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BMR vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMR vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beamr Imaging Ltd. Ordinary Share (BMR) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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BMR vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023
BMR
Beamr Imaging Ltd. Ordinary Share
-11.46%-68.09%239.31%-60.27%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%12.32%

Returns By Period

In the year-to-date period, BMR achieves a -11.46% return, which is significantly lower than FSPSX's -1.94% return.


BMR

1D
5.30%
1M
-15.76%
YTD
-11.46%
6M
-54.58%
1Y
-36.82%
3Y*
-11.27%
5Y*
10Y*

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BMR vs. FSPSX — Risk / Return Rank

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

BMR
BMR Risk / Return Rank: 2121
Overall Rank
BMR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BMR Sortino Ratio Rank: 2121
Sortino Ratio Rank
BMR Omega Ratio Rank: 2222
Omega Ratio Rank
BMR Calmar Ratio Rank: 2222
Calmar Ratio Rank
BMR Martin Ratio Rank: 2222
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

BMR vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beamr Imaging Ltd. Ordinary Share (BMR) 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.


BMRFSPSXDifference

Sharpe ratio

Return per unit of total volatility

-0.50

1.11

-1.62

Sortino ratio

Return per unit of downside risk

-0.41

1.56

-1.96

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.59

1.54

-2.13

Martin ratio

Return relative to average drawdown

-1.04

5.93

-6.97

BMR vs. FSPSX - Sharpe Ratio Comparison

The current BMR Sharpe Ratio is -0.50, which is lower than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BMR 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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Sharpe Ratios by Period


BMRFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

1.11

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.46

-0.56

Correlation

The correlation between BMR and FSPSX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BMR vs. FSPSX - Dividend Comparison

BMR has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 3.22%.


TTM20252024202320222021202020192018201720162015
BMR
Beamr Imaging Ltd. Ordinary Share
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

BMR vs. FSPSX - Drawdown Comparison

The maximum BMR drawdown since its inception was -91.80%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BMR and FSPSX.


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Drawdown Indicators


BMRFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-33.69%

-58.11%

Max Drawdown (1Y)

Largest decline over 1 year

-67.73%

-11.39%

-56.34%

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

-91.36%

-10.86%

-80.50%

Average Drawdown

Average peak-to-trough decline

-71.24%

-6.59%

-64.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.13%

2.96%

+35.17%

Volatility

BMR vs. FSPSX - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 16.82% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that BMR'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.


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Volatility by Period


BMRFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.82%

7.04%

+9.78%

Volatility (6M)

Calculated over the trailing 6-month period

48.69%

10.63%

+38.06%

Volatility (1Y)

Calculated over the trailing 1-year period

73.51%

16.79%

+56.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

248.32%

15.77%

+232.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

248.32%

16.47%

+231.85%