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FBLEX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBLEX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FBLEX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

The year-to-date returns for both investments are quite close, with FBLEX having a -2.01% return and FSPSX slightly higher at -1.94%. Over the past 10 years, FBLEX has outperformed FSPSX with an annualized return of 11.11%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBLEX vs. FSPSX - Expense Ratio Comparison

FBLEX has a 0.01% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FBLEX vs. FSPSX — Risk / Return Rank

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

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FBLEX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) 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.


FBLEXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.11

-0.21

Sortino ratio

Return per unit of downside risk

1.32

1.56

-0.24

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.54

-0.48

Martin ratio

Return relative to average drawdown

4.92

5.93

-1.01

FBLEX vs. FSPSX - Sharpe Ratio Comparison

The current FBLEX Sharpe Ratio is 0.91, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FBLEX 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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Sharpe Ratios by Period


FBLEXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.11

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.51

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.53

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.46

+0.23

Correlation

The correlation between FBLEX and FSPSX is 0.74, 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.


Dividends

FBLEX vs. FSPSX - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 11.33%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FBLEX vs. FSPSX - Drawdown Comparison

The maximum FBLEX drawdown since its inception was -39.73%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FBLEX and FSPSX.


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Drawdown Indicators


FBLEXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-33.69%

-6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-11.39%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-29.41%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

-33.69%

-6.04%

Current Drawdown

Current decline from peak

-6.89%

-10.86%

+3.97%

Average Drawdown

Average peak-to-trough decline

-3.86%

-6.59%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.96%

-0.47%

Volatility

FBLEX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 3.48%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FBLEX 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.


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Volatility by Period


FBLEXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

7.04%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

10.63%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

16.79%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

15.77%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

16.47%

+0.92%