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FDIVX vs. FISMX
Performance
Risk-Adjusted Performance
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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-3.82%
FDIVX
FISMX

Returns By Period

In the year-to-date period, FDIVX achieves a 8.79% return, which is significantly higher than FISMX's 0.41% return. Over the past 10 years, FDIVX has underperformed FISMX with an annualized return of 6.03%, while FISMX has yielded a comparatively higher 7.44% annualized return.


FDIVX

YTD

8.79%

1M

-1.89%

6M

-0.73%

1Y

14.62%

5Y (annualized)

6.59%

10Y (annualized)

6.03%

FISMX

YTD

0.41%

1M

-2.75%

6M

-3.82%

1Y

8.88%

5Y (annualized)

5.72%

10Y (annualized)

7.44%

Key characteristics


FDIVXFISMX
Sharpe Ratio1.010.81
Sortino Ratio1.481.19
Omega Ratio1.191.15
Calmar Ratio0.880.88
Martin Ratio5.243.14
Ulcer Index2.79%2.83%
Daily Std Dev14.48%10.97%
Max Drawdown-59.98%-58.76%
Current Drawdown-6.59%-8.49%

Compare stocks, funds, or ETFs

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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%

Correlation

-0.50.00.51.00.9

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.

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 1.01, compared to the broader market-1.000.001.002.003.004.005.001.010.81
The chart of Sortino ratio for FDIVX, currently valued at 1.48, compared to the broader market0.005.0010.001.481.19
The chart of Omega ratio for FDIVX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.15
The chart of Calmar ratio for FDIVX, currently valued at 0.88, compared to the broader market0.005.0010.0015.0020.000.880.88
The chart of Martin ratio for FDIVX, currently valued at 5.24, compared to the broader market0.0020.0040.0060.0080.00100.005.243.14
FDIVX
FISMX

The current FDIVX Sharpe Ratio is 1.01, which is comparable to the FISMX Sharpe Ratio of 0.81. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.01
0.81
FDIVX
FISMX

Dividends

FDIVX vs. FISMX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 1.57%, less than FISMX's 1.86% yield.


TTM20232022202120202019201820172016201520142013
FDIVX
Fidelity Diversified International Fund
1.57%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
1.86%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.59%
-8.49%
FDIVX
FISMX

Volatility

FDIVX vs. FISMX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 3.46% compared to Fidelity International Small Cap Fund (FISMX) at 2.76%. 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%JuneJulyAugustSeptemberOctoberNovember
3.46%
2.76%
FDIVX
FISMX