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

Correlation

The correlation between FSPSX and RERGX is 0.76, 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. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Index Fund (FSPSX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

120.00%130.00%140.00%150.00%160.00%NovemberDecember2025FebruaryMarchApril
160.61%
153.72%
FSPSX
RERGX

Key characteristics

Sharpe Ratio

FSPSX:

0.70

RERGX:

0.27

Sortino Ratio

FSPSX:

1.06

RERGX:

0.47

Omega Ratio

FSPSX:

1.14

RERGX:

1.06

Calmar Ratio

FSPSX:

0.86

RERGX:

0.22

Martin Ratio

FSPSX:

2.50

RERGX:

1.00

Ulcer Index

FSPSX:

4.69%

RERGX:

4.46%

Daily Std Dev

FSPSX:

16.75%

RERGX:

16.58%

Max Drawdown

FSPSX:

-33.69%

RERGX:

-37.30%

Current Drawdown

FSPSX:

-0.83%

RERGX:

-8.89%

Returns By Period

In the year-to-date period, FSPSX achieves a 11.21% return, which is significantly higher than RERGX's 4.45% return. Over the past 10 years, FSPSX has outperformed RERGX with an annualized return of 5.36%, while RERGX has yielded a comparatively lower 5.07% annualized return.


FSPSX

YTD

11.21%

1M

1.32%

6M

6.68%

1Y

12.44%

5Y*

12.17%

10Y*

5.36%

RERGX

YTD

4.45%

1M

-1.11%

6M

-0.13%

1Y

4.85%

5Y*

9.12%

10Y*

5.07%

*Annualized

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FSPSX vs. RERGX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than RERGX's 0.46% expense ratio.


Expense ratio chart for RERGX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RERGX: 0.46%
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. RERGX — 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 6969
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6565
Martin Ratio Rank

RERGX
The Risk-Adjusted Performance Rank of RERGX is 3838
Overall Rank
The Sharpe Ratio Rank of RERGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of RERGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of RERGX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of RERGX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of RERGX is 4040
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. RERGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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 0.70, compared to the broader market-1.000.001.002.003.00
FSPSX: 0.70
RERGX: 0.27
The chart of Sortino ratio for FSPSX, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
FSPSX: 1.06
RERGX: 0.47
The chart of Omega ratio for FSPSX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
FSPSX: 1.14
RERGX: 1.06
The chart of Calmar ratio for FSPSX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.00
FSPSX: 0.86
RERGX: 0.22
The chart of Martin ratio for FSPSX, currently valued at 2.50, compared to the broader market0.0010.0020.0030.0040.00
FSPSX: 2.50
RERGX: 1.00

The current FSPSX Sharpe Ratio is 0.70, which is higher than the RERGX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of FSPSX and RERGX, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.70
0.27
FSPSX
RERGX

Dividends

FSPSX vs. RERGX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 2.61%, less than RERGX's 6.78% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
2.61%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
RERGX
American Funds EuroPacific Growth Fund Class R-6
6.78%7.08%3.95%2.02%10.19%0.41%3.14%6.77%4.99%1.64%3.43%1.75%

Drawdowns

FSPSX vs. RERGX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum RERGX drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for FSPSX and RERGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.83%
-8.89%
FSPSX
RERGX

Volatility

FSPSX vs. RERGX - Volatility Comparison

Fidelity International Index Fund (FSPSX) has a higher volatility of 10.91% compared to American Funds EuroPacific Growth Fund Class R-6 (RERGX) at 10.11%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.91%
10.11%
FSPSX
RERGX