FLCOX vs. FSPSX
Compare and contrast key facts about Fidelity Large Cap Value Index Fund (FLCOX) and Fidelity International Index Fund (FSPSX).
FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997. Both FLCOX and FSPSX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLCOX vs. FSPSX - Performance Comparison
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FLCOX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 2.61% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
FSPSX Fidelity International Index Fund | 2.58% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 24.84% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FLCOX having a 2.61% return and FSPSX slightly lower at 2.58%.
FLCOX
- 1D
- 0.52%
- 1M
- -2.93%
- YTD
- 2.61%
- 6M
- 6.31%
- 1Y
- 15.79%
- 3Y*
- 14.50%
- 5Y*
- 9.32%
- 10Y*
- —
FSPSX
- 1D
- 1.61%
- 1M
- -1.87%
- YTD
- 2.58%
- 6M
- 6.46%
- 1Y
- 24.69%
- 3Y*
- 15.22%
- 5Y*
- 8.71%
- 10Y*
- 9.14%
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FLCOX vs. FSPSX - Expense Ratio Comparison
FLCOX has a 0.04% 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
FLCOX vs. FSPSX — Risk / Return Rank
FLCOX
FSPSX
FLCOX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Value Index Fund (FLCOX) 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.
| FLCOX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.47 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.01 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.23 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.54 | 8.47 | -1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCOX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.47 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.55 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Correlation
The correlation between FLCOX and FSPSX is 0.74, 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
FLCOX vs. FSPSX - Dividend Comparison
FLCOX's dividend yield for the trailing twelve months is around 1.47%, less than FSPSX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCOX Fidelity Large Cap Value Index Fund | 1.47% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
FSPSX Fidelity International Index Fund | 3.07% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
FLCOX vs. FSPSX - Drawdown Comparison
The maximum FLCOX drawdown since its inception was -38.28%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FLCOX and FSPSX.
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Drawdown Indicators
| FLCOX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.28% | -33.69% | -4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -11.39% | +3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -29.41% | +10.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -4.32% | -6.74% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.60% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.00% | -0.48% |
Volatility
FLCOX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Large Cap Value Index Fund (FLCOX) is 4.29%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.30%. This indicates that FLCOX 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
| FLCOX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 7.30% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 11.09% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 17.03% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 15.83% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 16.50% | +1.23% |