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

Correlation

The correlation between FLAX and FSPSX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FLAX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Asia ex Japan ETF (FLAX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FLAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSPSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLAX vs. FSPSX - Expense Ratio Comparison

FLAX has a 0.19% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, 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

FLAX vs. FSPSX — Risk-Adjusted Performance Rank

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

FLAX
The Risk-Adjusted Performance Rank of FLAX is 5555
Overall Rank
The Sharpe Ratio Rank of FLAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FLAX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FLAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FLAX is 5050
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7070
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6666
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.

FLAX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex Japan ETF (FLAX) 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.



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Dividends

FLAX vs. FSPSX - Dividend Comparison

FLAX's dividend yield for the trailing twelve months is around 2.96%, while FSPSX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FLAX
Franklin FTSE Asia ex Japan ETF
2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLAX vs. FSPSX - Drawdown Comparison


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Volatility

FLAX vs. FSPSX - Volatility Comparison


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