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FIBUX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIBUX vs. FSPSX - Performance Comparison

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

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FIBUX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIBUX
Fidelity Flex U.S. Bond Index Fund
-0.45%7.20%1.31%5.46%-13.41%-2.16%7.08%8.58%0.12%3.81%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%19.68%

Returns By Period

In the year-to-date period, FIBUX achieves a -0.45% return, which is significantly higher than FSPSX's -1.94% return.


FIBUX

1D
0.44%
1M
-2.35%
YTD
-0.45%
6M
0.51%
1Y
3.75%
3Y*
3.43%
5Y*
0.09%
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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FIBUX vs. FSPSX - Expense Ratio Comparison

FIBUX has a 0.00% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, 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

FIBUX vs. FSPSX — Risk / Return Rank

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

FIBUX
FIBUX Risk / Return Rank: 5454
Overall Rank
FIBUX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FIBUX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FIBUX Omega Ratio Rank: 3838
Omega Ratio Rank
FIBUX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FIBUX Martin Ratio Rank: 5050
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.

FIBUX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex U.S. Bond Index Fund (FIBUX) 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.


FIBUXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.11

-0.13

Sortino ratio

Return per unit of downside risk

1.40

1.56

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.54

+0.18

Martin ratio

Return relative to average drawdown

4.89

5.93

-1.04

FIBUX vs. FSPSX - Sharpe Ratio Comparison

The current FIBUX Sharpe Ratio is 0.98, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FIBUX 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


FIBUXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.11

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.51

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.46

-0.12

Correlation

The correlation between FIBUX and FSPSX is 0.06, 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

FIBUX vs. FSPSX - Dividend Comparison

FIBUX's dividend yield for the trailing twelve months is around 3.70%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FIBUX
Fidelity Flex U.S. Bond Index Fund
3.70%3.95%3.65%2.93%1.62%1.18%2.32%2.96%2.70%2.45%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

FIBUX vs. FSPSX - Drawdown Comparison

The maximum FIBUX drawdown since its inception was -19.76%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIBUX and FSPSX.


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Drawdown Indicators


FIBUXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.76%

-33.69%

+13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-11.39%

+8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-29.41%

+11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-4.31%

-10.86%

+6.55%

Average Drawdown

Average peak-to-trough decline

-5.83%

-6.59%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.96%

-1.98%

Volatility

FIBUX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Flex U.S. Bond Index Fund (FIBUX) is 1.64%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FIBUX 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


FIBUXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

7.04%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

10.63%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

16.79%

-12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

15.77%

-9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

16.47%

-11.34%