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FIALX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIALX vs. FSPSX - Performance Comparison

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

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FIALX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FIALX
Fidelity Sustainable Core Plus Bond Fund
-0.48%7.26%1.67%6.20%-5.56%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-2.50%

Returns By Period

In the year-to-date period, FIALX achieves a -0.48% return, which is significantly higher than FSPSX's -1.94% return.


FIALX

1D
0.43%
1M
-2.41%
YTD
-0.48%
6M
0.41%
1Y
3.92%
3Y*
3.73%
5Y*
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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FIALX vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

FIALX vs. FSPSX — Risk / Return Rank

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

FIALX
FIALX Risk / Return Rank: 5757
Overall Rank
FIALX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FIALX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FIALX Omega Ratio Rank: 4141
Omega Ratio Rank
FIALX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FIALX Martin Ratio Rank: 5757
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.

FIALX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Core Plus Bond Fund (FIALX) 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.


FIALXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.11

-0.05

Sortino ratio

Return per unit of downside risk

1.52

1.56

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.79

1.54

+0.25

Martin ratio

Return relative to average drawdown

5.53

5.93

-0.40

FIALX vs. FSPSX - Sharpe Ratio Comparison

The current FIALX Sharpe Ratio is 1.06, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FIALX 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


FIALXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.11

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.46

-0.09

Correlation

The correlation between FIALX and FSPSX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIALX vs. FSPSX - Dividend Comparison

FIALX's dividend yield for the trailing twelve months is around 3.77%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FIALX
Fidelity Sustainable Core Plus Bond Fund
3.77%4.07%4.07%3.25%1.81%0.00%0.00%0.00%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

FIALX vs. FSPSX - Drawdown Comparison

The maximum FIALX drawdown since its inception was -9.77%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIALX and FSPSX.


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Drawdown Indicators


FIALXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-33.69%

+23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-11.39%

+8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-2.41%

-10.86%

+8.45%

Average Drawdown

Average peak-to-trough decline

-2.37%

-6.59%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.96%

-2.05%

Volatility

FIALX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Sustainable Core Plus Bond Fund (FIALX) is 1.54%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FIALX 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


FIALXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

7.04%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

10.63%

-8.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

16.79%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

15.77%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

16.47%

-10.44%