FSPSX vs. FSPGX
Compare and contrast key facts about Fidelity International Index Fund (FSPSX) and Fidelity Large Cap Growth Index Fund (FSPGX).
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. FSPGX is managed by Fidelity.
Performance
FSPSX vs. FSPGX - Performance Comparison
Loading graphics...
FSPSX vs. FSPGX - 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% | 24.84% |
FSPGX Fidelity Large Cap Growth Index Fund | -9.77% | 18.54% | 33.27% | 42.77% | -29.17% | 27.57% | 38.46% | 36.38% | -1.79% | 27.70% |
Returns By Period
In the year-to-date period, FSPSX achieves a 0.95% return, which is significantly higher than FSPGX's -9.77% 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%
FSPGX
- 1D
- 3.75%
- 1M
- -5.52%
- YTD
- -9.77%
- 6M
- -9.26%
- 1Y
- 17.78%
- 3Y*
- 21.16%
- 5Y*
- 12.38%
- 10Y*
- —
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. FSPGX - Expense Ratio Comparison
FSPSX has a 0.04% expense ratio, which is higher than FSPGX's 0.04% 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%.
Return for Risk
FSPSX vs. FSPGX — Risk / Return Rank
FSPSX
FSPGX
FSPSX vs. FSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 | FSPGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.84 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.36 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.17 | +0.77 |
Martin ratioReturn relative to average drawdown | 7.43 | 4.02 | +3.42 |
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 | FSPGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.84 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.80 | -0.33 |
Correlation
The correlation between FSPSX and FSPGX is 0.66, 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.
Dividends
FSPSX vs. FSPGX - Dividend Comparison
FSPSX's dividend yield for the trailing twelve months is around 3.12%, more than FSPGX's 0.38% 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% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.38% | 0.34% | 0.37% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.32% | 0.22% | 0.00% | 0.00% |
Drawdowns
FSPSX vs. FSPGX - Drawdown Comparison
The maximum FSPSX drawdown since its inception was -33.69%, roughly equal to the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FSPSX and FSPGX.
Loading graphics...
Drawdown Indicators
| FSPSX | FSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -32.66% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -16.17% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.41% | -32.66% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -8.22% | -13.03% | +4.81% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -6.43% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.70% | -1.73% |
Volatility
FSPSX vs. FSPGX - Volatility Comparison
Fidelity International Index Fund (FSPSX) has a higher volatility of 7.65% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 6.71%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSPSX | FSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 6.71% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 12.37% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 22.58% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 21.52% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 21.66% | -5.17% |