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FDIVX vs. FISMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIVX and FISMX is 0.88, 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.


-0.50.00.51.00.9

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.

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
463.74%
1,058.92%
FDIVX
FISMX

Key characteristics

Sharpe Ratio

FDIVX:

0.38

FISMX:

-0.01

Sortino Ratio

FDIVX:

0.60

FISMX:

0.06

Omega Ratio

FDIVX:

1.07

FISMX:

1.01

Calmar Ratio

FDIVX:

0.36

FISMX:

-0.01

Martin Ratio

FDIVX:

1.58

FISMX:

-0.03

Ulcer Index

FDIVX:

3.38%

FISMX:

3.61%

Daily Std Dev

FDIVX:

14.01%

FISMX:

11.29%

Max Drawdown

FDIVX:

-59.98%

FISMX:

-58.76%

Current Drawdown

FDIVX:

-11.81%

FISMX:

-11.39%

Returns By Period

In the year-to-date period, FDIVX achieves a 2.70% return, which is significantly higher than FISMX's -2.77% return. Over the past 10 years, FDIVX has underperformed FISMX with an annualized return of 5.51%, while FISMX has yielded a comparatively higher 6.77% annualized return.


FDIVX

YTD

2.70%

1M

-4.81%

6M

-5.04%

1Y

3.71%

5Y*

4.45%

10Y*

5.51%

FISMX

YTD

-2.77%

1M

-2.62%

6M

-5.31%

1Y

-1.35%

5Y*

4.11%

10Y*

6.77%

Compare stocks, funds, or ETFs

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


FDIVX vs. FISMX - Expense Ratio Comparison

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


FDIVX
Fidelity Diversified International Fund
Expense ratio chart for FDIVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FISMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

FDIVX vs. FISMX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FDIVX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.38-0.01
The chart of Sortino ratio for FDIVX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.000.600.06
The chart of Omega ratio for FDIVX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.01
The chart of Calmar ratio for FDIVX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.000.36-0.01
The chart of Martin ratio for FDIVX, currently valued at 1.58, compared to the broader market0.0020.0040.0060.001.58-0.03
FDIVX
FISMX

The current FDIVX Sharpe Ratio is 0.38, which is higher than the FISMX Sharpe Ratio of -0.01. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.01
FDIVX
FISMX

Dividends

FDIVX vs. FISMX - Dividend Comparison

FDIVX has not paid dividends to shareholders, while FISMX's dividend yield for the trailing twelve months is around 0.04%.


TTM20232022202120202019201820172016201520142013
FDIVX
Fidelity Diversified International Fund
0.00%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%2.36%
FISMX
Fidelity International Small Cap Fund
0.04%1.87%0.70%2.57%0.83%1.83%1.91%0.98%1.46%5.45%18.12%2.92%

Drawdowns

FDIVX vs. FISMX - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -59.98%, roughly equal to the maximum FISMX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for FDIVX and FISMX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.81%
-11.39%
FDIVX
FISMX

Volatility

FDIVX vs. FISMX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 5.34% compared to Fidelity International Small Cap Fund (FISMX) at 4.21%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
4.21%
FDIVX
FISMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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