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FSPSX vs. FDIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPSX vs. FDIVX - Performance Comparison

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

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FSPSX vs. FDIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%
FDIVX
Fidelity Diversified International Fund
-3.68%27.75%6.54%17.74%-23.86%12.79%18.91%29.72%-15.31%25.31%

Returns By Period

In the year-to-date period, FSPSX achieves a -1.94% return, which is significantly higher than FDIVX's -3.68% return. Over the past 10 years, FSPSX has outperformed FDIVX with an annualized return of 8.65%, while FDIVX has yielded a comparatively lower 8.03% annualized return.


FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%

FDIVX

1D
0.15%
1M
-11.87%
YTD
-3.68%
6M
0.54%
1Y
17.03%
3Y*
12.31%
5Y*
5.82%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPSX vs. FDIVX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than FDIVX's 1.01% expense ratio.


Return for Risk

FSPSX vs. FDIVX — Risk / Return Rank

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

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank

FDIVX
FDIVX Risk / Return Rank: 4343
Overall Rank
FDIVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 3939
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 4545
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. FDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Fidelity Diversified International Fund (FDIVX). 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.


FSPSXFDIVXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.84

+0.27

Sortino ratio

Return per unit of downside risk

1.56

1.24

+0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.54

1.14

+0.40

Martin ratio

Return relative to average drawdown

5.93

4.54

+1.39

FSPSX vs. FDIVX - Sharpe Ratio Comparison

The current FSPSX Sharpe Ratio is 1.11, which is higher than the FDIVX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FSPSX and FDIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSPSXFDIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.84

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.35

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.48

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.02

Correlation

The correlation between FSPSX and FDIVX is 0.96, 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. FDIVX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.22%, less than FDIVX's 11.10% yield.


TTM20252024202320222021202020192018201720162015
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%
FDIVX
Fidelity Diversified International Fund
11.10%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%

Drawdowns

FSPSX vs. FDIVX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum FDIVX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for FSPSX and FDIVX.


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Drawdown Indicators


FSPSXFDIVXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-60.61%

+26.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-12.38%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

-35.60%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-35.60%

+1.91%

Current Drawdown

Current decline from peak

-10.86%

-12.25%

+1.39%

Average Drawdown

Average peak-to-trough decline

-6.59%

-11.72%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.12%

-0.16%

Volatility

FSPSX vs. FDIVX - Volatility Comparison

The current volatility for Fidelity International Index Fund (FSPSX) is 7.04%, while Fidelity Diversified International Fund (FDIVX) has a volatility of 8.06%. This indicates that FSPSX experiences smaller price fluctuations and is considered to be less risky than FDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPSXFDIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

8.06%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

12.16%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

18.67%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

16.75%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

16.78%

-0.31%