INTF vs. FSPSX
INTF (iShares MSCI Intl Multifactor ETF) and FSPSX (Fidelity International Index Fund) are both Foreign Large Cap Equities funds - INTF tracks the MSCI World ex USA Diversified Multi-Factor while FSPSX tracks the MSCI EAFE Index. Both are passively managed. Over the past 10 years, INTF returned 9.65%/yr vs 9.60%/yr for FSPSX. Their correlation of 0.92 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 0.04%/yr for FSPSX.
Performance
INTF vs. FSPSX - Performance Comparison
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Returns By Period
In the year-to-date period, INTF achieves a 12.03% return, which is significantly higher than FSPSX's 10.13% return. Both investments have delivered pretty close results over the past 10 years, with INTF having a 9.65% annualized return and FSPSX not far behind at 9.60%.
INTF
- 1D
- 0.63%
- 1M
- 0.73%
- 6M
- 8.30%
- YTD
- 12.03%
- 1Y
- 27.16%
- 3Y*
- 18.79%
- 5Y*
- 10.68%
- 10Y*
- 9.65%
FSPSX
- 1D
- 0.69%
- 1M
- -0.15%
- 6M
- 6.54%
- YTD
- 10.13%
- 1Y
- 22.60%
- 3Y*
- 15.92%
- 5Y*
- 9.33%
- 10Y*
- 9.60%
INTF vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 12.03% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 18.46% | -15.87% | 28.46% |
FSPSX Fidelity International Index Fund | 10.13% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Correlation
The correlation between INTF and FSPSX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.92 |
The correlation between INTF and FSPSX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
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Return for Risk
INTF vs. FSPSX — Risk / Return Rank
INTF
FSPSX
INTF vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.
| INTF | FSPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.89 | +0.79 |
| Martin ratioReturn relative to average drawdown | 10.54 | 7.05 | +3.49 |
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Drawdowns
INTF vs. FSPSX - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for INTF and FSPSX.
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Drawdown Indicators
| INTF | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -33.69% | -6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -11.39% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | -13.58% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -29.41% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | -33.69% | -6.70% |
Current DrawdownCurrent decline from peak | -0.22% | -1.37% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -6.51% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.05% | -0.47% |
Volatility
INTF vs. FSPSX - Volatility Comparison
The current volatility for iShares MSCI Intl Multifactor ETF (INTF) is 3.61%, while Fidelity International Index Fund (FSPSX) has a volatility of 4.16%. This indicates that INTF 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
| INTF | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 4.16% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 13.09% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 15.49% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 16.11% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.28% | +0.72% |
INTF vs. FSPSX - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Dividends
INTF vs. FSPSX - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.99%, more than FSPSX's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSPSX Fidelity International Index Fund | 2.86% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
INTF iShares MSCI Intl Multifactor ETF | 2.99% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
Frequently Asked Questions
With a correlation of 0.97, INTF 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 (4.16%) compared to INTF (3.61%). In terms of maximum drawdown, INTF dropped -40.39% vs FSPSX's -33.69%.
INTF currently has the higher Sharpe Ratio (1.82 vs 1.39), 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.
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