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BBIEX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIEX and FSPSX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BBIEX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder International Equity Fund (BBIEX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBIEX:

0.96

FSPSX:

0.88

Sortino Ratio

BBIEX:

1.31

FSPSX:

1.20

Omega Ratio

BBIEX:

1.18

FSPSX:

1.16

Calmar Ratio

BBIEX:

1.05

FSPSX:

0.99

Martin Ratio

BBIEX:

3.22

FSPSX:

2.87

Ulcer Index

BBIEX:

4.54%

FSPSX:

4.68%

Daily Std Dev

BBIEX:

16.46%

FSPSX:

16.69%

Max Drawdown

BBIEX:

-32.92%

FSPSX:

-33.69%

Current Drawdown

BBIEX:

-0.69%

FSPSX:

-0.43%

Returns By Period

The year-to-date returns for both investments are quite close, with BBIEX having a 17.22% return and FSPSX slightly higher at 17.65%.


BBIEX

YTD

17.22%

1M

5.25%

6M

13.42%

1Y

14.71%

3Y*

11.46%

5Y*

11.17%

10Y*

N/A

FSPSX

YTD

17.65%

1M

5.17%

6M

14.32%

1Y

13.24%

3Y*

11.70%

5Y*

11.59%

10Y*

6.10%

*Annualized

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Fidelity International Index Fund

BBIEX vs. FSPSX - Expense Ratio Comparison

BBIEX has a 0.37% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BBIEX vs. FSPSX — Risk-Adjusted Performance Rank

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

BBIEX
The Risk-Adjusted Performance Rank of BBIEX is 7171
Overall Rank
The Sharpe Ratio Rank of BBIEX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BBIEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BBIEX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BBIEX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BBIEX is 6868
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6363
Martin 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.

BBIEX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder International Equity Fund (BBIEX) 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.


The current BBIEX Sharpe Ratio is 0.96, which is comparable to the FSPSX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BBIEX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BBIEX vs. FSPSX - Dividend Comparison

BBIEX's dividend yield for the trailing twelve months is around 4.55%, more than FSPSX's 2.46% yield.


TTM20242023202220212020201920182017201620152014
BBIEX
Bridge Builder International Equity Fund
4.55%5.34%2.46%2.34%10.17%1.90%2.29%3.54%1.97%1.40%0.46%0.00%
FSPSX
Fidelity International Index Fund
2.46%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

BBIEX vs. FSPSX - Drawdown Comparison

The maximum BBIEX drawdown since its inception was -32.92%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BBIEX and FSPSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BBIEX vs. FSPSX - Volatility Comparison

Bridge Builder International Equity Fund (BBIEX) and Fidelity International Index Fund (FSPSX) have volatilities of 2.96% and 3.06%, 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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