FYMIX vs. FSPSX
Compare and contrast key facts about Fidelity Sustainable Multi-Asset Fund (FYMIX) and Fidelity International Index Fund (FSPSX).
FYMIX is managed by Fidelity. It was launched on Feb 9, 2022. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
FYMIX vs. FSPSX - Performance Comparison
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FYMIX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FYMIX Fidelity Sustainable Multi-Asset Fund | -2.11% | 18.95% | 11.09% | 16.15% | -15.71% |
FSPSX Fidelity International Index Fund | 0.95% | 31.98% | 3.70% | 18.31% | -11.91% |
Returns By Period
In the year-to-date period, FYMIX achieves a -2.11% return, which is significantly lower than FSPSX's 0.95% return.
FYMIX
- 1D
- 2.39%
- 1M
- -5.31%
- YTD
- -2.11%
- 6M
- 0.46%
- 1Y
- 17.23%
- 3Y*
- 12.19%
- 5Y*
- —
- 10Y*
- —
FSPSX
- 1D
- 2.95%
- 1M
- -6.35%
- YTD
- 0.95%
- 6M
- 5.01%
- 1Y
- 22.97%
- 3Y*
- 14.61%
- 5Y*
- 8.36%
- 10Y*
- 8.97%
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FYMIX vs. FSPSX - Expense Ratio Comparison
FYMIX has a 0.05% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FYMIX vs. FSPSX — Risk / Return Rank
FYMIX
FSPSX
FYMIX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Multi-Asset Fund (FYMIX) 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.
| FYMIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.39 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.90 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.94 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.99 | 7.43 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FYMIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.39 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.47 | 0.00 |
Correlation
The correlation between FYMIX and FSPSX is 0.87, 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
FYMIX vs. FSPSX - Dividend Comparison
FYMIX's dividend yield for the trailing twelve months is around 3.77%, more than FSPSX's 3.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.77% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSPSX Fidelity International Index Fund | 3.12% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
FYMIX vs. FSPSX - Drawdown Comparison
The maximum FYMIX drawdown since its inception was -22.70%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FYMIX and FSPSX.
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Drawdown Indicators
| FYMIX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.70% | -33.69% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -11.39% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -6.54% | -8.22% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -6.60% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.97% | -0.77% |
Volatility
FYMIX vs. FSPSX - Volatility Comparison
The current volatility for Fidelity Sustainable Multi-Asset Fund (FYMIX) is 5.52%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.65%. This indicates that FYMIX 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
| FYMIX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 7.65% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 11.01% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 17.00% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 15.82% | -3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 16.49% | -3.77% |