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

Correlation

The correlation between FUMBX and FSPSX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

FUMBX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Short-Term Treasury Bond Index Fund (FUMBX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
12.59%
56.95%
FUMBX
FSPSX

Key characteristics

Sharpe Ratio

FUMBX:

2.38

FSPSX:

0.90

Sortino Ratio

FUMBX:

3.82

FSPSX:

1.33

Omega Ratio

FUMBX:

1.50

FSPSX:

1.18

Calmar Ratio

FUMBX:

1.62

FSPSX:

1.12

Martin Ratio

FUMBX:

9.00

FSPSX:

3.23

Ulcer Index

FUMBX:

0.68%

FSPSX:

4.69%

Daily Std Dev

FUMBX:

2.60%

FSPSX:

16.79%

Max Drawdown

FUMBX:

-9.07%

FSPSX:

-33.69%

Current Drawdown

FUMBX:

-0.58%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, FUMBX achieves a 2.51% return, which is significantly lower than FSPSX's 13.88% return.


FUMBX

YTD

2.51%

1M

-0.17%

6M

2.94%

1Y

6.15%

5Y*

0.54%

10Y*

N/A

FSPSX

YTD

13.88%

1M

14.53%

6M

10.02%

1Y

12.76%

5Y*

12.54%

10Y*

5.86%

*Annualized

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FUMBX vs. FSPSX - Expense Ratio Comparison

FUMBX 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%.


Expense ratio chart for FSPSX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPSX: 0.04%
Expense ratio chart for FUMBX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUMBX: 0.03%

Risk-Adjusted Performance

FUMBX vs. FSPSX — Risk-Adjusted Performance Rank

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

FUMBX
The Risk-Adjusted Performance Rank of FUMBX is 9393
Overall Rank
The Sharpe Ratio Rank of FUMBX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FUMBX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FUMBX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FUMBX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FUMBX is 9393
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7272
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6969
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.

FUMBX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) 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 chart of Sharpe ratio for FUMBX, currently valued at 2.38, compared to the broader market-2.00-1.000.001.002.003.00
FUMBX: 2.38
FSPSX: 0.76
The chart of Sortino ratio for FUMBX, currently valued at 3.82, compared to the broader market-2.000.002.004.006.008.00
FUMBX: 3.82
FSPSX: 1.15
The chart of Omega ratio for FUMBX, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.00
FUMBX: 1.50
FSPSX: 1.16
The chart of Calmar ratio for FUMBX, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.00
FUMBX: 1.62
FSPSX: 0.94
The chart of Martin ratio for FUMBX, currently valued at 9.00, compared to the broader market0.0010.0020.0030.0040.00
FUMBX: 9.00
FSPSX: 2.71

The current FUMBX Sharpe Ratio is 2.38, which is higher than the FSPSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FUMBX 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
2.38
0.76
FUMBX
FSPSX

Dividends

FUMBX vs. FSPSX - Dividend Comparison

FUMBX's dividend yield for the trailing twelve months is around 3.09%, more than FSPSX's 2.55% yield.


TTM20242023202220212020201920182017201620152014
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.09%2.90%1.65%1.12%0.83%1.31%1.88%1.64%0.35%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.55%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

FUMBX vs. FSPSX - Drawdown Comparison

The maximum FUMBX drawdown since its inception was -9.07%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FUMBX and FSPSX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.58%
0
FUMBX
FSPSX

Volatility

FUMBX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) is 1.20%, while Fidelity International Index Fund (FSPSX) has a volatility of 10.95%. This indicates that FUMBX 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.


0.00%2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
1.20%
10.95%
FUMBX
FSPSX