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FTSDX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTSDX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FTSDX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSDX
Fidelity Advisor Strategic Dividend & Income Fund Class M
3.16%12.43%10.90%8.95%-10.41%18.43%10.66%21.87%-4.88%10.88%
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

In the year-to-date period, FTSDX achieves a 3.16% return, which is significantly higher than FSPSX's -1.94% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FTSDX at 8.65% and FSPSX at 8.65%.


FTSDX

1D
-0.33%
1M
-5.72%
YTD
3.16%
6M
5.35%
1Y
14.47%
3Y*
11.13%
5Y*
7.16%
10Y*
8.65%

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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FTSDX vs. FSPSX - Expense Ratio Comparison

FTSDX has a 1.22% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FTSDX vs. FSPSX — Risk / Return Rank

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

FTSDX
FTSDX Risk / Return Rank: 7272
Overall Rank
FTSDX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTSDX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FTSDX Omega Ratio Rank: 7373
Omega Ratio Rank
FTSDX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTSDX Martin Ratio Rank: 7676
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.

FTSDX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) 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.


FTSDXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.11

+0.18

Sortino ratio

Return per unit of downside risk

1.80

1.56

+0.25

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.49

1.54

-0.05

Martin ratio

Return relative to average drawdown

7.34

5.93

+1.41

FTSDX vs. FSPSX - Sharpe Ratio Comparison

The current FTSDX Sharpe Ratio is 1.29, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FTSDX 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


FTSDXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.11

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.51

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.53

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.03

Correlation

The correlation between FTSDX 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.


Dividends

FTSDX vs. FSPSX - Dividend Comparison

FTSDX's dividend yield for the trailing twelve months is around 7.25%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FTSDX
Fidelity Advisor Strategic Dividend & Income Fund Class M
7.25%7.48%4.78%5.23%3.71%7.97%5.22%6.21%7.64%6.22%4.44%5.86%
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

FTSDX vs. FSPSX - Drawdown Comparison

The maximum FTSDX drawdown since its inception was -59.20%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FTSDX and FSPSX.


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Drawdown Indicators


FTSDXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-33.69%

-25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-11.39%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-29.41%

+11.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.03%

-33.69%

+3.66%

Current Drawdown

Current decline from peak

-5.82%

-10.86%

+5.04%

Average Drawdown

Average peak-to-trough decline

-6.70%

-6.59%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.96%

-1.02%

Volatility

FTSDX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) is 3.35%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FTSDX 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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Volatility by Period


FTSDXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

7.04%

-3.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

10.63%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

16.79%

-5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.92%

15.77%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.39%

16.47%

-4.08%