FDTIX vs. FSPSX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class I (FDTIX) and Fidelity International Index Fund (FSPSX).
FDTIX 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
FDTIX vs. FSPSX - Performance Comparison
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FDTIX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTIX Fidelity Advisor Diversified Stock Fund Class I | -5.73% | 13.92% | 27.86% | 28.15% | -19.97% | 28.07% | 27.26% | 28.02% | -5.72% | 17.77% |
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, FDTIX achieves a -5.73% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FDTIX has outperformed FSPSX with an annualized return of 14.29%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
FDTIX
- 1D
- -0.72%
- 1M
- -8.70%
- YTD
- -5.73%
- 6M
- -3.32%
- 1Y
- 15.60%
- 3Y*
- 18.13%
- 5Y*
- 10.95%
- 10Y*
- 14.29%
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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FDTIX vs. FSPSX - Expense Ratio Comparison
FDTIX has a 0.59% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
FDTIX vs. FSPSX — Risk / Return Rank
FDTIX
FSPSX
FDTIX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class I (FDTIX) 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.
| FDTIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.11 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.56 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.54 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.79 | 5.93 | -1.14 |
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
| FDTIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.11 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.51 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.46 | +0.03 |
Correlation
The correlation between FDTIX 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
FDTIX vs. FSPSX - Dividend Comparison
FDTIX's dividend yield for the trailing twelve months is around 6.33%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTIX Fidelity Advisor Diversified Stock Fund Class I | 6.33% | 5.97% | 13.05% | 3.24% | 8.46% | 15.94% | 4.94% | 2.96% | 12.86% | 7.36% | 1.45% | 8.09% |
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
FDTIX vs. FSPSX - Drawdown Comparison
The maximum FDTIX drawdown since its inception was -62.92%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDTIX and FSPSX.
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Drawdown Indicators
| FDTIX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.92% | -33.69% | -29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.39% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.49% | -29.41% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.39% | -33.69% | +3.30% |
Current DrawdownCurrent decline from peak | -10.02% | -10.86% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -6.59% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.96% | -0.13% |
Volatility
FDTIX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Advisor Diversified Stock Fund Class I (FDTIX) is 5.38%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FDTIX 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
| FDTIX | 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 | 11.13% | 10.63% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 16.79% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 15.77% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 16.47% | +2.92% |