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

Correlation

The correlation between BROIX and FSPSX is 0.94, 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.


-0.50.00.51.00.9

Performance

BROIX vs. FSPSX - Performance Comparison

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

130.00%140.00%150.00%160.00%170.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
153.30%
134.56%
BROIX
FSPSX

Key characteristics

Sharpe Ratio

BROIX:

0.56

FSPSX:

0.48

Sortino Ratio

BROIX:

0.85

FSPSX:

0.75

Omega Ratio

BROIX:

1.10

FSPSX:

1.09

Calmar Ratio

BROIX:

0.76

FSPSX:

0.65

Martin Ratio

BROIX:

2.25

FSPSX:

1.81

Ulcer Index

BROIX:

3.22%

FSPSX:

3.39%

Daily Std Dev

BROIX:

13.00%

FSPSX:

12.72%

Max Drawdown

BROIX:

-54.49%

FSPSX:

-33.69%

Current Drawdown

BROIX:

-9.50%

FSPSX:

-9.40%

Returns By Period

In the year-to-date period, BROIX achieves a 4.83% return, which is significantly higher than FSPSX's 3.56% return. Both investments have delivered pretty close results over the past 10 years, with BROIX having a 5.74% annualized return and FSPSX not far behind at 5.56%.


BROIX

YTD

4.83%

1M

-2.16%

6M

-1.97%

1Y

6.30%

5Y*

5.68%

10Y*

5.74%

FSPSX

YTD

3.56%

1M

-1.33%

6M

-2.16%

1Y

5.30%

5Y*

4.95%

10Y*

5.56%

Compare stocks, funds, or ETFs

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


BROIX vs. FSPSX - Expense Ratio Comparison

BROIX has a 0.50% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


BROIX
BlackRock Advantage International Fund
Expense ratio chart for BROIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BROIX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.


Sharpe ratio
The chart of Sharpe ratio for BROIX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.560.48
The chart of Sortino ratio for BROIX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.850.75
The chart of Omega ratio for BROIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.09
The chart of Calmar ratio for BROIX, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.760.65
The chart of Martin ratio for BROIX, currently valued at 2.25, compared to the broader market0.0020.0040.0060.002.251.81
BROIX
FSPSX

The current BROIX Sharpe Ratio is 0.56, which is comparable to the FSPSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BROIX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.56
0.48
BROIX
FSPSX

Dividends

BROIX vs. FSPSX - Dividend Comparison

BROIX's dividend yield for the trailing twelve months is around 1.87%, more than FSPSX's 0.36% yield.


TTM20232022202120202019201820172016201520142013
BROIX
BlackRock Advantage International Fund
1.87%2.71%3.37%3.31%1.72%2.67%2.69%0.72%2.09%0.79%1.80%0.00%
FSPSX
Fidelity International Index Fund
0.36%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%

Drawdowns

BROIX vs. FSPSX - Drawdown Comparison

The maximum BROIX drawdown since its inception was -54.49%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BROIX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.50%
-9.40%
BROIX
FSPSX

Volatility

BROIX vs. FSPSX - Volatility Comparison

BlackRock Advantage International Fund (BROIX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.59% and 3.55%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
3.55%
BROIX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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