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

Correlation

The correlation between FSPSX and VEMAX is 0.75, 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.


-0.50.00.51.00.7

Performance

FSPSX vs. VEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Index Fund (FSPSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.02%
5.61%
FSPSX
VEMAX

Key characteristics

Sharpe Ratio

FSPSX:

0.82

VEMAX:

1.25

Sortino Ratio

FSPSX:

1.20

VEMAX:

1.80

Omega Ratio

FSPSX:

1.15

VEMAX:

1.22

Calmar Ratio

FSPSX:

1.01

VEMAX:

0.81

Martin Ratio

FSPSX:

2.37

VEMAX:

3.71

Ulcer Index

FSPSX:

4.37%

VEMAX:

4.27%

Daily Std Dev

FSPSX:

12.73%

VEMAX:

12.69%

Max Drawdown

FSPSX:

-33.69%

VEMAX:

-66.45%

Current Drawdown

FSPSX:

-2.13%

VEMAX:

-6.44%

Returns By Period

In the year-to-date period, FSPSX achieves a 7.89% return, which is significantly higher than VEMAX's 4.54% return. Over the past 10 years, FSPSX has outperformed VEMAX with an annualized return of 5.45%, while VEMAX has yielded a comparatively lower 4.01% annualized return.


FSPSX

YTD

7.89%

1M

3.64%

6M

0.02%

1Y

8.91%

5Y*

7.64%

10Y*

5.45%

VEMAX

YTD

4.54%

1M

4.31%

6M

5.61%

1Y

14.78%

5Y*

5.10%

10Y*

4.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSPSX vs. VEMAX - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than VEMAX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
Expense ratio chart for VEMAX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FSPSX vs. VEMAX — 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 4545
Overall Rank
The Sharpe Ratio Rank of FSPSX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 3838
Martin Ratio Rank

VEMAX
The Risk-Adjusted Performance Rank of VEMAX is 6363
Overall Rank
The Sharpe Ratio Rank of VEMAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VEMAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VEMAX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VEMAX is 5555
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. VEMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.821.25
The chart of Sortino ratio for FSPSX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.001.201.80
The chart of Omega ratio for FSPSX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.22
The chart of Calmar ratio for FSPSX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.010.81
The chart of Martin ratio for FSPSX, currently valued at 2.37, compared to the broader market0.0020.0040.0060.0080.002.373.71
FSPSX
VEMAX

The current FSPSX Sharpe Ratio is 0.82, which is lower than the VEMAX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FSPSX and VEMAX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.82
1.25
FSPSX
VEMAX

Dividends

FSPSX vs. VEMAX - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.03%, more than VEMAX's 2.99% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
3.03%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.99%3.12%3.46%4.05%2.57%1.87%3.19%2.85%2.30%2.51%3.25%2.86%

Drawdowns

FSPSX vs. VEMAX - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for FSPSX and VEMAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.13%
-6.44%
FSPSX
VEMAX

Volatility

FSPSX vs. VEMAX - Volatility Comparison

Fidelity International Index Fund (FSPSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) have volatilities of 3.30% and 3.25%, 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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.30%
3.25%
FSPSX
VEMAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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