AZN vs. FSPSX
Compare and contrast key facts about AstraZeneca PLC (AZN) and Fidelity International Index Fund (FSPSX).
FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZN or FSPSX.
Performance
AZN vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, AZN achieves a -4.09% return, which is significantly lower than FSPSX's 4.20% return. Over the past 10 years, AZN has outperformed FSPSX with an annualized return of 8.97%, while FSPSX has yielded a comparatively lower 5.16% annualized return.
AZN
-4.09%
-19.21%
-17.27%
0.73%
8.43%
8.97%
FSPSX
4.20%
-5.93%
-3.74%
10.82%
5.58%
5.16%
Key characteristics
| AZN | FSPSX | |
|---|---|---|
| Sharpe Ratio | 0.11 | 0.97 |
| Sortino Ratio | 0.29 | 1.40 |
| Omega Ratio | 1.04 | 1.17 |
| Calmar Ratio | 0.08 | 1.37 |
| Martin Ratio | 0.31 | 4.54 |
| Ulcer Index | 7.50% | 2.66% |
| Daily Std Dev | 20.40% | 12.53% |
| Max Drawdown | -48.94% | -33.69% |
| Current Drawdown | -27.84% | -8.84% |
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Correlation
The correlation between AZN and FSPSX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AZN vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AstraZeneca PLC (AZN) 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.
Dividends
AZN vs. FSPSX - Dividend Comparison
AZN's dividend yield for the trailing twelve months is around 2.35%, less than FSPSX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.35% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% | 4.72% |
FSPSX Fidelity International Index Fund | 3.05% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
AZN vs. FSPSX - Drawdown Comparison
The maximum AZN drawdown since its inception was -48.94%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for AZN and FSPSX. For additional features, visit the drawdowns tool.
Volatility
AZN vs. FSPSX - Volatility Comparison
AstraZeneca PLC (AZN) has a higher volatility of 9.33% compared to Fidelity International Index Fund (FSPSX) at 3.83%. This indicates that AZN's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.