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FSPSX vs. RNPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPSX vs. RNPGX - Performance Comparison

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

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FSPSX vs. RNPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%
RNPGX
American Funds New Perspective Fund Class R-6
-5.22%21.71%17.13%25.06%-25.70%18.00%33.88%31.22%-5.71%29.31%

Returns By Period

In the year-to-date period, FSPSX achieves a 0.95% return, which is significantly higher than RNPGX's -5.22% return. Over the past 10 years, FSPSX has underperformed RNPGX with an annualized return of 8.97%, while RNPGX has yielded a comparatively higher 12.74% annualized 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%

RNPGX

1D
3.11%
1M
-6.91%
YTD
-5.22%
6M
-3.48%
1Y
16.89%
3Y*
15.27%
5Y*
7.39%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPSX vs. RNPGX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than RNPGX's 0.42% expense ratio.


Return for Risk

FSPSX vs. RNPGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
Martin Ratio Rank

RNPGX
RNPGX Risk / Return Rank: 5656
Overall Rank
RNPGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RNPGX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RNPGX Omega Ratio Rank: 5151
Omega Ratio Rank
RNPGX Calmar Ratio Rank: 6060
Calmar Ratio Rank
RNPGX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSPSX vs. RNPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and American Funds New Perspective Fund Class R-6 (RNPGX). 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.


FSPSXRNPGXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.04

+0.35

Sortino ratio

Return per unit of downside risk

1.90

1.58

+0.33

Omega ratio

Gain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.94

1.45

+0.49

Martin ratio

Return relative to average drawdown

7.43

5.93

+1.51

FSPSX vs. RNPGX - Sharpe Ratio Comparison

The current FSPSX Sharpe Ratio is 1.39, which is higher than the RNPGX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FSPSX and RNPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSPSXRNPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.04

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.43

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.72

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.65

-0.18

Correlation

The correlation between FSPSX and RNPGX is 0.86, 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.


Dividends

FSPSX vs. RNPGX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.12%, less than RNPGX's 7.25% yield.


TTM20252024202320222021202020192018201720162015
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%
RNPGX
American Funds New Perspective Fund Class R-6
7.25%6.87%5.45%5.67%4.53%7.31%4.41%4.47%7.95%5.80%4.20%6.46%

Drawdowns

FSPSX vs. RNPGX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, roughly equal to the maximum RNPGX drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for FSPSX and RNPGX.


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Drawdown Indicators


FSPSXRNPGXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-34.25%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.75%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

-34.25%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-34.25%

+0.56%

Current Drawdown

Current decline from peak

-8.22%

-8.68%

+0.46%

Average Drawdown

Average peak-to-trough decline

-6.60%

-5.59%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.88%

+0.09%

Volatility

FSPSX vs. RNPGX - Volatility Comparison

Fidelity International Index Fund (FSPSX) has a higher volatility of 7.65% compared to American Funds New Perspective Fund Class R-6 (RNPGX) at 6.24%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than RNPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSPSXRNPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

6.24%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

10.33%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

17.03%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

17.15%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

17.77%

-1.28%