FSOSX vs. FSPSX
Compare and contrast key facts about Fidelity Series Overseas Fund (FSOSX) and Fidelity International Index Fund (FSPSX).
FSOSX is managed by Fidelity. It was launched on Jun 21, 2019. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSOSX or FSPSX.
Key characteristics
| FSOSX | FSPSX | |
|---|---|---|
| YTD Return | 8.02% | 4.77% |
| 1Y Return | 17.29% | 12.71% |
| 3Y Return (Ann) | 0.14% | 1.70% |
| 5Y Return (Ann) | 7.96% | 5.71% |
| Sharpe Ratio | 1.29 | 1.01 |
| Sortino Ratio | 1.85 | 1.46 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 1.16 | 1.46 |
| Martin Ratio | 6.29 | 4.83 |
| Ulcer Index | 2.78% | 2.60% |
| Daily Std Dev | 13.59% | 12.51% |
| Max Drawdown | -35.36% | -33.69% |
| Current Drawdown | -7.77% | -8.34% |
Correlation
The correlation between FSOSX 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.
Performance
FSOSX vs. FSPSX - Performance Comparison
In the year-to-date period, FSOSX achieves a 8.02% return, which is significantly higher than FSPSX's 4.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSOSX vs. FSPSX - Expense Ratio Comparison
FSOSX has a 0.01% 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%.
Risk-Adjusted Performance
FSOSX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Overseas Fund (FSOSX) 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.
Dividends
FSOSX vs. FSPSX - Dividend Comparison
FSOSX's dividend yield for the trailing twelve months is around 1.51%, less than FSPSX's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 1.51% | 1.63% | 1.80% | 1.19% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
FSOSX vs. FSPSX - Drawdown Comparison
The maximum FSOSX drawdown since its inception was -35.36%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSOSX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
FSOSX vs. FSPSX - Volatility Comparison
Fidelity Series Overseas Fund (FSOSX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.69% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.