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FDSCX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDSCX vs. FSPSX - Performance Comparison

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

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FDSCX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSCX
Fidelity Stock Selector Small Cap Fund
0.40%14.33%14.51%19.46%-18.28%24.76%21.76%30.42%-8.90%11.25%
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

In the year-to-date period, FDSCX achieves a 0.40% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FDSCX has outperformed FSPSX with an annualized return of 11.60%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FDSCX

1D
-1.78%
1M
-8.42%
YTD
0.40%
6M
5.71%
1Y
26.34%
3Y*
14.49%
5Y*
7.30%
10Y*
11.60%

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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FDSCX vs. FSPSX - Expense Ratio Comparison

FDSCX has a 0.90% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FDSCX vs. FSPSX — Risk / Return Rank

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

FDSCX
FDSCX Risk / Return Rank: 7171
Overall Rank
FDSCX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FDSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FDSCX Omega Ratio Rank: 6262
Omega Ratio Rank
FDSCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDSCX Martin Ratio Rank: 7676
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.

FDSCX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Small Cap Fund (FDSCX) 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.


FDSCXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.11

+0.06

Sortino ratio

Return per unit of downside risk

1.75

1.56

+0.19

Omega ratio

Gain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.71

1.54

+0.17

Martin ratio

Return relative to average drawdown

7.32

5.93

+1.39

FDSCX vs. FSPSX - Sharpe Ratio Comparison

The current FDSCX Sharpe Ratio is 1.18, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FDSCX 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


FDSCXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.11

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.51

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.53

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.06

Correlation

The correlation between FDSCX and FSPSX is 0.70, 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

FDSCX vs. FSPSX - Dividend Comparison

FDSCX's dividend yield for the trailing twelve months is around 0.72%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FDSCX
Fidelity Stock Selector Small Cap Fund
0.72%0.72%2.71%0.23%0.12%10.85%1.40%2.13%22.39%10.02%1.63%7.06%
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

FDSCX vs. FSPSX - Drawdown Comparison

The maximum FDSCX drawdown since its inception was -65.47%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDSCX and FSPSX.


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Drawdown Indicators


FDSCXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.47%

-33.69%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.39%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

-29.41%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.43%

-33.69%

-4.74%

Current Drawdown

Current decline from peak

-9.82%

-10.86%

+1.04%

Average Drawdown

Average peak-to-trough decline

-11.28%

-6.59%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.96%

+0.28%

Volatility

FDSCX vs. FSPSX - Volatility Comparison

Fidelity Stock Selector Small Cap Fund (FDSCX) and Fidelity International Index Fund (FSPSX) have volatilities of 6.89% and 7.04%, 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


FDSCXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

7.04%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

10.63%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

16.79%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

15.77%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

16.47%

+5.32%