FAMRX vs. FSPSX
FAMRX (Fidelity Asset Manager 85% Fund) and FSPSX (Fidelity International Index Fund) are both mutual funds - FAMRX is a Diversified Portfolio fund managed by Fidelity, while FSPSX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index. Over the past 10 years, FAMRX returned 11.52%/yr vs 9.79%/yr for FSPSX. Their correlation of 0.86 means they have usually moved in the same direction. FAMRX charges 0.63%/yr vs 0.04%/yr for FSPSX.
Performance
FAMRX vs. FSPSX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMRX achieves a 15.49% return, which is significantly higher than FSPSX's 13.72% return. Over the past 10 years, FAMRX has outperformed FSPSX with an annualized return of 11.52%, while FSPSX has yielded a comparatively lower 9.79% annualized return.
FAMRX
- 1D
- 1.48%
- 1M
- 1.04%
- 6M
- 11.98%
- YTD
- 15.49%
- 1Y
- 26.48%
- 3Y*
- 18.48%
- 5Y*
- 9.45%
- 10Y*
- 11.52%
- ALL TIME*
- 7.68%
FSPSX
- 1D
- 1.17%
- 1M
- 1.84%
- 6M
- 7.49%
- YTD
- 13.72%
- 1Y
- 25.95%
- 3Y*
- 18.05%
- 5Y*
- 9.55%
- 10Y*
- 9.79%
- ALL TIME*
- 8.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FAMRX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMRX Fidelity Asset Manager 85% Fund | 15.49% | 20.87% | 12.60% | 18.98% | -18.55% | 17.10% | 19.37% | 26.26% | -9.21% | 21.08% |
FSPSX Fidelity International Index Fund | 13.72% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Correlation
The correlation between FAMRX and FSPSX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2011 | 0.86 |
The correlation between FAMRX and FSPSX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
FAMRX vs. FSPSX — Risk / Return Rank
FAMRX
FSPSX
FAMRX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Asset Manager 85% Fund (FAMRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAMRX | FSPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.29 | +0.53 |
| Martin ratioReturn relative to average drawdown | 11.92 | 8.67 | +3.25 |
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Drawdowns
FAMRX vs. FSPSX - Drawdown Comparison
The maximum FAMRX drawdown since its inception was -58.65%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FAMRX and FSPSX.
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Drawdown Indicators
| FAMRX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.65% | -33.69% | -24.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -11.39% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.35% | -13.58% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.00% | -29.41% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -30.96% | -33.69% | +2.73% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -6.49% | -5.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 3.00% | -0.79% |
Volatility
FAMRX vs. FSPSX - Volatility Comparison
Fidelity Asset Manager 85% Fund (FAMRX) and Fidelity International Index Fund (FSPSX) have volatilities of 4.16% and 4.27%, 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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Volatility by Period
| FAMRX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.27% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 13.24% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 15.50% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 16.13% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 16.30% | -1.00% |
FAMRX vs. FSPSX - Expense Ratio Comparison
FAMRX has a 0.63% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Dividends
FAMRX vs. FSPSX - Dividend Comparison
FAMRX's dividend yield for the trailing twelve months is around 4.81%, more than FSPSX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMRX Fidelity Asset Manager 85% Fund | 4.81% | 5.56% | 3.44% | 1.33% | 5.07% | 3.15% | 1.99% | 5.52% | 5.62% | 2.31% | 0.28% | 4.83% |
FSPSX Fidelity International Index Fund | 2.77% | 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
FAMRX and FSPSX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSPSX has higher volatility (4.27%) compared to FAMRX (4.16%). In terms of maximum drawdown, FAMRX dropped -58.65% vs FSPSX's -33.69%.
FAMRX currently has the higher Sharpe Ratio (1.93 vs 1.69), 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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