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FFIDX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIDX vs. FSPSX - Performance Comparison

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

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FFIDX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIDX
Fidelity Fund
-9.36%20.04%27.13%30.93%-25.88%33.22%26.43%33.46%-5.31%23.28%
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, FFIDX achieves a -9.36% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, FFIDX has outperformed FSPSX with an annualized return of 14.09%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FFIDX

1D
-0.04%
1M
-7.66%
YTD
-9.36%
6M
-5.63%
1Y
18.26%
3Y*
18.29%
5Y*
11.53%
10Y*
14.09%

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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FFIDX vs. FSPSX - Expense Ratio Comparison

FFIDX has a 0.45% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FFIDX vs. FSPSX — Risk / Return Rank

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

FFIDX
FFIDX Risk / Return Rank: 5555
Overall Rank
FFIDX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FFIDX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FFIDX Omega Ratio Rank: 5959
Omega Ratio Rank
FFIDX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FFIDX Martin Ratio Rank: 5555
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.

FFIDX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) 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.


FFIDXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.11

-0.16

Sortino ratio

Return per unit of downside risk

1.48

1.56

-0.08

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.28

1.54

-0.26

Martin ratio

Return relative to average drawdown

5.30

5.93

-0.62

FFIDX vs. FSPSX - Sharpe Ratio Comparison

The current FFIDX Sharpe Ratio is 0.95, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FFIDX 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


FFIDXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.11

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.53

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.46

+0.01

Correlation

The correlation between FFIDX and FSPSX is 0.71, 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

FFIDX vs. FSPSX - Dividend Comparison

FFIDX's dividend yield for the trailing twelve months is around 1.30%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FFIDX
Fidelity Fund
1.30%1.18%0.00%2.41%0.67%4.60%2.71%5.41%7.40%11.12%7.01%5.48%
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

FFIDX vs. FSPSX - Drawdown Comparison

The maximum FFIDX drawdown since its inception was -55.35%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FFIDX and FSPSX.


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Drawdown Indicators


FFIDXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-33.69%

-21.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-11.39%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.33%

-29.41%

-0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-30.66%

-33.69%

+3.03%

Current Drawdown

Current decline from peak

-10.87%

-10.86%

-0.01%

Average Drawdown

Average peak-to-trough decline

-11.89%

-6.59%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.96%

-0.06%

Volatility

FFIDX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Fund (FFIDX) is 4.37%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FFIDX 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


FFIDXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

7.04%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

10.63%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

16.79%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.18%

15.77%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

16.47%

+2.91%