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FKIDX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKIDX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International K6 Fund (FKIDX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FKIDX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKIDX
Fidelity Diversified International K6 Fund
-3.78%27.92%6.58%17.57%-23.30%13.35%19.41%29.76%-15.21%8.61%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%9.33%

Returns By Period

In the year-to-date period, FKIDX achieves a -3.78% return, which is significantly lower than FSPSX's -1.94% return.


FKIDX

1D
0.18%
1M
-11.89%
YTD
-3.78%
6M
0.51%
1Y
17.05%
3Y*
12.31%
5Y*
6.01%
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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FKIDX vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

FKIDX vs. FSPSX — Risk / Return Rank

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

FKIDX
FKIDX Risk / Return Rank: 4242
Overall Rank
FKIDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FKIDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FKIDX Omega Ratio Rank: 3838
Omega Ratio Rank
FKIDX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FKIDX Martin Ratio Rank: 4343
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.

FKIDX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International K6 Fund (FKIDX) 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.


FKIDXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.11

-0.27

Sortino ratio

Return per unit of downside risk

1.24

1.56

-0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.14

1.54

-0.41

Martin ratio

Return relative to average drawdown

4.40

5.93

-1.53

FKIDX vs. FSPSX - Sharpe Ratio Comparison

The current FKIDX Sharpe Ratio is 0.84, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FKIDX 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


FKIDXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.11

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.51

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

-0.01

Correlation

The correlation between FKIDX and FSPSX is 0.95, 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.


Dividends

FKIDX vs. FSPSX - Dividend Comparison

FKIDX's dividend yield for the trailing twelve months is around 2.29%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FKIDX
Fidelity Diversified International K6 Fund
2.29%2.21%2.22%1.55%0.84%0.97%0.61%1.57%1.38%0.19%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

FKIDX vs. FSPSX - Drawdown Comparison

The maximum FKIDX drawdown since its inception was -35.00%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FKIDX and FSPSX.


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Drawdown Indicators


FKIDXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-33.69%

-1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-11.39%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-29.41%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-12.29%

-10.86%

-1.43%

Average Drawdown

Average peak-to-trough decline

-8.31%

-6.59%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.96%

+0.27%

Volatility

FKIDX vs. FSPSX - Volatility Comparison

Fidelity Diversified International K6 Fund (FKIDX) has a higher volatility of 8.14% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that FKIDX's price experiences larger fluctuations and is considered to be riskier 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


FKIDXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

7.04%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

10.63%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

16.79%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

15.77%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

16.47%

+0.62%