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FIUIX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIUIX vs. FSPSX - Performance Comparison

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

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FIUIX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIUIX
Fidelity Telecom and Utilities Fund
7.85%4.91%30.29%3.37%5.00%7.18%2.08%22.09%3.33%11.98%
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, FIUIX achieves a 7.85% return, which is significantly higher than FSPSX's -1.94% return. Over the past 10 years, FIUIX has outperformed FSPSX with an annualized return of 9.93%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FIUIX

1D
-0.31%
1M
-4.03%
YTD
7.85%
6M
-0.97%
1Y
6.74%
3Y*
15.50%
5Y*
10.99%
10Y*
9.93%

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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FIUIX vs. FSPSX - Expense Ratio Comparison

FIUIX has a 0.60% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FIUIX vs. FSPSX — Risk / Return Rank

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

FIUIX
FIUIX Risk / Return Rank: 1818
Overall Rank
FIUIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FIUIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIUIX Omega Ratio Rank: 1717
Omega Ratio Rank
FIUIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FIUIX Martin Ratio Rank: 1717
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.

FIUIX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Telecom and Utilities Fund (FIUIX) 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.


FIUIXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.47

1.11

-0.64

Sortino ratio

Return per unit of downside risk

0.69

1.56

-0.86

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.60

1.54

-0.94

Martin ratio

Return relative to average drawdown

1.67

5.93

-4.26

FIUIX vs. FSPSX - Sharpe Ratio Comparison

The current FIUIX Sharpe Ratio is 0.47, which is lower than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FIUIX 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


FIUIXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

1.11

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.51

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.53

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Correlation

The correlation between FIUIX and FSPSX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIUIX vs. FSPSX - Dividend Comparison

FIUIX's dividend yield for the trailing twelve months is around 3.27%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FIUIX
Fidelity Telecom and Utilities Fund
3.27%2.34%6.50%7.60%3.77%5.19%3.73%6.88%10.10%5.99%3.33%3.65%
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

FIUIX vs. FSPSX - Drawdown Comparison

The maximum FIUIX drawdown since its inception was -66.48%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIUIX and FSPSX.


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Drawdown Indicators


FIUIXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.48%

-33.69%

-32.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.39%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

-29.41%

+12.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.51%

-33.69%

+0.18%

Current Drawdown

Current decline from peak

-5.08%

-10.86%

+5.78%

Average Drawdown

Average peak-to-trough decline

-11.78%

-6.59%

-5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.96%

+2.00%

Volatility

FIUIX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Telecom and Utilities Fund (FIUIX) is 4.97%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FIUIX 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


FIUIXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

7.04%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

10.63%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

16.79%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

15.77%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

16.47%

+0.59%