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FTEIX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FTEIX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTEIX
Fidelity Advisor Total International Equity Fund Class I
-1.88%32.53%6.45%16.27%-17.02%11.06%17.99%27.51%-15.07%30.31%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTEIX having a -1.88% return and FSPSX slightly lower at -1.94%. Over the past 10 years, FTEIX has outperformed FSPSX with an annualized return of 9.67%, while FSPSX has yielded a comparatively lower 8.65% annualized return.


FTEIX

1D
-0.14%
1M
-11.52%
YTD
-1.88%
6M
1.53%
1Y
21.56%
3Y*
14.72%
5Y*
7.34%
10Y*
9.67%

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FTEIX vs. FSPSX — Risk / Return Rank

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

FTEIX
FTEIX Risk / Return Rank: 6969
Overall Rank
FTEIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEIX Omega Ratio Rank: 6969
Omega Ratio Rank
FTEIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTEIX Martin Ratio Rank: 6868
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTEIX vs. FSPSX - Risk-Adjusted Trends 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.


FTEIXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.11

+0.14

Sortino ratio

Return per unit of downside risk

1.73

1.56

+0.17

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.61

1.54

+0.07

Martin ratio

Return relative to average drawdown

6.42

5.93

+0.49

FTEIX vs. FSPSX - Sharpe Ratio Comparison

The current FTEIX Sharpe Ratio is 1.26, which is comparable to the FSPSX Sharpe Ratio of 1.11. 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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Sharpe Ratios by Period


FTEIXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.11

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.51

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.53

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Correlation

The correlation between FTEIX and FSPSX is 0.95, 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.


Dividends

FTEIX vs. FSPSX - Dividend Comparison

FTEIX's dividend yield for the trailing twelve months is around 0.92%, less than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FTEIX
Fidelity Advisor Total International Equity Fund Class I
0.92%0.90%1.43%1.33%1.07%8.71%2.46%1.72%0.85%4.29%1.33%1.15%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FTEIX vs. FSPSX - Drawdown Comparison

The maximum FTEIX drawdown since its inception was -61.85%, 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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Drawdown Indicators


FTEIXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-33.69%

-28.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.39%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-29.41%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-33.69%

+0.32%

Current Drawdown

Current decline from peak

-11.73%

-10.86%

-0.87%

Average Drawdown

Average peak-to-trough decline

-13.35%

-6.59%

-6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.96%

0.00%

Volatility

FTEIX vs. FSPSX - Volatility Comparison

Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Fidelity International Index Fund (FSPSX) have volatilities of 7.07% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTEIXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

7.04%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.63%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

16.79%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

15.77%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

16.47%

+0.21%