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

Correlation

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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.08%
-0.01%
FSPSX
VXUS

Key characteristics

Sharpe Ratio

FSPSX:

0.16

VXUS:

0.55

Sortino Ratio

FSPSX:

0.30

VXUS:

0.83

Omega Ratio

FSPSX:

1.04

VXUS:

1.10

Calmar Ratio

FSPSX:

0.17

VXUS:

0.74

Martin Ratio

FSPSX:

0.56

VXUS:

2.23

Ulcer Index

FSPSX:

3.68%

VXUS:

3.10%

Daily Std Dev

FSPSX:

12.94%

VXUS:

12.69%

Max Drawdown

FSPSX:

-33.69%

VXUS:

-35.97%

Current Drawdown

FSPSX:

-11.64%

VXUS:

-7.86%

Returns By Period

In the year-to-date period, FSPSX achieves a 1.00% return, which is significantly lower than VXUS's 5.60% return. Both investments have delivered pretty close results over the past 10 years, with FSPSX having a 4.94% annualized return and VXUS not far ahead at 4.97%.


FSPSX

YTD

1.00%

1M

-3.66%

6M

-5.08%

1Y

2.08%

5Y*

4.34%

10Y*

4.94%

VXUS

YTD

5.60%

1M

-1.11%

6M

-0.02%

1Y

6.89%

5Y*

4.50%

10Y*

4.97%

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%.


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.


Sharpe ratio
The chart of Sharpe ratio for FSPSX, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.000.160.54
The chart of Sortino ratio for FSPSX, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.000.300.82
The chart of Omega ratio for FSPSX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.10
The chart of Calmar ratio for FSPSX, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.0014.000.170.73
The chart of Martin ratio for FSPSX, currently valued at 0.56, compared to the broader market0.0020.0040.0060.000.562.19
FSPSX
VXUS

The current FSPSX Sharpe Ratio is 0.16, which is lower than the VXUS Sharpe Ratio of 0.55. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.16
0.54
FSPSX
VXUS

Dividends

FSPSX vs. VXUS - Dividend Comparison

FSPSX's dividend yield for the trailing twelve months is around 0.37%, less than VXUS's 3.35% yield.


TTM20232022202120202019201820172016201520142013
FSPSX
Fidelity International Index Fund
0.37%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
3.35%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.64%
-7.86%
FSPSX
VXUS

Volatility

FSPSX vs. VXUS - Volatility Comparison

Fidelity International Index Fund (FSPSX) has a higher volatility of 4.65% compared to Vanguard Total International Stock ETF (VXUS) at 3.45%. This indicates that FSPSX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.65%
3.45%
FSPSX
VXUS
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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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