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

Correlation

The correlation between FZILX and FSPSX is 0.97, 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

FZILX vs. FSPSX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-1.39%
-2.78%
FZILX
FSPSX

Key characteristics

Sharpe Ratio

FZILX:

0.89

FSPSX:

0.69

Sortino Ratio

FZILX:

1.29

FSPSX:

1.01

Omega Ratio

FZILX:

1.16

FSPSX:

1.12

Calmar Ratio

FZILX:

1.11

FSPSX:

0.84

Martin Ratio

FZILX:

2.88

FSPSX:

2.05

Ulcer Index

FZILX:

3.76%

FSPSX:

4.18%

Daily Std Dev

FZILX:

12.20%

FSPSX:

12.47%

Max Drawdown

FZILX:

-34.37%

FSPSX:

-33.69%

Current Drawdown

FZILX:

-7.35%

FSPSX:

-7.81%

Returns By Period

In the year-to-date period, FZILX achieves a 1.24% return, which is significantly lower than FSPSX's 1.62% return.


FZILX

YTD

1.24%

1M

1.50%

6M

-1.39%

1Y

9.49%

5Y*

4.39%

10Y*

N/A

FSPSX

YTD

1.62%

1M

2.20%

6M

-2.78%

1Y

7.53%

5Y*

5.05%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

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


FZILX vs. FSPSX - Expense Ratio Comparison

FZILX has a 0.00% 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%.


FSPSX
Fidelity International Index Fund
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%
Expense ratio chart for FZILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FZILX vs. FSPSX — Risk-Adjusted Performance Rank

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

FZILX
The Risk-Adjusted Performance Rank of FZILX is 4545
Overall Rank
The Sharpe Ratio Rank of FZILX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FZILX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FZILX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FZILX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FZILX is 3737
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 3434
Overall Rank
The Sharpe Ratio Rank of FSPSX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 2626
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.

FZILX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity ZERO International Index Fund (FZILX) 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 FZILX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.890.69
The chart of Sortino ratio for FZILX, currently valued at 1.29, compared to the broader market0.005.0010.001.291.01
The chart of Omega ratio for FZILX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.12
The chart of Calmar ratio for FZILX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.110.84
The chart of Martin ratio for FZILX, currently valued at 2.88, compared to the broader market0.0020.0040.0060.0080.002.882.05
FZILX
FSPSX

The current FZILX Sharpe Ratio is 0.89, which is comparable to the FSPSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FZILX 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.89
0.69
FZILX
FSPSX

Dividends

FZILX vs. FSPSX - Dividend Comparison

FZILX's dividend yield for the trailing twelve months is around 2.96%, less than FSPSX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
FZILX
Fidelity ZERO International Index Fund
2.96%3.00%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.83%7.05%

Drawdowns

FZILX vs. FSPSX - Drawdown Comparison

The maximum FZILX drawdown since its inception was -34.37%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FZILX and FSPSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.35%
-7.81%
FZILX
FSPSX

Volatility

FZILX vs. FSPSX - Volatility Comparison

Fidelity ZERO International Index Fund (FZILX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.64% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
3.75%
FZILX
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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