BMR vs. FSPSX
BMR (Beamr Imaging Ltd. Ordinary Share) is a stock, while FSPSX (Fidelity International Index Fund) is Foreign Large Cap Equities fund tracking the MSCI EAFE Index. Over the past 3 years, BMR returned -10.83%/yr vs 17.23%/yr for FSPSX. At a 0.21 correlation, their price movements are largely independent.
Performance
BMR vs. FSPSX - Performance Comparison
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Returns By Period
In the year-to-date period, BMR achieves a 21.02% return, which is significantly higher than FSPSX's 9.51% return.
BMR
- 1D
- -2.06%
- 1M
- -5.00%
- YTD
- 21.02%
- 6M
- -14.41%
- 1Y
- -39.68%
- 3Y*
- -10.83%
- 5Y*
- —
- 10Y*
- —
FSPSX
- 1D
- 0.41%
- 1M
- 4.06%
- YTD
- 9.51%
- 6M
- 12.14%
- 1Y
- 22.52%
- 3Y*
- 17.23%
- 5Y*
- 8.91%
- 10Y*
- 9.45%
BMR vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BMR Beamr Imaging Ltd. Ordinary Share | 21.02% | -68.09% | 239.31% | -60.27% |
FSPSX Fidelity International Index Fund | 9.51% | 31.98% | 3.70% | 12.32% |
Correlation
The correlation between BMR and FSPSX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2023 | 0.21 |
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Return for Risk
BMR vs. FSPSX — Risk / Return Rank
BMR
FSPSX
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.
| BMR | FSPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.91 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.89 | 7.16 | -8.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMR | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 1.47 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.50 | -0.57 |
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
| BMR | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -88.19% | -0.45% | -87.74% |
Average DrawdownAverage peak-to-trough decline | -72.18% | -6.55% | -65.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.65% | 3.03% | +41.62% |
Volatility
BMR vs. FSPSX - Volatility Comparison
Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 20.45% compared to Fidelity International Index Fund (FSPSX) at 4.62%. 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
| BMR | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.45% | 4.62% | +15.83% |
Volatility (6M)Calculated over the trailing 6-month period | 52.19% | 12.04% | +40.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.96% | 14.80% | +57.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 242.18% | 15.98% | +226.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 242.18% | 16.56% | +225.62% |
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 2.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.88% | 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 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMR has higher volatility (20.45%) compared to FSPSX (4.62%). In terms of maximum drawdown, BMR dropped -91.80% vs FSPSX's -33.69%.
FSPSX currently has the higher Sharpe Ratio (1.47 vs -0.56), 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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