FSPSX vs. FUAMX
Compare and contrast key facts about Fidelity International Index Fund (FSPSX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX).
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. FUAMX is managed by Fidelity.
Performance
FSPSX vs. FUAMX - Performance Comparison
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Returns By Period
In the year-to-date period, FSPSX achieves a 1.92% return, which is significantly higher than FUAMX's 0.05% return.
FSPSX
- 1D
- -0.64%
- 1M
- -1.37%
- YTD
- 1.92%
- 6M
- 4.99%
- 1Y
- 35.29%
- 3Y*
- 14.73%
- 5Y*
- 8.57%
- 10Y*
- 9.07%
FUAMX
- 1D
- 0.21%
- 1M
- -0.81%
- YTD
- 0.05%
- 6M
- 0.85%
- 1Y
- 2.86%
- 3Y*
- 2.83%
- 5Y*
- -0.13%
- 10Y*
- —
FSPSX vs. FUAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 1.92% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 2.42% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 0.05% | 8.00% | 0.40% | 4.08% | -13.06% | -3.19% | 8.86% | 7.25% | 1.25% | -0.35% |
Correlation
The correlation between FSPSX and FUAMX is -0.00, meaning they tend to move in opposite directions. This is especially valuable for risk management — when one declines, the other has historically tended to hold steady or rise, cushioning overall portfolio drawdowns.
FSPSX vs. FUAMX - Expense Ratio Comparison
FSPSX has a 0.04% expense ratio, which is higher than FUAMX's 0.03% 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%.
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Return for Risk
FSPSX vs. FUAMX — Risk / Return Rank
FSPSX
FUAMX
FSPSX vs. FUAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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 | FUAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.85 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.27 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.15 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.30 | +0.82 |
Martin ratioReturn relative to average drawdown | 7.95 | 3.63 | +4.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSPSX | FUAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.85 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | -0.02 | +0.56 |
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 | 0.23 | +0.24 |
Drawdowns
FSPSX vs. FUAMX - Drawdown Comparison
The maximum FSPSX drawdown since its inception was -33.69%, which is greater than FUAMX's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for FSPSX and FUAMX.
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Drawdown Indicators
| FSPSX | FUAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -20.25% | -13.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -3.10% | -8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.41% | -18.27% | -11.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | — | — |
Current DrawdownCurrent decline from peak | -7.34% | -6.39% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -7.33% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.11% | +1.93% |
Volatility
FSPSX vs. FUAMX - Volatility Comparison
Fidelity International Index Fund (FSPSX) has a higher volatility of 7.24% compared to Fidelity Intermediate Treasury Bond Index Fund (FUAMX) at 1.73%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSPSX | FUAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 1.73% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 2.91% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 4.87% | +12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 6.61% | +9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 5.87% | +10.62% |
Dividends
FSPSX vs. FUAMX - Dividend Comparison
FSPSX's dividend yield for the trailing twelve months is around 3.09%, less than FUAMX's 3.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 3.09% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.66% | 3.52% | 3.58% | 2.20% | 1.24% | 1.76% | 2.90% | 2.16% | 2.23% | 0.49% | 0.00% | 0.00% |