PortfoliosLab logo
RMBPX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RMBPX and FSPSX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RMBPX vs. FSPSX - Performance Comparison

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

Loading data...

Key characteristics

Returns By Period


RMBPX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FSPSX

YTD

17.35%

1M

4.65%

6M

15.54%

1Y

15.03%

3Y*

11.45%

5Y*

11.54%

10Y*

6.13%

*Annualized

Compare stocks, funds, or ETFs

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


RMB Japan Fund

Fidelity International Index Fund

RMBPX vs. FSPSX - Expense Ratio Comparison

RMBPX has a 1.30% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RMBPX vs. FSPSX — Risk-Adjusted Performance Rank

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

RMBPX
The Risk-Adjusted Performance Rank of RMBPX is 11
Overall Rank
The Sharpe Ratio Rank of RMBPX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of RMBPX is 11
Sortino Ratio Rank
The Omega Ratio Rank of RMBPX is 11
Omega Ratio Rank
The Calmar Ratio Rank of RMBPX is 00
Calmar Ratio Rank
The Martin Ratio Rank of RMBPX is 00
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6868
Overall Rank
The Sharpe Ratio Rank of FSPSX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6262
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.

RMBPX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RMB Japan Fund (RMBPX) 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RMBPX vs. FSPSX - Dividend Comparison

RMBPX has not paid dividends to shareholders, while FSPSX's dividend yield for the trailing twelve months is around 2.47%.


TTM20242023202220212020201920182017201620152014
RMBPX
RMB Japan Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.47%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%3.53%

Drawdowns

RMBPX vs. FSPSX - Drawdown Comparison


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RMBPX vs. FSPSX - Volatility Comparison


Loading data...