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FIENX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIENX and FSPSX is 0.94, 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.


-0.50.00.51.00.9

Performance

FIENX vs. FSPSX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember20250
-1.84%
FIENX
FSPSX

Key characteristics

Returns By Period


FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSPSX

YTD

1.62%

1M

1.75%

6M

-1.84%

1Y

7.72%

5Y*

4.96%

10Y*

5.52%

*Annualized

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FIENX vs. FSPSX - Expense Ratio Comparison

FIENX has a 0.55% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


FIENX
Fidelity International Enhanced Index Fund
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FIENX vs. FSPSX — Risk-Adjusted Performance Rank

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

FIENX

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3838
Overall Rank
The Sharpe Ratio Rank of FSPSX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIENX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Enhanced Index Fund (FIENX) 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.


Sharpe ratio
No data
The chart of Calmar ratio for FIENX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.000.84
FIENX
FSPSX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.00
0.69
FIENX
FSPSX

Dividends

FIENX vs. FSPSX - Dividend Comparison

FIENX has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 3.22%.


TTM20242023202220212020201920182017201620152014
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

FIENX vs. FSPSX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.43%
-7.81%
FIENX
FSPSX

Volatility

FIENX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity International Enhanced Index Fund (FIENX) is 0.00%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.75%. This indicates that FIENX 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
3.75%
FIENX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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