FSPSX vs. DODFX
Compare and contrast key facts about Fidelity International Index Fund (FSPSX) and Dodge & Cox International Stock Fund (DODFX).
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. DODFX is managed by Dodge & Cox.
Performance
FSPSX vs. DODFX - Performance Comparison
Loading graphics...
FSPSX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 0.95% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
DODFX Dodge & Cox International Stock Fund | 0.73% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, FSPSX achieves a 0.95% return, which is significantly higher than DODFX's 0.73% return. Over the past 10 years, FSPSX has underperformed DODFX with an annualized return of 8.97%, while DODFX has yielded a comparatively higher 10.09% annualized return.
FSPSX
- 1D
- 2.95%
- 1M
- -6.35%
- YTD
- 0.95%
- 6M
- 5.01%
- 1Y
- 22.97%
- 3Y*
- 14.61%
- 5Y*
- 8.36%
- 10Y*
- 8.97%
DODFX
- 1D
- 2.54%
- 1M
- -7.11%
- YTD
- 0.73%
- 6M
- 5.33%
- 1Y
- 27.03%
- 3Y*
- 16.82%
- 5Y*
- 10.14%
- 10Y*
- 10.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSPSX vs. DODFX - Expense Ratio Comparison
FSPSX has a 0.04% expense ratio, which is lower than DODFX's 0.62% expense ratio.
Return for Risk
FSPSX vs. DODFX — Risk / Return Rank
FSPSX
DODFX
FSPSX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Dodge & Cox International Stock Fund (DODFX). 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.
| FSPSX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.82 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.34 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.31 | -0.37 |
Martin ratioReturn relative to average drawdown | 7.43 | 8.74 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSPSX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.82 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.64 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.55 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Correlation
The correlation between FSPSX and DODFX is 0.92, 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
FSPSX vs. DODFX - Dividend Comparison
FSPSX's dividend yield for the trailing twelve months is around 3.12%, less than DODFX's 5.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 3.12% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
DODFX Dodge & Cox International Stock Fund | 5.02% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
FSPSX vs. DODFX - Drawdown Comparison
The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for FSPSX and DODFX.
Loading graphics...
Drawdown Indicators
| FSPSX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -63.23% | +29.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -11.42% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.41% | -24.52% | -4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -44.61% | +10.92% |
Current DrawdownCurrent decline from peak | -8.22% | -8.60% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -11.72% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.02% | -0.05% |
Volatility
FSPSX vs. DODFX - Volatility Comparison
Fidelity International Index Fund (FSPSX) has a higher volatility of 7.65% compared to Dodge & Cox International Stock Fund (DODFX) at 7.14%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSPSX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 7.14% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 10.03% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 15.17% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.81% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.25% | -1.76% |