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

Correlation

The correlation between FTIEX 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.


-0.50.00.51.01.0

Performance

FTIEX vs. FSPSX - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
2.52%
0.02%
FTIEX
FSPSX

Key characteristics

Sharpe Ratio

FTIEX:

1.04

FSPSX:

0.82

Sortino Ratio

FTIEX:

1.51

FSPSX:

1.20

Omega Ratio

FTIEX:

1.18

FSPSX:

1.15

Calmar Ratio

FTIEX:

1.30

FSPSX:

1.01

Martin Ratio

FTIEX:

3.77

FSPSX:

2.37

Ulcer Index

FTIEX:

3.58%

FSPSX:

4.37%

Daily Std Dev

FTIEX:

13.02%

FSPSX:

12.73%

Max Drawdown

FTIEX:

-61.67%

FSPSX:

-33.69%

Current Drawdown

FTIEX:

-1.61%

FSPSX:

-2.13%

Returns By Period

The year-to-date returns for both investments are quite close, with FTIEX having a 7.56% return and FSPSX slightly higher at 7.89%. Both investments have delivered pretty close results over the past 10 years, with FTIEX having a 5.59% annualized return and FSPSX not far behind at 5.46%.


FTIEX

YTD

7.56%

1M

3.47%

6M

2.52%

1Y

11.94%

5Y*

6.02%

10Y*

5.59%

FSPSX

YTD

7.89%

1M

4.25%

6M

0.02%

1Y

9.13%

5Y*

6.81%

10Y*

5.46%

*Annualized

Compare stocks, funds, or ETFs

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


FTIEX vs. FSPSX - Expense Ratio Comparison

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


FTIEX
Fidelity Total International Equity Fund
Expense ratio chart for FTIEX: 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 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

FTIEX vs. FSPSX — Risk-Adjusted Performance Rank

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

FTIEX
The Risk-Adjusted Performance Rank of FTIEX is 5858
Overall Rank
The Sharpe Ratio Rank of FTIEX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIEX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FTIEX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FTIEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FTIEX is 5555
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 4444
Overall Rank
The Sharpe Ratio Rank of FSPSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 3737
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.

FTIEX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) 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.


Sharpe ratio
The chart of Sharpe ratio for FTIEX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.040.82
The chart of Sortino ratio for FTIEX, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.001.511.20
The chart of Omega ratio for FTIEX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.15
The chart of Calmar ratio for FTIEX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.001.301.01
The chart of Martin ratio for FTIEX, currently valued at 3.77, compared to the broader market0.0020.0040.0060.0080.003.772.37
FTIEX
FSPSX

The current FTIEX Sharpe Ratio is 1.04, which is comparable to the FSPSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FTIEX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.04
0.82
FTIEX
FSPSX

Dividends

FTIEX vs. FSPSX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.46%, less than FSPSX's 3.03% yield.


TTM20242023202220212020201920182017201620152014
FTIEX
Fidelity Total International Equity Fund
1.46%1.57%1.33%1.07%1.95%0.72%1.66%1.00%1.60%1.47%1.25%3.92%
FSPSX
Fidelity International Index Fund
3.03%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

FTIEX vs. FSPSX - Drawdown Comparison

The maximum FTIEX 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 FTIEX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.61%
-2.13%
FTIEX
FSPSX

Volatility

FTIEX vs. FSPSX - Volatility Comparison

Fidelity Total International Equity Fund (FTIEX) has a higher volatility of 3.64% compared to Fidelity International Index Fund (FSPSX) at 3.30%. This indicates that FTIEX's price experiences larger fluctuations and is considered to be riskier than FSPSX 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%SeptemberOctoberNovemberDecember2025February
3.64%
3.30%
FTIEX
FSPSX
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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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