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ISIN
US3159117270
CUSIP
315911727
Issuer
Fidelity
Inception Date
Nov 5, 1997
Min. Investment
$0
Index Tracked
MSCI EAFE Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FSPSX Performance Chart

Fidelity International Index Fund (FSPSX) is up 10.5% since the beginning of the year. FSPSX is currently trading at $67 per share. Investors who bought $1,000 worth of FSPSX shares 5 years ago would now be looking at an investment worth $1,574.


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S&P 500 Index

Returns By Period

Fidelity International Index Fund (FSPSX) has returned 10.54% so far this year and 25.44% over the past 12 months. Over the last ten years, FSPSX has returned 9.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


Fidelity International Index Fund

1D
0.76%
1M
1.93%
YTD
10.54%
6M
11.42%
1Y
25.44%
3Y*
16.37%
5Y*
9.50%
10Y*
9.67%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSPSX Monthly Returns History

Based on dividend-adjusted daily data since Sep 8, 2011, FSPSX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FSPSX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.00%4.76%-8.22%5.78%2.53%0.96%10.54%
20254.99%2.93%-0.10%4.07%4.72%2.50%-2.41%4.70%2.39%1.02%0.66%2.87%31.98%
2024-0.36%2.73%3.34%-3.06%5.06%-2.09%2.95%3.36%0.83%-5.51%-0.22%-2.83%3.70%
20238.50%-2.91%3.09%2.75%-3.92%4.53%2.75%-3.77%-3.59%-3.23%8.55%5.44%18.31%
2022-3.79%-3.12%0.11%-6.59%1.93%-9.04%5.12%-5.73%-9.45%5.93%13.71%-1.80%-14.23%
2021-1.21%2.26%2.41%3.00%3.71%-1.43%0.85%1.74%-3.36%3.03%-4.32%4.67%11.45%

Benchmark Metrics

Fidelity International Index Fund has an annualized alpha of -1.72%, beta of 0.80, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 08, 2011.

  • This fund participated in 95.38% of S&P 500 Index downside but only 76.79% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.72%
Beta
0.80
0.68
Upside Capture
76.79%
Downside Capture
95.38%

Expense Ratio

FSPSX has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

FSPSX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FSPSX Risk / Return Rank: 3636
Overall Rank
FSPSX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 3535
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 3939
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and compare them to S&P 500 Index.

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.


FSPSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

2.15

2.66

-0.51

Martin ratioReturn relative to average drawdown

8.05

11.86

-3.81

Dividends

Dividend History

Fidelity International Index Fund provided a 2.85% dividend yield over the last twelve months, with an annual payout of $1.92 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.92$1.92$1.56$1.32$1.10$1.51$0.84$1.37$1.01$1.08$1.09$1.00

Dividend yield

2.85%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.92$1.92
2024$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38$1.56
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$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$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$1.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.69%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.41%Sep 2022
1y 19d1y 4mo
2y 5moSep 2021 - Feb 2024
2016 bear market2016
-22.86%Feb 2016
1y 7mo1y 2mo
2y 10moJul 2014 - May 2017
2012 correction2012
-17.63%Jun 2012
7mo 7d6mo 7d
1y 1moOct 2011 - Dec 2012
2025 selloff2025
-13.58%Apr 2025
19d21d
1mo 10dMar 2025 - Apr 2025

Drawdown Indicators


FSPSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-56.78%

+23.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-9.10%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-18.90%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

-25.43%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-33.92%

+0.23%

Current Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-6.53%

-10.72%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.03%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FSPSX

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