 4.79% | 4.83% | 2.03% | 0.36% | 0.84% | 5.22% | 6.09% | 4.46% | 3.07% | 1.04% | 5.16% |
USGLX John Hancock U.S. Global Leaders Growth Fund | 29.59% | 28.38% | 15.79% | 0.00% | 0.00% | 8.75% | 11.38% | 6.76% | 13.55% | 7.34% | 5.42% | 6.57% |
Frequently Asked Questions
USGLX and FDSSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDSSX has higher volatility (3.73%) compared to USGLX (3.68%). In terms of maximum drawdown, USGLX dropped -46.82% vs FDSSX's -56.77%.
FDSSX currently has the higher Sharpe Ratio (1.82 vs -0.39), 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.
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