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

Correlation

The correlation between FSPSX and FZILX is 0.77, 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: 0.8

Performance

FSPSX vs. FZILX - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%55.00%December2025FebruaryMarchAprilMay
54.31%
48.24%
FSPSX
FZILX

Key characteristics

Sharpe Ratio

FSPSX:

0.90

FZILX:

0.91

Sortino Ratio

FSPSX:

1.33

FZILX:

1.35

Omega Ratio

FSPSX:

1.18

FZILX:

1.18

Calmar Ratio

FSPSX:

1.12

FZILX:

1.10

Martin Ratio

FSPSX:

3.23

FZILX:

3.42

Ulcer Index

FSPSX:

4.69%

FZILX:

4.34%

Daily Std Dev

FSPSX:

16.79%

FZILX:

16.29%

Max Drawdown

FSPSX:

-33.69%

FZILX:

-34.37%

Current Drawdown

FSPSX:

0.00%

FZILX:

0.00%

Returns By Period

In the year-to-date period, FSPSX achieves a 13.88% return, which is significantly higher than FZILX's 11.39% return.


FSPSX

YTD

13.88%

1M

4.88%

6M

10.02%

1Y

13.96%

5Y*

12.51%

10Y*

5.86%

FZILX

YTD

11.39%

1M

4.13%

6M

7.86%

1Y

13.22%

5Y*

11.44%

10Y*

N/A

*Annualized

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FSPSX vs. FZILX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is higher than FZILX'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%.


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%
Expense ratio chart for FZILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZILX: 0.00%

Risk-Adjusted Performance

FSPSX vs. FZILX — 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 7777
Overall Rank
The Sharpe Ratio Rank of FSPSX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 7474
Martin Ratio Rank

FZILX
The Risk-Adjusted Performance Rank of FZILX is 7777
Overall Rank
The Sharpe Ratio Rank of FZILX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 7676
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. FZILX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for FSPSX, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.00
FSPSX: 0.90
FZILX: 0.91
The chart of Sortino ratio for FSPSX, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.00
FSPSX: 1.33
FZILX: 1.35
The chart of Omega ratio for FSPSX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
FSPSX: 1.18
FZILX: 1.18
The chart of Calmar ratio for FSPSX, currently valued at 1.12, compared to the broader market0.002.004.006.008.00
FSPSX: 1.12
FZILX: 1.10
The chart of Martin ratio for FSPSX, currently valued at 3.23, compared to the broader market0.0010.0020.0030.0040.00
FSPSX: 3.23
FZILX: 3.42

The current FSPSX Sharpe Ratio is 0.90, which is comparable to the FZILX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSPSX and FZILX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.90
0.91
FSPSX
FZILX

Dividends

FSPSX vs. FZILX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 2.55%, less than FZILX's 2.69% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
2.55%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
FZILX
Fidelity ZERO International Index Fund
2.69%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%

Drawdowns

FSPSX vs. FZILX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, roughly equal to the maximum FZILX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FSPSX and FZILX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay00
FSPSX
FZILX

Volatility

FSPSX vs. FZILX - Volatility Comparison

Fidelity International Index Fund (FSPSX) and Fidelity ZERO International Index Fund (FZILX) have volatilities of 10.95% and 10.51%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
10.95%
10.51%
FSPSX
FZILX