Correlation
The correlation between CDHIX 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.
CDHIX vs. FSPSX
Compare and contrast key facts about Calvert International Responsible Index Fund (CDHIX) and Fidelity International Index Fund (FSPSX).
CDHIX is managed by Calvert Research and Management. It was launched on Oct 30, 2015. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDHIX or FSPSX.
Performance
CDHIX vs. FSPSX - Performance Comparison
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Key characteristics
CDHIX:
0.86
FSPSX:
0.88
CDHIX:
1.19
FSPSX:
1.20
CDHIX:
1.16
FSPSX:
1.16
CDHIX:
0.99
FSPSX:
0.99
CDHIX:
3.10
FSPSX:
2.87
CDHIX:
4.30%
FSPSX:
4.68%
CDHIX:
16.92%
FSPSX:
16.69%
CDHIX:
-32.32%
FSPSX:
-33.69%
CDHIX:
-0.47%
FSPSX:
-0.43%
Returns By Period
In the year-to-date period, CDHIX achieves a 15.54% return, which is significantly lower than FSPSX's 17.65% return.
CDHIX
15.54%
5.60%
11.78%
13.56%
10.97%
11.38%
N/A
FSPSX
17.65%
5.17%
14.32%
13.24%
11.70%
11.59%
6.10%
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CDHIX vs. FSPSX - Expense Ratio Comparison
CDHIX has a 0.29% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Risk-Adjusted Performance
CDHIX vs. FSPSX — Risk-Adjusted Performance Rank
CDHIX
FSPSX
CDHIX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) 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.
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Dividends
CDHIX vs. FSPSX - Dividend Comparison
CDHIX's dividend yield for the trailing twelve months is around 2.48%, which matches FSPSX's 2.46% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDHIX Calvert International Responsible Index Fund | 2.48% | 2.87% | 2.00% | 1.92% | 1.99% | 1.25% | 1.72% | 2.26% | 1.35% | 2.01% | 0.16% | 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
CDHIX vs. FSPSX - Drawdown Comparison
The maximum CDHIX drawdown since its inception was -32.32%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for CDHIX and FSPSX.
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Volatility
CDHIX vs. FSPSX - Volatility Comparison
Calvert International Responsible Index Fund (CDHIX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.14% 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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