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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

In the year-to-date period, IEFA achieves a 11.62% return, which is significantly lower than FSPSX's 12.57% return. Both investments have delivered pretty close results over the past 10 years, with IEFA having a 9.53% annualized return and FSPSX not far ahead at 9.69%.


IEFA

1D
-0.64%
1M
0.98%
6M
6.18%
YTD
11.62%
1Y
24.58%
3Y*
16.46%
5Y*
8.91%
10Y*
9.53%
ALL TIME*
8.52%

FSPSX

1D
2.56%
1M
1.98%
6M
7.21%
YTD
12.57%
1Y
26.28%
3Y*
16.54%
5Y*
9.66%
10Y*
9.69%
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$832.02M$871.11M$936.56M

IEFA vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
11.62%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
FSPSX
Fidelity International Index Fund
12.57%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 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.97

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

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 historical risk-adjusted metric ranks over the past 12 months.

IEFA
IEFA Risk / Return Rank: 6767
Overall Rank
IEFA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 6969
Sortino Ratio Rank
IEFA Omega Ratio Rank: 6868
Omega Ratio Rank
IEFA Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEFA Martin Ratio Rank: 6767
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7070
Overall Rank
FSPSX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6969
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-0.05

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.13

2.20

-0.07

Martin ratioReturn relative to average drawdown

8.15

8.33

-0.17

IEFA vs. FSPSX - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.56, which is comparable to the FSPSX Sharpe Ratio of 1.62. 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

-0.64%

0.00%

-0.64%

Average Drawdown

Average peak-to-trough decline

-6.63%

-6.49%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.00%

-0.01%

Volatility

IEFA vs. FSPSX - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) and Fidelity International Index Fund (FSPSX) have volatilities of 4.75% and 4.57%, 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

4.75%

4.57%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

13.22%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

15.52%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

16.12%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

16.29%

+0.74%

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 3.35%, more than FSPSX's 2.80% yield.


PositionTTM20252024202320222021202020192018201720162015
FSPSX
Fidelity International Index Fund
2.80%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
3.35%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.

IEFA has higher volatility (4.75%) compared to FSPSX (4.57%). In terms of maximum drawdown, IEFA dropped -34.78% vs FSPSX's -33.69%.

FSPSX currently has the higher Sharpe Ratio (1.62 vs 1.56), 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

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