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

Correlation

The correlation between FSTSX and FSPSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FSTSX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Small Cap Fund (FSTSX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSTSX:

0.50

FSPSX:

0.61

Sortino Ratio

FSTSX:

0.74

FSPSX:

1.00

Omega Ratio

FSTSX:

1.11

FSPSX:

1.14

Calmar Ratio

FSTSX:

0.25

FSPSX:

0.81

Martin Ratio

FSTSX:

1.37

FSPSX:

2.33

Ulcer Index

FSTSX:

6.10%

FSPSX:

4.69%

Daily Std Dev

FSTSX:

17.25%

FSPSX:

16.73%

Max Drawdown

FSTSX:

-45.09%

FSPSX:

-33.69%

Current Drawdown

FSTSX:

-20.31%

FSPSX:

-0.59%

Returns By Period

In the year-to-date period, FSTSX achieves a 13.09% return, which is significantly lower than FSPSX's 13.99% return. Over the past 10 years, FSTSX has underperformed FSPSX with an annualized return of 3.27%, while FSPSX has yielded a comparatively higher 5.53% annualized return.


FSTSX

YTD

13.09%

1M

9.05%

6M

6.15%

1Y

8.59%

5Y*

6.73%

10Y*

3.27%

FSPSX

YTD

13.99%

1M

7.93%

6M

13.14%

1Y

10.17%

5Y*

12.72%

10Y*

5.53%

*Annualized

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FSTSX vs. FSPSX - Expense Ratio Comparison

FSTSX has a 0.03% expense ratio, which is lower than FSPSX's 0.04% 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

FSTSX vs. FSPSX — Risk-Adjusted Performance Rank

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

FSTSX
The Risk-Adjusted Performance Rank of FSTSX is 4646
Overall Rank
The Sharpe Ratio Rank of FSTSX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTSX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FSTSX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FSTSX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FSTSX is 4545
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6464
Overall Rank
The Sharpe Ratio Rank of FSPSX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6262
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.

FSTSX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Small Cap Fund (FSTSX) and Fidelity International Index Fund (FSPSX). 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 FSTSX Sharpe Ratio is 0.50, which is comparable to the FSPSX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FSTSX and FSPSX, 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

FSTSX vs. FSPSX - Dividend Comparison

FSTSX's dividend yield for the trailing twelve months is around 9.03%, more than FSPSX's 2.54% yield.


TTM20242023202220212020201920182017201620152014
FSTSX
Fidelity Series International Small Cap Fund
9.03%10.22%3.34%6.38%13.22%0.81%4.27%10.99%6.30%4.01%8.29%3.25%
FSPSX
Fidelity International Index Fund
2.54%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

FSTSX vs. FSPSX - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -45.09%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSTSX and FSPSX. For additional features, visit the drawdowns tool.


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Volatility

FSTSX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Series International Small Cap Fund (FSTSX) is 2.29%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.06%. This indicates that FSTSX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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