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IEFA vs. FSPSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFA vs. FSPSX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IEFA having a 10.65% return and FSPSX slightly lower at 10.54%. Over the past 10 years, IEFA has outperformed FSPSX with an annualized return of 10.18%, while FSPSX has yielded a comparatively lower 9.67% annualized return.


IEFA

1D
0.10%
1M
1.81%
YTD
10.65%
6M
11.01%
1Y
25.52%
3Y*
17.62%
5Y*
8.87%
10Y*
10.18%

FSPSX

1D
0.76%
1M
1.93%
YTD
10.54%
6M
11.05%
1Y
25.44%
3Y*
16.37%
5Y*
9.50%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFA vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
10.65%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
FSPSX
Fidelity International Index Fund
10.54%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Correlation

The correlation between IEFA and FSPSX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.97

The correlation between IEFA and FSPSX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

IEFA vs. FSPSX — Risk / Return Rank

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

IEFA
IEFA Risk / Return Rank: 4949
Overall Rank
IEFA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 5050
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4949
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4646
Calmar Ratio Rank
IEFA Martin Ratio Rank: 5151
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 3636
Overall Rank
FSPSX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 3535
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 3939
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.

IEFA vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEFAFSPSXDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.23

2.15

+0.08

Martin ratioReturn relative to average drawdown

8.48

8.05

+0.43

IEFA vs. FSPSX - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.66, which is comparable to the FSPSX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IEFA and FSPSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEFA vs. FSPSX - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for IEFA and FSPSX.


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Drawdown Indicators


IEFAFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-33.69%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-11.39%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

-13.58%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-29.41%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-33.69%

-1.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.67%

-6.53%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.04%

-0.02%

Volatility

IEFA vs. FSPSX - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) and Fidelity International Index Fund (FSPSX) have volatilities of 4.85% and 4.93%, 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.


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Volatility by Period


IEFAFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.93%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

12.71%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

15.26%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

16.07%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

16.56%

+0.71%

IEFA vs. FSPSX - Expense Ratio Comparison

IEFA has a 0.07% 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%.


Dividends

IEFA vs. FSPSX - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.38%, more than FSPSX's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPSX
Fidelity International Index Fund
2.85%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%
IEFA
iShares Core MSCI EAFE ETF
3.38%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions


With a correlation of 0.98, IEFA and FSPSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSPSX has higher volatility (4.93%) compared to IEFA (4.85%). In terms of maximum drawdown, IEFA dropped -34.78% vs FSPSX's -33.69%.

IEFA currently has the higher Sharpe Ratio (1.66 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IEFA and FSPSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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