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

Key characteristics


FSPSXVXUS
YTD Return4.73%4.58%
1Y Return12.02%12.25%
3Y Return (Ann)3.75%1.22%
5Y Return (Ann)6.60%5.61%
10Y Return (Ann)4.67%4.36%
Sharpe Ratio0.970.99
Daily Std Dev12.00%12.55%
Max Drawdown-33.69%-35.97%
Current Drawdown-1.26%-1.49%

Correlation

-0.50.00.51.00.9

The correlation between FSPSX and VXUS is 0.94, 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 year-to-date returns for both stocks are quite close, with FSPSX having a 4.73% return and VXUS slightly lower at 4.58%. Over the past 10 years, FSPSX has outperformed VXUS with an annualized return of 4.67%, while VXUS has yielded a comparatively lower 4.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%130.00%140.00%December2024FebruaryMarchAprilMay
137.20%
107.77%
FSPSX
VXUS

Compare stocks, funds, or ETFs

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


Fidelity International Index Fund

Vanguard Total International Stock ETF

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%.


VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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. 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.


FSPSX
Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for FSPSX, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.48
Omega ratio
The chart of Omega ratio for FSPSX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for FSPSX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.000.82
Martin ratio
The chart of Martin ratio for FSPSX, currently valued at 2.91, compared to the broader market0.0020.0040.0060.002.91
VXUS
Sharpe ratio
The chart of Sharpe ratio for VXUS, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.99
Sortino ratio
The chart of Sortino ratio for VXUS, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.48
Omega ratio
The chart of Omega ratio for VXUS, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for VXUS, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.000.68
Martin ratio
The chart of Martin ratio for VXUS, currently valued at 2.95, compared to the broader market0.0020.0040.0060.002.95

FSPSX vs. VXUS - Sharpe Ratio Comparison

The current FSPSX Sharpe Ratio is 0.97, which roughly equals the VXUS Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of FSPSX and VXUS.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
0.97
0.99
FSPSX
VXUS

Dividends

FSPSX vs. VXUS - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 3.04%, less than VXUS's 3.28% yield.


TTM20232022202120202019201820172016201520142013
FSPSX
Fidelity International Index Fund
3.04%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%2.59%
VXUS
Vanguard Total International Stock ETF
3.28%3.24%3.09%3.10%2.14%3.06%3.18%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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.26%
-1.49%
FSPSX
VXUS

Volatility

FSPSX vs. VXUS - Volatility Comparison

The current volatility for Fidelity International Index Fund (FSPSX) is 3.84%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.06%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.84%
4.06%
FSPSX
VXUS