PortfoliosLab logoPortfoliosLab logo
FCIRX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIRX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiera Capital International Equity Fund (FCIRX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCIRX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCIRX
Fiera Capital International Equity Fund
-9.70%11.12%4.39%19.73%-19.83%16.21%19.19%30.71%-8.02%
FSKLX
Fidelity SAI International Low Volatility Index Fund
3.34%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-3.74%

Returns By Period

In the year-to-date period, FCIRX achieves a -9.70% return, which is significantly lower than FSKLX's 3.34% return.


FCIRX

1D
0.00%
1M
-13.58%
YTD
-9.70%
6M
-6.80%
1Y
-0.03%
3Y*
4.12%
5Y*
3.32%
10Y*

FSKLX

1D
0.68%
1M
-7.31%
YTD
3.34%
6M
6.64%
1Y
16.96%
3Y*
11.27%
5Y*
6.37%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FCIRX vs. FSKLX - Expense Ratio Comparison

FCIRX has a 1.25% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

FCIRX vs. FSKLX — Risk / Return Rank

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

FCIRX
FCIRX Risk / Return Rank: 55
Overall Rank
FCIRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FCIRX Sortino Ratio Rank: 55
Sortino Ratio Rank
FCIRX Omega Ratio Rank: 55
Omega Ratio Rank
FCIRX Calmar Ratio Rank: 55
Calmar Ratio Rank
FCIRX Martin Ratio Rank: 44
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7575
Overall Rank
FSKLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 6868
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7474
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.

FCIRX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiera Capital International Equity Fund (FCIRX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


FCIRXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

-0.05

1.33

-1.38

Sortino ratio

Return per unit of downside risk

0.04

1.83

-1.79

Omega ratio

Gain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.12

1.99

-2.11

Martin ratio

Return relative to average drawdown

-0.42

7.06

-7.49

FCIRX vs. FSKLX - Sharpe Ratio Comparison

The current FCIRX Sharpe Ratio is -0.05, which is lower than the FSKLX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FCIRX and FSKLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCIRXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.33

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.56

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.05

Correlation

The correlation between FCIRX and FSKLX is 0.82, 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

FCIRX vs. FSKLX - Dividend Comparison

FCIRX's dividend yield for the trailing twelve months is around 0.98%, less than FSKLX's 2.51% yield.


TTM20252024202320222021202020192018201720162015
FCIRX
Fiera Capital International Equity Fund
0.98%0.88%0.42%0.40%0.73%0.34%1.82%0.91%1.11%0.00%0.00%0.00%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.51%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

FCIRX vs. FSKLX - Drawdown Comparison

The maximum FCIRX drawdown since its inception was -32.05%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for FCIRX and FSKLX.


Loading graphics...

Drawdown Indicators


FCIRXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-27.26%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-8.64%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-32.05%

-24.99%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-27.26%

Current Drawdown

Current decline from peak

-13.58%

-7.31%

-6.27%

Average Drawdown

Average peak-to-trough decline

-6.94%

-5.14%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.43%

+1.35%

Volatility

FCIRX vs. FSKLX - Volatility Comparison

Fiera Capital International Equity Fund (FCIRX) has a higher volatility of 5.42% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that FCIRX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCIRXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

4.41%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

7.41%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

12.28%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

11.44%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

11.89%

+5.63%