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AVIV vs. FSPSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVIV vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Large Cap Value ETF (AVIV) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVIV achieves a 12.03% return, which is significantly higher than FSPSX's 10.54% return.


AVIV

1D
0.22%
1M
0.73%
YTD
12.03%
6M
11.97%
1Y
33.95%
3Y*
22.35%
5Y*
10Y*

FSPSX

1D
0.76%
1M
1.93%
YTD
10.54%
6M
11.05%
1Y
25.44%
3Y*
16.37%
5Y*
9.50%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIV vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVIV
Avantis International Large Cap Value ETF
12.03%41.80%4.30%18.47%-8.26%1.83%
FSPSX
Fidelity International Index Fund
10.54%31.98%3.70%18.31%-14.23%2.72%

Correlation

The correlation between AVIV and FSPSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.94

The correlation between AVIV and FSPSX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

AVIV vs. FSPSX — Risk / Return Rank

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

AVIV
AVIV Risk / Return Rank: 7272
Overall Rank
AVIV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVIV Sortino Ratio Rank: 7474
Sortino Ratio Rank
AVIV Omega Ratio Rank: 7676
Omega Ratio Rank
AVIV Calmar Ratio Rank: 6666
Calmar Ratio Rank
AVIV Martin Ratio Rank: 6969
Martin Ratio Rank

FSPSX
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.

AVIV vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Large Cap Value ETF (AVIV) and Fidelity International Index Fund (FSPSX). 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.


AVIVFSPSXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.43

1.29

+0.14

Calmar ratioReturn relative to maximum drawdown

3.16

2.15

+1.01

Martin ratioReturn relative to average drawdown

12.35

8.05

+4.30

AVIV vs. FSPSX - Sharpe Ratio Comparison

The current AVIV Sharpe Ratio is 2.34, which is higher than the FSPSX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of AVIV and FSPSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVIV vs. FSPSX - Drawdown Comparison

The maximum AVIV drawdown since its inception was -27.69%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for AVIV and FSPSX.


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Drawdown Indicators


AVIVFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-33.69%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-11.39%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-13.58%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.08%

-6.53%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.04%

-0.28%

Volatility

AVIV vs. FSPSX - Volatility Comparison

Avantis International Large Cap Value ETF (AVIV) and Fidelity International Index Fund (FSPSX) have volatilities of 4.70% and 4.93%, 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


AVIVFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.93%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

12.71%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

15.26%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

16.07%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

16.56%

+0.34%

AVIV vs. FSPSX - Expense Ratio Comparison

AVIV has a 0.25% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVIV vs. FSPSX - Dividend Comparison

AVIV's dividend yield for the trailing twelve months is around 3.95%, more than FSPSX's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
AVIV
Avantis International Large Cap Value ETF
3.95%3.01%3.46%3.64%2.84%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.85%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Frequently Asked Questions


With a correlation of 0.94, AVIV and FSPSX 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.

FSPSX has higher volatility (4.93%) compared to AVIV (4.70%). In terms of maximum drawdown, AVIV dropped -27.69% vs FSPSX's -33.69%.

AVIV currently has the higher Sharpe Ratio (2.34 vs 1.61), 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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