PortfoliosLab logoPortfoliosLab logo
BMR vs. FSPSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, BMR achieves a -8.60% return, which is significantly lower than FSPSX's 10.16% return.


BMR

1D
0.35%
1M
-11.42%
6M
-29.31%
YTD
-8.60%
1Y
-52.17%
3Y*
-19.30%
5Y*
10Y*

FSPSX

1D
0.57%
1M
0.59%
6M
7.19%
YTD
10.16%
1Y
21.24%
3Y*
17.49%
5Y*
9.14%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMR vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023
BMR
Beamr Imaging Ltd. Ordinary Share
-8.60%-68.09%239.31%-63.20%
FSPSX
Fidelity International Index Fund
10.16%31.98%3.70%11.67%

Correlation

The correlation between BMR and FSPSX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 1212
Overall Rank
BMR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BMR Sortino Ratio Rank: 1111
Sortino Ratio Rank
BMR Omega Ratio Rank: 1414
Omega Ratio Rank
BMR Calmar Ratio Rank: 1010
Calmar Ratio Rank
BMR Martin Ratio Rank: 1313
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 3636
Overall Rank
FSPSX Sharpe Ratio Rank: 3535
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.

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.

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.


BMRFSPSXDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

0.88

1.24

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.85

1.78

-2.63

Martin ratioReturn relative to average drawdown

-1.29

6.63

-7.92

BMR vs. FSPSX - Sharpe Ratio Comparison

The current BMR Sharpe Ratio is -0.78, which is lower than the FSPSX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BMR 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


BMRFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-33.69%

-58.11%

Max Drawdown (1Y)

Largest decline over 1 year

-63.03%

-11.39%

-51.64%

Max Drawdown (3Y)

Largest decline over 3 years

-91.80%

-13.58%

-78.22%

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

-91.08%

-1.34%

-89.74%

Average Drawdown

Average peak-to-trough decline

-72.86%

-6.51%

-66.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.69%

3.05%

+38.64%

Volatility

BMR vs. FSPSX - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 24.52% compared to Fidelity International Index Fund (FSPSX) at 5.19%. 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.


Loading charts...

Volatility by Period


BMRFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.52%

5.19%

+19.33%

Volatility (6M)

Calculated over the trailing 6-month period

50.44%

13.07%

+37.37%

Volatility (1Y)

Calculated over the trailing 1-year period

68.89%

15.49%

+53.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

238.89%

16.10%

+222.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

238.89%

16.28%

+222.61%

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 2.86%.


PositionTTM20252024202320222021202020192018201720162015
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
2.86%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


BMR and FSPSX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMR has higher volatility (24.52%) compared to FSPSX (5.19%). In terms of maximum drawdown, BMR dropped -91.80% vs FSPSX's -33.69%.

FSPSX currently has the higher Sharpe Ratio (1.31 vs -0.78), 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.

Portfolio Optimizer

Find the right allocation for BMR and FSPSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer