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FCMTX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCMTX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor California Municipal Income Fund Class M (FCMTX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FCMTX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCMTX
Fidelity Advisor California Municipal Income Fund Class M
-0.78%5.40%1.19%6.01%-9.81%1.18%4.28%7.29%0.40%5.47%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FCMTX achieves a -0.78% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FCMTX has underperformed FSPSX with an annualized return of 1.72%, while FSPSX has yielded a comparatively higher 8.97% annualized return.


FCMTX

1D
0.33%
1M
-2.62%
YTD
-0.78%
6M
0.74%
1Y
4.01%
3Y*
2.99%
5Y*
0.63%
10Y*
1.72%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCMTX vs. FSPSX - Expense Ratio Comparison

FCMTX has a 0.70% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FCMTX vs. FSPSX — Risk / Return Rank

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

FCMTX
FCMTX Risk / Return Rank: 3737
Overall Rank
FCMTX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FCMTX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FCMTX Omega Ratio Rank: 5858
Omega Ratio Rank
FCMTX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FCMTX Martin Ratio Rank: 2828
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FCMTX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor California Municipal Income Fund Class M (FCMTX) 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.


FCMTXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.39

-0.50

Sortino ratio

Return per unit of downside risk

1.20

1.90

-0.70

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

1.02

1.94

-0.92

Martin ratio

Return relative to average drawdown

3.59

7.43

-3.84

FCMTX vs. FSPSX - Sharpe Ratio Comparison

The current FCMTX Sharpe Ratio is 0.89, which is lower than the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FCMTX 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


FCMTXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.39

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.53

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.55

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.47

+0.14

Correlation

The correlation between FCMTX and FSPSX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FCMTX vs. FSPSX - Dividend Comparison

FCMTX's dividend yield for the trailing twelve months is around 2.76%, less than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FCMTX
Fidelity Advisor California Municipal Income Fund Class M
2.76%3.55%2.17%2.22%1.50%2.07%2.52%2.54%2.73%3.21%3.17%2.78%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FCMTX vs. FSPSX - Drawdown Comparison

The maximum FCMTX drawdown since its inception was -16.96%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FCMTX and FSPSX.


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Drawdown Indicators


FCMTXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-33.69%

+16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-11.39%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.21%

-29.41%

+15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-14.21%

-33.69%

+19.48%

Current Drawdown

Current decline from peak

-3.01%

-8.22%

+5.21%

Average Drawdown

Average peak-to-trough decline

-3.05%

-6.60%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.97%

-1.53%

Volatility

FCMTX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor California Municipal Income Fund Class M (FCMTX) is 1.24%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FCMTX 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


FCMTXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

7.65%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

11.01%

-9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

17.00%

-11.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.93%

15.82%

-11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

16.49%

-12.46%