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

Correlation

The correlation between FUMBX and FSPSX is -0.08. 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.


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.

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Key characteristics

Sharpe Ratio

FUMBX:

2.05

FSPSX:

0.72

Sortino Ratio

FUMBX:

3.31

FSPSX:

1.13

Omega Ratio

FUMBX:

1.43

FSPSX:

1.15

Calmar Ratio

FUMBX:

1.46

FSPSX:

0.92

Martin Ratio

FUMBX:

7.83

FSPSX:

2.68

Ulcer Index

FUMBX:

0.71%

FSPSX:

4.69%

Daily Std Dev

FUMBX:

2.63%

FSPSX:

16.75%

Max Drawdown

FUMBX:

-9.07%

FSPSX:

-33.69%

Current Drawdown

FUMBX:

-1.06%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, FUMBX achieves a 2.01% return, which is significantly lower than FSPSX's 17.12% return.


FUMBX

YTD

2.01%

1M

-0.27%

6M

2.54%

1Y

5.43%

3Y*

2.57%

5Y*

0.45%

10Y*

N/A

FSPSX

YTD

17.12%

1M

9.22%

6M

16.44%

1Y

12.31%

3Y*

12.81%

5Y*

12.47%

10Y*

5.88%

*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%.


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 9292
Overall Rank
The Sharpe Ratio Rank of FUMBX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FUMBX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FUMBX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FUMBX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FUMBX is 9292
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7171
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8383
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 current FUMBX Sharpe Ratio is 2.05, which is higher than the FSPSX Sharpe Ratio of 0.72. 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.


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Dividends

FUMBX vs. FSPSX - Dividend Comparison

FUMBX's dividend yield for the trailing twelve months is around 3.11%, more than FSPSX's 2.47% yield.


TTM20242023202220212020201920182017201620152014
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.11%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
2.47%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.


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Volatility

FUMBX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Short-Term Treasury Bond Index Fund (FUMBX) is 0.94%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.05%. 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.


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