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CVISX vs. FSISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CVISX vs. FSISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway International Small Cap Fund (CVISX) and Fidelity SAI International Small Cap Index Fund (FSISX). The values are adjusted to include any dividend payments, if applicable.

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CVISX vs. FSISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CVISX
Causeway International Small Cap Fund
4.10%32.93%9.71%26.74%-11.51%0.67%
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%

Returns By Period

In the year-to-date period, CVISX achieves a 4.10% return, which is significantly higher than FSISX's -2.21% return.


CVISX

1D
-0.74%
1M
-10.77%
YTD
4.10%
6M
8.85%
1Y
35.37%
3Y*
22.86%
5Y*
13.00%
10Y*
10.79%

FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CVISX vs. FSISX - Expense Ratio Comparison

CVISX has a 1.35% expense ratio, which is higher than FSISX's 0.10% expense ratio.


Return for Risk

CVISX vs. FSISX — Risk / Return Rank

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

CVISX
CVISX Risk / Return Rank: 9292
Overall Rank
CVISX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CVISX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CVISX Omega Ratio Rank: 9191
Omega Ratio Rank
CVISX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CVISX Martin Ratio Rank: 9090
Martin Ratio Rank

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
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.

CVISX vs. FSISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway International Small Cap Fund (CVISX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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.


CVISXFSISXDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.51

+0.72

Sortino ratio

Return per unit of downside risk

2.74

1.98

+0.76

Omega ratio

Gain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratio

Return relative to maximum drawdown

2.70

1.83

+0.87

Martin ratio

Return relative to average drawdown

10.15

7.00

+3.15

CVISX vs. FSISX - Sharpe Ratio Comparison

The current CVISX Sharpe Ratio is 2.23, which is higher than the FSISX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of CVISX and FSISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CVISXFSISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.51

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.21

+0.38

Correlation

The correlation between CVISX and FSISX is 0.84, 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

CVISX vs. FSISX - Dividend Comparison

CVISX's dividend yield for the trailing twelve months is around 15.91%, more than FSISX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
CVISX
Causeway International Small Cap Fund
15.91%16.56%10.60%6.14%2.75%3.48%3.42%3.57%2.91%8.23%2.78%2.00%
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CVISX vs. FSISX - Drawdown Comparison

The maximum CVISX drawdown since its inception was -48.50%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for CVISX and FSISX.


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Drawdown Indicators


CVISXFSISXDifference

Max Drawdown

Largest peak-to-trough decline

-48.50%

-36.84%

-11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-11.73%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.50%

Current Drawdown

Current decline from peak

-10.77%

-11.73%

+0.96%

Average Drawdown

Average peak-to-trough decline

-8.99%

-13.50%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.07%

+0.10%

Volatility

CVISX vs. FSISX - Volatility Comparison

Causeway International Small Cap Fund (CVISX) has a higher volatility of 6.46% compared to Fidelity SAI International Small Cap Index Fund (FSISX) at 5.88%. This indicates that CVISX's price experiences larger fluctuations and is considered to be riskier than FSISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVISXFSISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

5.88%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

9.83%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

15.08%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

15.84%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

15.84%

+0.91%