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

Correlation

The correlation between FSPSX and EMQQ is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FSPSX vs. EMQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Index Fund (FSPSX) and Emerging Markets Internet & Ecommerce ETF (EMQQ). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
85.73%
59.10%
FSPSX
EMQQ

Key characteristics

Sharpe Ratio

FSPSX:

0.67

EMQQ:

0.63

Sortino Ratio

FSPSX:

1.02

EMQQ:

0.92

Omega Ratio

FSPSX:

1.14

EMQQ:

1.12

Calmar Ratio

FSPSX:

0.82

EMQQ:

0.23

Martin Ratio

FSPSX:

2.38

EMQQ:

1.56

Ulcer Index

FSPSX:

4.69%

EMQQ:

8.73%

Daily Std Dev

FSPSX:

16.72%

EMQQ:

25.26%

Max Drawdown

FSPSX:

-33.69%

EMQQ:

-73.24%

Current Drawdown

FSPSX:

-0.89%

EMQQ:

-50.58%

Returns By Period

The year-to-date returns for both investments are quite close, with FSPSX having a 13.04% return and EMQQ slightly higher at 13.20%. Over the past 10 years, FSPSX has outperformed EMQQ with an annualized return of 5.62%, while EMQQ has yielded a comparatively lower 4.75% annualized return.


FSPSX

YTD

13.04%

1M

16.65%

6M

8.10%

1Y

11.14%

5Y*

11.87%

10Y*

5.62%

EMQQ

YTD

13.20%

1M

17.91%

6M

1.55%

1Y

15.80%

5Y*

1.29%

10Y*

4.75%

*Annualized

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FSPSX vs. EMQQ - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than EMQQ's 0.86% expense ratio.


Risk-Adjusted Performance

FSPSX vs. EMQQ — Risk-Adjusted Performance Rank

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

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6767
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6464
Martin Ratio Rank

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 5555
Overall Rank
The Sharpe Ratio Rank of EMQQ is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 5353
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.

FSPSX vs. EMQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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.


The current FSPSX Sharpe Ratio is 0.67, which is comparable to the EMQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FSPSX and EMQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.67
0.63
FSPSX
EMQQ

Dividends

FSPSX vs. EMQQ - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 2.56%, more than EMQQ's 1.50% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
2.56%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.50%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%

Drawdowns

FSPSX vs. EMQQ - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for FSPSX and EMQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-0.89%
-50.58%
FSPSX
EMQQ

Volatility

FSPSX vs. EMQQ - Volatility Comparison

The current volatility for Fidelity International Index Fund (FSPSX) is 7.15%, while Emerging Markets Internet & Ecommerce ETF (EMQQ) has a volatility of 8.41%. This indicates that FSPSX experiences smaller price fluctuations and is considered to be less risky than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.15%
8.41%
FSPSX
EMQQ