FDIVX vs. FSPSX
Compare and contrast key facts about Fidelity Diversified International Fund (FDIVX) and Fidelity International Index Fund (FSPSX).
FDIVX is managed by Fidelity. It was launched on Dec 27, 1991. 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: FDIVX or FSPSX.
Performance
FDIVX vs. FSPSX - Performance Comparison
Returns By Period
In the year-to-date period, FDIVX achieves a 8.79% return, which is significantly higher than FSPSX's 4.83% return. Over the past 10 years, FDIVX has outperformed FSPSX with an annualized return of 6.03%, while FSPSX has yielded a comparatively lower 5.07% annualized return.
FDIVX
8.79%
-1.89%
-0.73%
14.62%
6.59%
6.03%
FSPSX
4.83%
-2.87%
-2.39%
11.23%
5.86%
5.07%
Key characteristics
| FDIVX | FSPSX | |
|---|---|---|
| Sharpe Ratio | 1.01 | 0.90 |
| Sortino Ratio | 1.48 | 1.31 |
| Omega Ratio | 1.19 | 1.16 |
| Calmar Ratio | 0.88 | 1.27 |
| Martin Ratio | 5.24 | 3.85 |
| Ulcer Index | 2.79% | 2.92% |
| Daily Std Dev | 14.48% | 12.48% |
| Max Drawdown | -59.98% | -33.69% |
| Current Drawdown | -6.59% | -8.29% |
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FDIVX vs. FSPSX - Expense Ratio Comparison
FDIVX has a 1.01% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Correlation
The correlation between FDIVX and FSPSX is 0.95, 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.
Risk-Adjusted Performance
FDIVX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) 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
FDIVX vs. FSPSX - Dividend Comparison
FDIVX's dividend yield for the trailing twelve months is around 1.57%, less than FSPSX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIVX Fidelity Diversified International Fund | 1.57% | 1.71% | 0.38% | 1.17% | 0.04% | 1.32% | 1.35% | 1.08% | 1.15% | 2.23% | 4.97% | 2.36% |
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
FDIVX vs. FSPSX - Drawdown Comparison
The maximum FDIVX drawdown since its inception was -59.98%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDIVX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
FDIVX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Diversified International Fund (FDIVX) is 3.46%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.71%. This indicates that FDIVX 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.