FDTEX vs. FSPSX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Fidelity International Index Fund (FSPSX).
FDTEX is managed by Fidelity. It was launched on Jul 12, 2005. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
FDTEX vs. FSPSX - Performance Comparison
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FDTEX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | -5.84% | 13.31% | 48.66% | 27.49% | -20.43% | 27.39% | 26.58% | 27.30% | -6.27% | 17.69% |
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, FDTEX achieves a -5.84% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FDTEX has outperformed FSPSX with an annualized return of 15.50%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
FDTEX
- 1D
- -0.71%
- 1M
- -8.71%
- YTD
- -5.84%
- 6M
- -3.55%
- 1Y
- 15.04%
- 3Y*
- 23.77%
- 5Y*
- 13.86%
- 10Y*
- 15.50%
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%
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FDTEX vs. FSPSX - Expense Ratio Comparison
FDTEX has a 1.13% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
FDTEX vs. FSPSX — Risk / Return Rank
FDTEX
FSPSX
FDTEX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) 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.
| FDTEX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.11 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.56 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.54 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.93 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDTEX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.11 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.51 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.53 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.02 |
Correlation
The correlation between FDTEX and FSPSX is 0.76, 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
FDTEX vs. FSPSX - Dividend Comparison
FDTEX's dividend yield for the trailing twelve months is around 6.87%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | 6.87% | 6.47% | 28.65% | 3.15% | 8.76% | 17.04% | 4.97% | 2.62% | 13.14% | 7.87% | 1.03% | 7.93% |
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
FDTEX vs. FSPSX - Drawdown Comparison
The maximum FDTEX drawdown since its inception was -63.20%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDTEX and FSPSX.
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Drawdown Indicators
| FDTEX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.20% | -33.69% | -29.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -11.39% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -29.41% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -30.43% | -33.69% | +3.26% |
Current DrawdownCurrent decline from peak | -10.05% | -10.86% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -6.59% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.96% | -0.12% |
Volatility
FDTEX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) is 5.38%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FDTEX 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
| FDTEX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.04% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 10.63% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 16.79% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 15.77% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 16.47% | +5.24% |