PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity International Index Fund (FSPSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS3159117270
CUSIP315911727
IssuerFidelity
Inception DateNov 5, 1997
CategoryLarge Cap Blend Equities, Foreign Large Cap Equities
Min. Investment$0
Home Pagefundresearch.fidelity.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Fidelity International Index Fund has an expense ratio of 0.04% which is considered to be low.


Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity International Index Fund

Popular comparisons: FSPSX vs. FTIHX, FSPSX vs. FZILX, FSPSX vs. VXUS, FSPSX vs. FSGGX, FSPSX vs. RERGX, FSPSX vs. IEFA, FSPSX vs. EEMV, FSPSX vs. VEMAX, FSPSX vs. FIENX, FSPSX vs. FITFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity International Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.16%
22.59%
FSPSX (Fidelity International Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity International Index Fund had a return of 3.16% year-to-date (YTD) and 10.23% in the last 12 months. Over the past 10 years, Fidelity International Index Fund had an annualized return of 4.65%, while the S&P 500 had an annualized return of 10.55%, indicating that Fidelity International Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.16%6.33%
1 month-2.21%-2.81%
6 months18.43%21.13%
1 year10.23%24.56%
5 years (annualized)6.44%11.55%
10 years (annualized)4.65%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.36%2.73%3.34%
2023-3.59%-3.23%8.55%5.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FSPSX is 35, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FSPSX is 3535
Fidelity International Index Fund(FSPSX)
The Sharpe Ratio Rank of FSPSX is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3232Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 3030Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5050Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.000.75
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.0012.001.16
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.000.62
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 2.24, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.0012.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Fidelity International Index Fund Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.75
1.91
FSPSX (Fidelity International Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity International Index Fund granted a 3.08% dividend yield in the last twelve months. The annual payout for that period amounted to $1.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.50$1.32$1.10$1.51$0.84$1.37$1.01$1.08$1.09$1.00$1.31$1.05

Dividend yield

3.08%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity International Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.32
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10
2021$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84
2019$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.27
2018$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97
2017$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.05
2016$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02
2015$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99
2014$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03
2013$1.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.74%
-3.48%
FSPSX (Fidelity International Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity International Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity International Index Fund was 33.69%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Fidelity International Index Fund drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.69%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.41%Sep 8, 2021266Sep 27, 2022348Feb 15, 2024614
-22.8%Jul 7, 2014405Feb 11, 2016309May 4, 2017714
-16.29%Mar 20, 201252Jun 1, 201271Sep 13, 2012123
-15.96%Oct 28, 201120Nov 25, 201158Feb 21, 201278

Volatility

Volatility Chart

The current Fidelity International Index Fund volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.36%
3.59%
FSPSX (Fidelity International Index Fund)
Benchmark (^GSPC)