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RMBPX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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RMBPX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RMBPX
RMB Japan Fund
0.00%-0.24%-14.03%19.33%-14.50%-2.65%13.06%17.64%-17.62%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-17.21%

Returns By Period


RMBPX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMBPX vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

RMBPX vs. FSPSX — Risk / Return Rank

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

RMBPX

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

RMBPX vs. FSPSX - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RMBPX vs. FSPSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RMBPXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Correlation

The correlation between RMBPX and FSPSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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 3.22%.


TTM20252024202320222021202020192018201720162015
RMBPX
RMB Japan Fund
0.00%0.00%3.28%4.43%1.04%8.11%0.29%1.15%0.36%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

RMBPX vs. FSPSX - Drawdown Comparison


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Drawdown Indicators


RMBPXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-10.86%

Average Drawdown

Average peak-to-trough decline

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

Volatility

RMBPX vs. FSPSX - Volatility Comparison


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Volatility by Period


RMBPXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%