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

Correlation

The correlation between RMBPX and FSPSX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.85%
0.02%
RMBPX
FSPSX

Key characteristics

Sharpe Ratio

RMBPX:

-0.70

FSPSX:

0.82

Sortino Ratio

RMBPX:

-0.72

FSPSX:

1.20

Omega Ratio

RMBPX:

0.86

FSPSX:

1.15

Calmar Ratio

RMBPX:

-0.72

FSPSX:

1.01

Martin Ratio

RMBPX:

-1.66

FSPSX:

2.37

Ulcer Index

RMBPX:

11.29%

FSPSX:

4.37%

Daily Std Dev

RMBPX:

26.90%

FSPSX:

12.73%

Max Drawdown

RMBPX:

-34.36%

FSPSX:

-33.69%

Current Drawdown

RMBPX:

-26.17%

FSPSX:

-2.13%

Returns By Period

In the year-to-date period, RMBPX achieves a 0.00% return, which is significantly lower than FSPSX's 7.89% return.


RMBPX

YTD

0.00%

1M

0.02%

6M

-24.85%

1Y

-20.19%

5Y*

-1.05%

10Y*

N/A

FSPSX

YTD

7.89%

1M

4.25%

6M

0.02%

1Y

9.13%

5Y*

6.81%

10Y*

5.46%

*Annualized

Compare stocks, funds, or ETFs

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


RMBPX vs. FSPSX - Expense Ratio Comparison

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


RMBPX
RMB Japan Fund
Expense ratio chart for RMBPX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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 00
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 4444
Overall Rank
The Sharpe Ratio Rank of FSPSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 3737
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.


Sharpe ratio
The chart of Sharpe ratio for RMBPX, currently valued at -0.70, compared to the broader market-1.000.001.002.003.004.00-0.700.82
The chart of Sortino ratio for RMBPX, currently valued at -0.72, compared to the broader market0.002.004.006.008.0010.0012.00-0.721.20
The chart of Omega ratio for RMBPX, currently valued at 0.86, compared to the broader market1.002.003.004.000.861.15
The chart of Calmar ratio for RMBPX, currently valued at -0.72, compared to the broader market0.005.0010.0015.0020.00-0.721.01
The chart of Martin ratio for RMBPX, currently valued at -1.66, compared to the broader market0.0020.0040.0060.0080.00-1.662.37
RMBPX
FSPSX

The current RMBPX Sharpe Ratio is -0.70, which is lower than the FSPSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of RMBPX and FSPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.70
0.82
RMBPX
FSPSX

Dividends

RMBPX vs. FSPSX - Dividend Comparison

RMBPX's dividend yield for the trailing twelve months is around 2.47%, less than FSPSX's 3.03% yield.


TTM20242023202220212020201920182017201620152014
RMBPX
RMB Japan Fund
2.47%2.47%4.43%0.00%3.01%0.29%1.15%0.36%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.03%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

RMBPX vs. FSPSX - Drawdown Comparison

The maximum RMBPX drawdown since its inception was -34.36%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for RMBPX and FSPSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.17%
-2.13%
RMBPX
FSPSX

Volatility

RMBPX vs. FSPSX - Volatility Comparison

The current volatility for RMB Japan Fund (RMBPX) is 0.06%, while Fidelity International Index Fund (FSPSX) has a volatility of 3.30%. This indicates that RMBPX 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
0.06%
3.30%
RMBPX
FSPSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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