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FECGX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FECGX vs. FSPSX - Performance Comparison

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

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FECGX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FECGX
Fidelity Small Cap Growth Index Fund
-6.77%13.04%15.26%18.90%-26.17%2.83%34.41%7.11%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%7.24%

Returns By Period

In the year-to-date period, FECGX achieves a -6.77% return, which is significantly lower than FSPSX's -1.94% return.


FECGX

1D
-2.02%
1M
-10.15%
YTD
-6.77%
6M
-5.65%
1Y
18.56%
3Y*
10.79%
5Y*
0.89%
10Y*

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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FECGX vs. FSPSX - Expense Ratio Comparison

FECGX has a 0.05% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FECGX vs. FSPSX — Risk / Return Rank

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

FECGX
FECGX Risk / Return Rank: 3333
Overall Rank
FECGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FECGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FECGX Omega Ratio Rank: 2828
Omega Ratio Rank
FECGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FECGX Martin Ratio Rank: 3333
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.

FECGX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Index Fund (FECGX) 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.


FECGXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.11

-0.41

Sortino ratio

Return per unit of downside risk

1.15

1.56

-0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.02

1.54

-0.52

Martin ratio

Return relative to average drawdown

3.51

5.93

-2.42

FECGX vs. FSPSX - Sharpe Ratio Comparison

The current FECGX Sharpe Ratio is 0.71, which is lower than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FECGX 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


FECGXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.11

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.51

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.46

-0.20

Correlation

The correlation between FECGX and FSPSX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FECGX vs. FSPSX - Dividend Comparison

FECGX's dividend yield for the trailing twelve months is around 0.58%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FECGX
Fidelity Small Cap Growth Index Fund
0.58%0.54%1.25%0.81%0.80%3.43%1.00%0.29%0.00%0.00%0.00%0.00%
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

FECGX vs. FSPSX - Drawdown Comparison

The maximum FECGX drawdown since its inception was -41.85%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FECGX and FSPSX.


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Drawdown Indicators


FECGXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-33.69%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.81%

-11.39%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-40.34%

-29.41%

-10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-14.81%

-10.86%

-3.95%

Average Drawdown

Average peak-to-trough decline

-16.11%

-6.59%

-9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.96%

+1.34%

Volatility

FECGX vs. FSPSX - Volatility Comparison

Fidelity Small Cap Growth Index Fund (FECGX) has a higher volatility of 7.58% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FECGX's price experiences larger fluctuations and is considered to be riskier 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


FECGXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.04%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.01%

10.63%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

16.79%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

15.77%

+8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

16.47%

+10.80%