DWX vs. FSPSX
Compare and contrast key facts about SPDR S&P International Dividend ETF (DWX) and Fidelity International Index Fund (FSPSX).
DWX is a passively managed fund by State Street that tracks the performance of the S&P International Dividend Opportunities Index. It was launched on Feb 12, 2008. 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: DWX or FSPSX.
Key characteristics
| DWX | FSPSX | |
|---|---|---|
| YTD Return | 5.73% | 7.12% |
| 1Y Return | 14.26% | 18.43% |
| 3Y Return (Ann) | 2.16% | 2.41% |
| 5Y Return (Ann) | 2.54% | 6.27% |
| 10Y Return (Ann) | 2.29% | 5.44% |
| Sharpe Ratio | 1.43 | 1.49 |
| Sortino Ratio | 2.05 | 2.13 |
| Omega Ratio | 1.26 | 1.26 |
| Calmar Ratio | 1.49 | 1.85 |
| Martin Ratio | 6.24 | 7.70 |
| Ulcer Index | 2.34% | 2.44% |
| Daily Std Dev | 10.21% | 12.67% |
| Max Drawdown | -66.86% | -33.69% |
| Current Drawdown | -6.22% | -6.29% |
Correlation
The correlation between DWX and FSPSX is 0.86, 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
In the year-to-date period, DWX achieves a 5.73% return, which is significantly lower than FSPSX's 7.12% return. Over the past 10 years, DWX has underperformed FSPSX with an annualized return of 2.29%, while FSPSX has yielded a comparatively higher 5.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
DWX vs. FSPSX - Dividend Comparison
DWX's dividend yield for the trailing twelve months is around 4.30%, more than FSPSX's 2.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWX SPDR S&P International Dividend ETF | 4.30% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.26% | 5.81% | 6.02% | 6.85% |
FSPSX Fidelity International Index Fund | 2.97% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
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.
Volatility
DWX vs. FSPSX - Volatility Comparison
The current volatility for SPDR S&P International Dividend ETF (DWX) is 2.94%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.85%. This indicates that DWX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.