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FDIVX vs. FISMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIVX vs. FISMX - Performance Comparison

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

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FDIVX vs. FISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIVX
Fidelity Diversified International Fund
-3.68%27.75%6.54%17.74%-23.86%12.79%18.91%29.72%-15.31%25.31%
FISMX
Fidelity International Small Cap Fund
-2.53%24.73%0.05%19.62%-16.66%13.44%9.98%21.45%-16.08%31.58%

Returns By Period

In the year-to-date period, FDIVX achieves a -3.68% return, which is significantly lower than FISMX's -2.53% return. Both investments have delivered pretty close results over the past 10 years, with FDIVX having a 8.03% annualized return and FISMX not far behind at 8.02%.


FDIVX

1D
0.15%
1M
-11.87%
YTD
-3.68%
6M
0.54%
1Y
17.03%
3Y*
12.31%
5Y*
5.82%
10Y*
8.03%

FISMX

1D
-0.33%
1M
-10.41%
YTD
-2.53%
6M
-0.83%
1Y
15.86%
3Y*
10.28%
5Y*
5.08%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIVX vs. FISMX - Expense Ratio Comparison

Both FDIVX and FISMX have an expense ratio of 1.01%.


Return for Risk

FDIVX vs. FISMX — Risk / Return Rank

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

FDIVX
FDIVX Risk / Return Rank: 4343
Overall Rank
FDIVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 3939
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 4545
Martin Ratio Rank

FISMX
FISMX Risk / Return Rank: 5656
Overall Rank
FISMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FISMX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FISMX Omega Ratio Rank: 6060
Omega Ratio Rank
FISMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FISMX Martin Ratio Rank: 4646
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.

FDIVX vs. FISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Fidelity International Small Cap Fund (FISMX). 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.


FDIVXFISMXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.10

-0.26

Sortino ratio

Return per unit of downside risk

1.24

1.46

-0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.14

1.27

-0.13

Martin ratio

Return relative to average drawdown

4.54

4.64

-0.10

FDIVX vs. FISMX - Sharpe Ratio Comparison

The current FDIVX Sharpe Ratio is 0.84, which is comparable to the FISMX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FDIVX and FISMX, 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


FDIVXFISMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.10

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.38

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.58

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.70

-0.23

Correlation

The correlation between FDIVX and FISMX is 0.87, 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

FDIVX vs. FISMX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 11.10%, more than FISMX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
FDIVX
Fidelity Diversified International Fund
11.10%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%
FISMX
Fidelity International Small Cap Fund
3.68%3.58%2.64%1.87%0.70%7.28%0.83%2.32%6.14%2.46%2.70%2.80%

Drawdowns

FDIVX vs. FISMX - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -60.61%, roughly equal to the maximum FISMX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for FDIVX and FISMX.


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Drawdown Indicators


FDIVXFISMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-60.94%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-10.71%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-31.07%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-38.80%

+3.20%

Current Drawdown

Current decline from peak

-12.25%

-10.41%

-1.84%

Average Drawdown

Average peak-to-trough decline

-11.72%

-10.71%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.93%

+0.19%

Volatility

FDIVX vs. FISMX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 8.06% compared to Fidelity International Small Cap Fund (FISMX) at 5.72%. This indicates that FDIVX's price experiences larger fluctuations and is considered to be riskier than FISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIVXFISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

5.72%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

8.69%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

13.31%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

13.36%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

13.93%

+2.85%