TRTIX vs. FSPSX
Compare and contrast key facts about T. Rowe Price International Value Equity Fund Class I (TRTIX) and Fidelity International Index Fund (FSPSX).
TRTIX is an actively managed fund by T. Rowe Price. It was launched on Aug 28, 2015. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997.
Performance
TRTIX vs. FSPSX - Performance Comparison
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TRTIX vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | -0.72% | 44.14% | 8.02% | 19.44% | -8.27% | 12.93% | 1.92% | 20.77% | -18.06% | 18.29% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, TRTIX achieves a -0.72% return, which is significantly higher than FSPSX's -1.94% return. Both investments have delivered pretty close results over the past 10 years, with TRTIX having a 8.95% annualized return and FSPSX not far behind at 8.65%.
TRTIX
- 1D
- 0.04%
- 1M
- -11.82%
- YTD
- -0.72%
- 6M
- 6.06%
- 1Y
- 26.47%
- 3Y*
- 19.90%
- 5Y*
- 12.15%
- 10Y*
- 8.95%
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%
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TRTIX vs. FSPSX - Expense Ratio Comparison
TRTIX has a 0.68% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
TRTIX vs. FSPSX — Risk / Return Rank
TRTIX
FSPSX
TRTIX vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Value Equity Fund Class I (TRTIX) 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.
| TRTIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.11 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.56 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.54 | +0.45 |
Martin ratioReturn relative to average drawdown | 7.65 | 5.93 | +1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRTIX | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.11 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.51 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.46 | +0.02 |
Correlation
The correlation between TRTIX and FSPSX is 0.95, 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.
Dividends
TRTIX vs. FSPSX - Dividend Comparison
TRTIX's dividend yield for the trailing twelve months is around 2.95%, less than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRTIX T. Rowe Price International Value Equity Fund Class I | 2.95% | 2.93% | 2.87% | 3.02% | 3.28% | 2.70% | 2.05% | 2.68% | 2.74% | 0.27% | 3.13% | 2.06% |
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
TRTIX vs. FSPSX - Drawdown Comparison
The maximum TRTIX drawdown since its inception was -41.90%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for TRTIX and FSPSX.
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Drawdown Indicators
| TRTIX | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -33.69% | -8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -11.39% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -29.41% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -41.90% | -33.69% | -8.21% |
Current DrawdownCurrent decline from peak | -11.98% | -10.86% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -6.59% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.96% | +0.19% |
Volatility
TRTIX vs. FSPSX - Volatility Comparison
T. Rowe Price International Value Equity Fund Class I (TRTIX) has a higher volatility of 7.44% compared to Fidelity International Index Fund (FSPSX) at 7.04%. This indicates that TRTIX's price experiences larger fluctuations and is considered to be riskier 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
| TRTIX | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 7.04% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 10.63% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 16.79% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 15.77% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 16.47% | +0.45% |