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

Correlation

The correlation between FTEIX and FSPSX is 0.76, 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

FTEIX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class I (FTEIX) 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

FTEIX:

0.82

FSPSX:

0.90

Sortino Ratio

FTEIX:

1.08

FSPSX:

1.18

Omega Ratio

FTEIX:

1.15

FSPSX:

1.16

Calmar Ratio

FTEIX:

0.86

FSPSX:

0.98

Martin Ratio

FTEIX:

3.00

FSPSX:

2.84

Ulcer Index

FTEIX:

4.03%

FSPSX:

4.68%

Daily Std Dev

FTEIX:

17.24%

FSPSX:

16.81%

Max Drawdown

FTEIX:

-61.67%

FSPSX:

-33.69%

Current Drawdown

FTEIX:

-0.46%

FSPSX:

-0.68%

Returns By Period

In the year-to-date period, FTEIX achieves a 14.92% return, which is significantly lower than FSPSX's 17.35% return. Over the past 10 years, FTEIX has outperformed FSPSX with an annualized return of 7.24%, while FSPSX has yielded a comparatively lower 6.13% annualized return.


FTEIX

YTD

14.92%

1M

5.51%

6M

12.29%

1Y

14.03%

3Y*

10.90%

5Y*

11.78%

10Y*

7.24%

FSPSX

YTD

17.35%

1M

4.65%

6M

15.54%

1Y

15.03%

3Y*

11.45%

5Y*

11.54%

10Y*

6.13%

*Annualized

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FTEIX vs. FSPSX - Expense Ratio Comparison

FTEIX has a 1.05% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FTEIX vs. FSPSX — Risk-Adjusted Performance Rank

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

FTEIX
The Risk-Adjusted Performance Rank of FTEIX is 6363
Overall Rank
The Sharpe Ratio Rank of FTEIX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FTEIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FTEIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FTEIX is 6666
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6868
Overall Rank
The Sharpe Ratio Rank of FSPSX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7777
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.

FTEIX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class I (FTEIX) 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 FTEIX Sharpe Ratio is 0.82, which is comparable to the FSPSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FTEIX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FTEIX vs. FSPSX - Dividend Comparison

FTEIX's dividend yield for the trailing twelve months is around 1.36%, less than FSPSX's 2.47% yield.


TTM20242023202220212020201920182017201620152014
FTEIX
Fidelity Advisor Total International Equity Fund Class I
1.36%1.56%1.33%1.07%8.71%2.46%1.72%0.85%4.29%1.33%1.15%2.10%
FSPSX
Fidelity International Index Fund
2.47%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

FTEIX vs. FSPSX - Drawdown Comparison

The maximum FTEIX drawdown since its inception was -61.67%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTEIX and FSPSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FTEIX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Total International Equity Fund Class I (FTEIX) is 2.74%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.28%. This indicates that FTEIX 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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