PortfoliosLab logoPortfoliosLab logo
FSPSX vs. FCSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSPSX vs. FCSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Index Fund (FSPSX) and Fidelity Series Commodity Strategy Fund (FCSSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSPSX achieves a 9.51% return, which is significantly lower than FCSSX's 21.09% return. Over the past 10 years, FSPSX has outperformed FCSSX with an annualized return of 9.45%, while FCSSX has yielded a comparatively lower 6.53% annualized return.


FSPSX

1D
0.41%
1M
4.06%
YTD
9.51%
6M
12.14%
1Y
22.52%
3Y*
17.23%
5Y*
8.91%
10Y*
9.45%

FCSSX

1D
0.31%
1M
-1.32%
YTD
21.09%
6M
21.06%
1Y
32.62%
3Y*
14.44%
5Y*
11.27%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSPSX vs. FCSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPSX
Fidelity International Index Fund
9.51%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%
FCSSX
Fidelity Series Commodity Strategy Fund
21.09%15.43%5.36%-8.25%18.11%27.59%-3.11%7.41%-12.10%0.92%

Correlation

The correlation between FSPSX and FCSSX is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2011

0.33

Over the past year, the correlation between FSPSX and FCSSX has dropped to 0.03 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FSPSX vs. FCSSX — Risk / Return Rank

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

FSPSX
FSPSX Risk / Return Rank: 2727
Overall Rank
FSPSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 2626
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 3131
Martin Ratio Rank

FCSSX
FCSSX Risk / Return Rank: 6464
Overall Rank
FCSSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FCSSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCSSX Omega Ratio Rank: 5656
Omega Ratio Rank
FCSSX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FCSSX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSPSX vs. FCSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Fidelity Series Commodity Strategy Fund (FCSSX). 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.


FSPSXFCSSXDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

1.91

4.55

-2.65

Martin ratioReturn relative to average drawdown

7.16

11.93

-4.77

FSPSX vs. FCSSX - Sharpe Ratio Comparison

The current FSPSX Sharpe Ratio is 1.47, which is lower than the FCSSX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FSPSX and FCSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FSPSXFCSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.32

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.71

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.46

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.10

+0.40

Drawdowns

FSPSX vs. FCSSX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum FCSSX drawdown of -66.04%. Use the drawdown chart below to compare losses from any high point for FSPSX and FCSSX.


Loading charts...

Drawdown Indicators


FSPSXFCSSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-66.04%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-7.21%

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-11.43%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

-24.07%

-5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-33.37%

-0.32%

Current Drawdown

Current decline from peak

-0.45%

-9.40%

+8.95%

Average Drawdown

Average peak-to-trough decline

-6.55%

-36.20%

+29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.74%

+0.29%

Volatility

FSPSX vs. FCSSX - Volatility Comparison

Fidelity International Index Fund (FSPSX) and Fidelity Series Commodity Strategy Fund (FCSSX) have volatilities of 4.62% and 4.53%, 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.


Loading charts...

Volatility by Period


FSPSXFCSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.53%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

11.73%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

14.28%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

15.97%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

14.34%

+2.22%

FSPSX vs. FCSSX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is higher than FCSSX's 0.00% 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%.


Dividends

FSPSX vs. FCSSX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 2.88%, more than FCSSX's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FCSSX
Fidelity Series Commodity Strategy Fund
2.22%2.69%12.74%4.53%128.24%41.74%0.44%1.49%6.76%0.53%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.88%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Frequently Asked Questions


FSPSX and FCSSX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSPSX has higher volatility (4.62%) compared to FCSSX (4.53%). In terms of maximum drawdown, FSPSX dropped -33.69% vs FCSSX's -66.04%.

FCSSX currently has the higher Sharpe Ratio (2.32 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSPSX and FCSSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer