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FSPSX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSPSX vs. TIVFX - Performance Comparison

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

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FSPSX vs. TIVFX - 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%
TIVFX
American Beacon Tocqueville International Value Fund
12.18%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, FSPSX achieves a 0.95% return, which is significantly lower than TIVFX's 12.18% return. Over the past 10 years, FSPSX has outperformed TIVFX with an annualized return of 8.97%, while TIVFX has yielded a comparatively lower 8.08% 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%

TIVFX

1D
1.65%
1M
-9.76%
YTD
12.18%
6M
16.65%
1Y
59.68%
3Y*
19.06%
5Y*
8.08%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSPSX vs. TIVFX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

FSPSX vs. TIVFX — 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

TIVFX
TIVFX Risk / Return Rank: 9797
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9696
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
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. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


FSPSXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.39

3.12

-1.73

Sortino ratio

Return per unit of downside risk

1.90

3.55

-1.65

Omega ratio

Gain probability vs. loss probability

1.28

1.55

-0.27

Calmar ratio

Return relative to maximum drawdown

1.94

4.44

-2.50

Martin ratio

Return relative to average drawdown

7.43

17.93

-10.50

FSPSX vs. TIVFX - Sharpe Ratio Comparison

The current FSPSX Sharpe Ratio is 1.39, which is lower than the TIVFX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of FSPSX and TIVFX, 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


FSPSXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

3.12

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.45

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.47

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.37

+0.10

Correlation

The correlation between FSPSX and TIVFX is 0.88, 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. TIVFX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.12%, less than TIVFX's 7.86% 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%
TIVFX
American Beacon Tocqueville International Value Fund
7.86%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

FSPSX vs. TIVFX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for FSPSX and TIVFX.


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Drawdown Indicators


FSPSXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-54.21%

+20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.21%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

-36.31%

+6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-41.51%

+7.82%

Current Drawdown

Current decline from peak

-8.22%

-10.23%

+2.01%

Average Drawdown

Average peak-to-trough decline

-6.60%

-13.45%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.27%

-0.30%

Volatility

FSPSX vs. TIVFX - Volatility Comparison

Fidelity International Index Fund (FSPSX) and American Beacon Tocqueville International Value Fund (TIVFX) have volatilities of 7.65% and 7.93%, 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.


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Volatility by Period


FSPSXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

7.93%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

14.06%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

19.68%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

18.21%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

17.40%

-0.91%