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

Correlation

The correlation between DWX and FSPSX is 0.71, 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.


Performance

DWX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P International Dividend ETF (DWX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DWX:

1.69

FSPSX:

0.70

Sortino Ratio

DWX:

2.30

FSPSX:

1.04

Omega Ratio

DWX:

1.33

FSPSX:

1.14

Calmar Ratio

DWX:

1.93

FSPSX:

0.84

Martin Ratio

DWX:

4.68

FSPSX:

2.44

Ulcer Index

DWX:

4.38%

FSPSX:

4.69%

Daily Std Dev

DWX:

12.16%

FSPSX:

16.78%

Max Drawdown

DWX:

-66.86%

FSPSX:

-33.69%

Current Drawdown

DWX:

-0.98%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, DWX achieves a 19.03% return, which is significantly higher than FSPSX's 16.51% return. Over the past 10 years, DWX has underperformed FSPSX with an annualized return of 3.70%, while FSPSX has yielded a comparatively higher 5.83% annualized return.


DWX

YTD

19.03%

1M

3.06%

6M

15.64%

1Y

20.41%

3Y*

8.52%

5Y*

10.15%

10Y*

3.70%

FSPSX

YTD

16.51%

1M

8.61%

6M

15.25%

1Y

11.38%

3Y*

12.61%

5Y*

12.12%

10Y*

5.83%

*Annualized

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Fidelity International Index Fund

DWX vs. FSPSX - Expense Ratio Comparison

DWX has a 0.45% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Risk-Adjusted Performance

DWX vs. FSPSX — Risk-Adjusted Performance Rank

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

DWX
The Risk-Adjusted Performance Rank of DWX is 9191
Overall Rank
The Sharpe Ratio Rank of DWX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DWX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of DWX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of DWX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DWX is 8383
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DWX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Dividend ETF (DWX) 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.


The current DWX Sharpe Ratio is 1.69, which is higher than the FSPSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of DWX 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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Dividends

DWX vs. FSPSX - Dividend Comparison

DWX's dividend yield for the trailing twelve months is around 3.76%, more than FSPSX's 2.49% yield.


TTM20242023202220212020201920182017201620152014
DWX
SPDR S&P International Dividend ETF
3.76%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.26%5.81%6.02%
FSPSX
Fidelity International Index Fund
2.49%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

DWX vs. FSPSX - Drawdown Comparison

The maximum DWX drawdown since its inception was -66.86%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for DWX and FSPSX. For additional features, visit the drawdowns tool.


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Volatility

DWX vs. FSPSX - Volatility Comparison

SPDR S&P International Dividend ETF (DWX) has a higher volatility of 3.93% compared to Fidelity International Index Fund (FSPSX) at 3.08%. This indicates that DWX'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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