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FJACX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJACX vs. FSPSX - Performance Comparison

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

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FJACX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJACX
Fidelity Series Small Cap Discovery Fund
-4.64%11.80%3.11%21.79%-13.96%36.36%9.62%30.01%-17.37%9.59%
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, FJACX achieves a -4.64% return, which is significantly lower than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with FJACX having a 8.97% annualized return and FSPSX not far behind at 8.65%.


FJACX

1D
-1.23%
1M
-7.75%
YTD
-4.64%
6M
-2.32%
1Y
13.16%
3Y*
8.38%
5Y*
6.17%
10Y*
8.97%

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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FJACX vs. FSPSX - Expense Ratio Comparison

FJACX 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

FJACX vs. FSPSX — Risk / Return Rank

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

FJACX
FJACX Risk / Return Rank: 2626
Overall Rank
FJACX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FJACX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FJACX Omega Ratio Rank: 2323
Omega Ratio Rank
FJACX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FJACX Martin Ratio Rank: 2626
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.

FJACX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Small Cap Discovery Fund (FJACX) 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.


FJACXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.11

-0.51

Sortino ratio

Return per unit of downside risk

1.02

1.56

-0.54

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.85

1.54

-0.70

Martin ratio

Return relative to average drawdown

2.86

5.93

-3.07

FJACX vs. FSPSX - Sharpe Ratio Comparison

The current FJACX Sharpe Ratio is 0.60, which is lower than the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FJACX 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


FJACXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.11

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.51

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.53

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.46

-0.08

Correlation

The correlation between FJACX and FSPSX is 0.69, 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

FJACX vs. FSPSX - Dividend Comparison

FJACX's dividend yield for the trailing twelve months is around 10.94%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FJACX
Fidelity Series Small Cap Discovery Fund
10.94%10.44%10.79%2.90%24.03%17.66%2.67%6.65%8.36%1.15%0.45%5.64%
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

FJACX vs. FSPSX - Drawdown Comparison

The maximum FJACX drawdown since its inception was -45.60%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FJACX and FSPSX.


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Drawdown Indicators


FJACXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-45.60%

-33.69%

-11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-11.39%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-29.41%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.60%

-33.69%

-11.91%

Current Drawdown

Current decline from peak

-11.19%

-10.86%

-0.33%

Average Drawdown

Average peak-to-trough decline

-6.62%

-6.59%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.96%

+0.89%

Volatility

FJACX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Series Small Cap Discovery Fund (FJACX) is 5.63%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FJACX 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


FJACXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

7.04%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

10.63%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

16.79%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

15.77%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

16.47%

+5.07%