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FSQIX vs. FBIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSQIX and FBIIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FSQIX vs. FBIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Sustainable International Equity Fund (FSQIX) and Fidelity International Bond Index Fund (FBIIX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
0.64%
2.35%
FSQIX
FBIIX

Key characteristics

Sharpe Ratio

FSQIX:

1.02

FBIIX:

2.30

Sortino Ratio

FSQIX:

1.48

FBIIX:

3.63

Omega Ratio

FSQIX:

1.18

FBIIX:

1.43

Calmar Ratio

FSQIX:

1.30

FBIIX:

0.90

Martin Ratio

FSQIX:

3.05

FBIIX:

12.22

Ulcer Index

FSQIX:

4.66%

FBIIX:

0.51%

Daily Std Dev

FSQIX:

13.91%

FBIIX:

2.72%

Max Drawdown

FSQIX:

-31.10%

FBIIX:

-13.79%

Current Drawdown

FSQIX:

-4.33%

FBIIX:

-1.24%

Returns By Period

In the year-to-date period, FSQIX achieves a 5.44% return, which is significantly higher than FBIIX's 0.43% return.


FSQIX

YTD

5.44%

1M

5.78%

6M

0.64%

1Y

12.20%

5Y*

N/A

10Y*

N/A

FBIIX

YTD

0.43%

1M

1.08%

6M

2.35%

1Y

5.90%

5Y*

0.32%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FSQIX vs. FBIIX - Expense Ratio Comparison

FSQIX has a 1.05% expense ratio, which is higher than FBIIX's 0.06% expense ratio.


FSQIX
Fidelity Sustainable International Equity Fund
Expense ratio chart for FSQIX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FBIIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FSQIX vs. FBIIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSQIX
The Risk-Adjusted Performance Rank of FSQIX is 5454
Overall Rank
The Sharpe Ratio Rank of FSQIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FSQIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FSQIX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FSQIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FSQIX is 4444
Martin Ratio Rank

FBIIX
The Risk-Adjusted Performance Rank of FBIIX is 8585
Overall Rank
The Sharpe Ratio Rank of FBIIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FBIIX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FBIIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FBIIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FBIIX is 9191
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.

FSQIX vs. FBIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable International Equity Fund (FSQIX) and Fidelity International Bond Index Fund (FBIIX). 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 FSQIX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.022.30
The chart of Sortino ratio for FSQIX, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.001.483.63
The chart of Omega ratio for FSQIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.43
The chart of Calmar ratio for FSQIX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.001.301.97
The chart of Martin ratio for FSQIX, currently valued at 3.05, compared to the broader market0.0020.0040.0060.0080.003.0512.22
FSQIX
FBIIX

The current FSQIX Sharpe Ratio is 1.02, which is lower than the FBIIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of FSQIX and FBIIX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.02
2.30
FSQIX
FBIIX

Dividends

FSQIX vs. FBIIX - Dividend Comparison

FSQIX's dividend yield for the trailing twelve months is around 1.83%, less than FBIIX's 2.79% yield.


TTM202420232022202120202019
FSQIX
Fidelity Sustainable International Equity Fund
1.83%1.93%1.62%0.54%0.00%0.00%0.00%
FBIIX
Fidelity International Bond Index Fund
2.79%3.44%2.85%1.02%0.62%0.74%0.09%

Drawdowns

FSQIX vs. FBIIX - Drawdown Comparison

The maximum FSQIX drawdown since its inception was -31.10%, which is greater than FBIIX's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for FSQIX and FBIIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.33%
-0.32%
FSQIX
FBIIX

Volatility

FSQIX vs. FBIIX - Volatility Comparison

Fidelity Sustainable International Equity Fund (FSQIX) has a higher volatility of 3.65% compared to Fidelity International Bond Index Fund (FBIIX) at 0.71%. This indicates that FSQIX's price experiences larger fluctuations and is considered to be riskier than FBIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.65%
0.71%
FSQIX
FBIIX
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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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