TROSX vs. FSPSX
Compare and contrast key facts about T. Rowe Price Overseas Stock Fund (TROSX) and Fidelity International Index Fund (FSPSX).
TROSX is managed by T. Rowe Price. It was launched on Dec 29, 2006. FSPSX is managed by Fidelity. It was launched on Nov 5, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TROSX or FSPSX.
Key characteristics
| TROSX | FSPSX | |
|---|---|---|
| YTD Return | 3.53% | 4.47% |
| 1Y Return | 11.13% | 12.27% |
| 3Y Return (Ann) | 0.26% | 1.55% |
| 5Y Return (Ann) | 5.26% | 5.66% |
| 10Y Return (Ann) | 5.00% | 5.17% |
| Sharpe Ratio | 1.04 | 1.20 |
| Sortino Ratio | 1.56 | 1.74 |
| Omega Ratio | 1.19 | 1.21 |
| Calmar Ratio | 1.34 | 1.78 |
| Martin Ratio | 5.63 | 6.02 |
| Ulcer Index | 2.51% | 2.55% |
| Daily Std Dev | 13.50% | 12.80% |
| Max Drawdown | -61.11% | -33.69% |
| Current Drawdown | -8.11% | -8.60% |
Correlation
The correlation between TROSX and FSPSX is 0.98, 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.
Performance
TROSX vs. FSPSX - Performance Comparison
In the year-to-date period, TROSX achieves a 3.53% return, which is significantly lower than FSPSX's 4.47% return. Both investments have delivered pretty close results over the past 10 years, with TROSX having a 5.00% annualized return and FSPSX not far ahead at 5.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TROSX vs. FSPSX - Expense Ratio Comparison
TROSX has a 0.77% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Risk-Adjusted Performance
TROSX vs. FSPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) 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.
Dividends
TROSX vs. FSPSX - Dividend Comparison
TROSX's dividend yield for the trailing twelve months is around 2.20%, less than FSPSX's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TROSX T. Rowe Price Overseas Stock Fund | 2.20% | 2.28% | 2.31% | 1.88% | 1.41% | 2.14% | 2.26% | 1.86% | 1.98% | 2.11% | 2.87% | 1.87% |
FSPSX Fidelity International Index Fund | 3.04% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
Drawdowns
TROSX vs. FSPSX - Drawdown Comparison
The maximum TROSX drawdown since its inception was -61.11%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for TROSX and FSPSX. For additional features, visit the drawdowns tool.
Volatility
TROSX vs. FSPSX - Volatility Comparison
T. Rowe Price Overseas Stock Fund (TROSX) and Fidelity International Index Fund (FSPSX) have volatilities of 3.78% and 3.84%, 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.