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

Correlation

The correlation between FSPSX and FDIVX 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.


-0.50.00.51.0
Correlation: 0.9

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.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
149.42%
110.59%
FSPSX
FDIVX

Key characteristics

Sharpe Ratio

FSPSX:

0.40

FDIVX:

0.07

Sortino Ratio

FSPSX:

0.64

FDIVX:

0.19

Omega Ratio

FSPSX:

1.08

FDIVX:

1.02

Calmar Ratio

FSPSX:

0.53

FDIVX:

0.05

Martin Ratio

FSPSX:

1.23

FDIVX:

0.22

Ulcer Index

FSPSX:

4.39%

FDIVX:

4.47%

Daily Std Dev

FSPSX:

13.50%

FDIVX:

14.99%

Max Drawdown

FSPSX:

-33.69%

FDIVX:

-59.98%

Current Drawdown

FSPSX:

-5.08%

FDIVX:

-16.43%

Returns By Period

In the year-to-date period, FSPSX achieves a 6.44% return, which is significantly higher than FDIVX's 3.44% return. Over the past 10 years, FSPSX has outperformed FDIVX with an annualized return of 5.24%, while FDIVX has yielded a comparatively lower 2.80% annualized return.


FSPSX

YTD

6.44%

1M

-2.50%

6M

-0.66%

1Y

4.77%

5Y*

12.92%

10Y*

5.24%

FDIVX

YTD

3.44%

1M

-3.58%

6M

-4.25%

1Y

0.35%

5Y*

8.03%

10Y*

2.80%

*Annualized

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. FDIVX - Expense Ratio Comparison

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


FDIVX
Fidelity Diversified International Fund
Expense ratio chart for FDIVX: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIVX: 1.01%
Expense ratio chart for FSPSX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPSX: 0.04%

Risk-Adjusted Performance

FSPSX vs. FDIVX — 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 5858
Overall Rank
The Sharpe Ratio Rank of FSPSX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 5353
Martin Ratio Rank

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 3838
Overall Rank
The Sharpe Ratio Rank of FDIVX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 3838
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. FDIVX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
FSPSX: 0.40
FDIVX: 0.07
The chart of Sortino ratio for FSPSX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.00
FSPSX: 0.64
FDIVX: 0.19
The chart of Omega ratio for FSPSX, currently valued at 1.08, compared to the broader market1.002.003.00
FSPSX: 1.08
FDIVX: 1.02
The chart of Calmar ratio for FSPSX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.00
FSPSX: 0.53
FDIVX: 0.05
The chart of Martin ratio for FSPSX, currently valued at 1.23, compared to the broader market0.0020.0040.0060.00
FSPSX: 1.23
FDIVX: 0.22

The current FSPSX Sharpe Ratio is 0.40, which is higher than the FDIVX Sharpe Ratio of 0.07. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.40
0.07
FSPSX
FDIVX

Dividends

FSPSX vs. FDIVX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.08%, more than FDIVX's 1.98% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
3.08%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
FDIVX
Fidelity Diversified International Fund
1.98%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%

Drawdowns

FSPSX vs. FDIVX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum FDIVX drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for FSPSX and FDIVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.08%
-16.43%
FSPSX
FDIVX

Volatility

FSPSX vs. FDIVX - Volatility Comparison

The current volatility for Fidelity International Index Fund (FSPSX) is 4.66%, while Fidelity Diversified International Fund (FDIVX) has a volatility of 6.10%. 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.


3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
4.66%
6.10%
FSPSX
FDIVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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