FSPSX vs. VXUS
Compare and contrast key facts about Fidelity International Index Fund (FSPSX) and Vanguard Total International Stock ETF (VXUS).
FSPSX is managed by Fidelity. It was launched on Nov 5, 1997. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSPSX or VXUS.
Performance
FSPSX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, FSPSX achieves a 4.83% return, which is significantly lower than VXUS's 6.78% return. Over the past 10 years, FSPSX has outperformed VXUS with an annualized return of 5.07%, while VXUS has yielded a comparatively lower 4.78% annualized return.
FSPSX
4.83%
-2.87%
-2.39%
11.23%
5.86%
5.07%
VXUS
6.78%
-2.42%
0.03%
12.91%
5.53%
4.78%
Key characteristics
| FSPSX | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.90 | 1.02 |
| Sortino Ratio | 1.31 | 1.47 |
| Omega Ratio | 1.16 | 1.18 |
| Calmar Ratio | 1.27 | 1.21 |
| Martin Ratio | 3.85 | 5.02 |
| Ulcer Index | 2.92% | 2.57% |
| Daily Std Dev | 12.48% | 12.68% |
| Max Drawdown | -33.69% | -35.97% |
| Current Drawdown | -8.29% | -6.82% |
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. 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%.
Correlation
The correlation between FSPSX and VXUS is 0.95, 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. 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.
Dividends
FSPSX vs. VXUS - Dividend Comparison
FSPSX's dividend yield for the trailing twelve months is around 3.03%, more than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 3.03% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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.
Volatility
FSPSX vs. VXUS - Volatility Comparison
Fidelity International Index Fund (FSPSX) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.71% and 3.73%, 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.