FDTZX vs. FSPSX
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class M (FDTZX) and Fidelity International Index Fund (FSPSX).
FDTZX 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
FDTZX vs. FSPSX - Performance Comparison
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FDTZX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | -5.18% | 26.82% | 26.26% | 23.23% | -8.72% | 24.45% | 8.28% | 30.31% | -9.87% | 16.34% |
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, FDTZX achieves a -5.18% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FDTZX has outperformed FSPSX with an annualized return of 13.89%, while FSPSX has yielded a comparatively lower 8.65% annualized return.
FDTZX
- 1D
- -0.59%
- 1M
- -8.12%
- YTD
- -5.18%
- 6M
- -0.45%
- 1Y
- 23.33%
- 3Y*
- 20.69%
- 5Y*
- 13.74%
- 10Y*
- 13.89%
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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FDTZX vs. FSPSX - Expense Ratio Comparison
FDTZX has a 1.33% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
FDTZX vs. FSPSX — Risk / Return Rank
FDTZX
FSPSX
FDTZX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class M (FDTZX) 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.
| FDTZX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.11 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.56 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.54 | +0.17 |
Martin ratioReturn relative to average drawdown | 7.85 | 5.93 | +1.92 |
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
| FDTZX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.11 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.51 | +0.28 |
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 | 0.47 | 0.46 | +0.02 |
Correlation
The correlation between FDTZX and FSPSX is 0.77, 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
FDTZX vs. FSPSX - Dividend Comparison
FDTZX's dividend yield for the trailing twelve months is around 11.65%, more than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | 11.65% | 11.04% | 9.30% | 4.11% | 5.35% | 5.32% | 4.07% | 7.18% | 15.77% | 5.66% | 2.35% | 5.37% |
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
FDTZX vs. FSPSX - Drawdown Comparison
The maximum FDTZX drawdown since its inception was -58.26%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FDTZX and FSPSX.
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Drawdown Indicators
| FDTZX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -33.69% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.39% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.13% | -29.41% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -33.69% | -2.97% |
Current DrawdownCurrent decline from peak | -9.71% | -10.86% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -6.59% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.96% | -0.24% |
Volatility
FDTZX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Advisor Capital Development Fund Class M (FDTZX) is 4.49%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FDTZX 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
| FDTZX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 7.04% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 10.63% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 16.79% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 15.77% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 16.47% | +2.38% |