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

Correlation

The correlation between FSPSX and VXUS 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.


Performance

FSPSX vs. VXUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSPSX:

0.61

VXUS:

0.60

Sortino Ratio

FSPSX:

1.09

VXUS:

1.09

Omega Ratio

FSPSX:

1.15

VXUS:

1.15

Calmar Ratio

FSPSX:

0.89

VXUS:

0.87

Martin Ratio

FSPSX:

2.58

VXUS:

2.75

Ulcer Index

FSPSX:

4.69%

VXUS:

4.29%

Daily Std Dev

FSPSX:

16.77%

VXUS:

16.96%

Max Drawdown

FSPSX:

-33.69%

VXUS:

-35.97%

Current Drawdown

FSPSX:

0.00%

VXUS:

0.00%

Returns By Period

In the year-to-date period, FSPSX achieves a 15.23% return, which is significantly higher than VXUS's 12.69% return. Over the past 10 years, FSPSX has outperformed VXUS with an annualized return of 5.68%, while VXUS has yielded a comparatively lower 5.23% annualized return.


FSPSX

YTD

15.23%

1M

8.22%

6M

14.05%

1Y

10.19%

5Y*

12.95%

10Y*

5.68%

VXUS

YTD

12.69%

1M

8.51%

6M

11.51%

1Y

10.02%

5Y*

11.81%

10Y*

5.23%

*Annualized

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FSPSX vs. VXUS - Expense Ratio Comparison

FSPSX has a 0.04% expense ratio, which is lower than VXUS's 0.07% 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%.


Risk-Adjusted Performance

FSPSX vs. VXUS — 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 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6767
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7070
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Index Fund (FSPSX) and Vanguard Total International Stock ETF (VXUS). 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 current FSPSX Sharpe Ratio is 0.61, which is comparable to the VXUS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FSPSX and VXUS, 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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Dividends

FSPSX vs. VXUS - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 2.52%, less than VXUS's 2.95% yield.


TTM20242023202220212020201920182017201620152014
FSPSX
Fidelity International Index Fund
2.52%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%
VXUS
Vanguard Total International Stock ETF
2.95%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

FSPSX vs. VXUS - Drawdown Comparison

The maximum FSPSX drawdown since its inception was -33.69%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FSPSX and VXUS. For additional features, visit the drawdowns tool.


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Volatility

FSPSX vs. VXUS - Volatility Comparison

The current volatility for Fidelity International Index Fund (FSPSX) is 3.17%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.36%. This indicates that FSPSX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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