FSPSX vs. VEMAX
Compare and contrast key facts about Fidelity International Index Fund (FSPSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
FSPSX is managed by Fidelity. It was launched on Nov 5, 1997. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSPSX or VEMAX.
Performance
FSPSX vs. VEMAX - Performance Comparison
Returns By Period
In the year-to-date period, FSPSX achieves a 4.30% return, which is significantly lower than VEMAX's 12.08% return. Over the past 10 years, FSPSX has outperformed VEMAX with an annualized return of 5.08%, while VEMAX has yielded a comparatively lower 3.49% annualized return.
FSPSX
4.30%
-4.85%
-2.77%
10.84%
5.76%
5.08%
VEMAX
12.08%
-3.99%
3.60%
15.90%
4.47%
3.49%
Key characteristics
| FSPSX | VEMAX | |
|---|---|---|
| Sharpe Ratio | 0.84 | 1.22 |
| Sortino Ratio | 1.23 | 1.78 |
| Omega Ratio | 1.15 | 1.22 |
| Calmar Ratio | 1.18 | 0.67 |
| Martin Ratio | 3.71 | 5.87 |
| Ulcer Index | 2.82% | 2.64% |
| Daily Std Dev | 12.48% | 12.67% |
| Max Drawdown | -33.69% | -66.45% |
| Current Drawdown | -8.75% | -9.62% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
FSPSX vs. VEMAX - Dividend Comparison
FSPSX's dividend yield for the trailing twelve months is around 3.05%, more than VEMAX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 3.05% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.59% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
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.
Volatility
FSPSX vs. VEMAX - Volatility Comparison
Fidelity International Index Fund (FSPSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) have volatilities of 3.77% and 3.86%, 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.