PortfoliosLab logo
FITFX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITFX and FSPSX is 0.75, 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.


Performance

FITFX vs. FSPSX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FITFX:

0.68

FSPSX:

0.61

Sortino Ratio

FITFX:

1.11

FSPSX:

1.09

Omega Ratio

FITFX:

1.15

FSPSX:

1.15

Calmar Ratio

FITFX:

0.88

FSPSX:

0.89

Martin Ratio

FITFX:

2.74

FSPSX:

2.58

Ulcer Index

FITFX:

4.29%

FSPSX:

4.69%

Daily Std Dev

FITFX:

16.08%

FSPSX:

16.77%

Max Drawdown

FITFX:

-34.27%

FSPSX:

-33.69%

Current Drawdown

FITFX:

0.00%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, FITFX achieves a 13.45% return, which is significantly lower than FSPSX's 15.23% return.


FITFX

YTD

13.45%

1M

9.31%

6M

12.66%

1Y

10.92%

5Y*

11.67%

10Y*

N/A

FSPSX

YTD

15.23%

1M

8.50%

6M

14.67%

1Y

10.73%

5Y*

12.95%

10Y*

5.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FITFX vs. FSPSX - Expense Ratio Comparison

FITFX 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%.


Risk-Adjusted Performance

FITFX vs. FSPSX — Risk-Adjusted Performance Rank

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

FITFX
The Risk-Adjusted Performance Rank of FITFX is 6969
Overall Rank
The Sharpe Ratio Rank of FITFX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FITFX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FITFX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FITFX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FITFX is 6767
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6565
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.

FITFX vs. FSPSX - Risk-Adjusted Performance Comparison

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


The current FITFX Sharpe Ratio is 0.68, which is comparable to the FSPSX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FITFX 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.


Loading data...

Dividends

FITFX vs. FSPSX - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.45%, less than FSPSX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
FITFX
Fidelity Flex International Index Fund
2.45%2.77%2.67%2.60%2.25%1.50%3.35%1.92%1.26%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.52%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

FITFX vs. FSPSX - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.27%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FITFX and FSPSX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FITFX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Flex International Index Fund (FITFX) is 2.87%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.17%. This indicates that FITFX 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.


Loading data...