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

Correlation

The correlation between FDIVX and FISMX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

FDIVX:

0.48

FISMX:

0.66

Sortino Ratio

FDIVX:

0.81

FISMX:

0.93

Omega Ratio

FDIVX:

1.11

FISMX:

1.13

Calmar Ratio

FDIVX:

0.39

FISMX:

0.69

Martin Ratio

FDIVX:

1.89

FISMX:

1.73

Ulcer Index

FDIVX:

4.89%

FISMX:

5.05%

Daily Std Dev

FDIVX:

18.69%

FISMX:

13.71%

Max Drawdown

FDIVX:

-59.98%

FISMX:

-58.76%

Current Drawdown

FDIVX:

-7.90%

FISMX:

-0.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with FDIVX having a 13.99% return and FISMX slightly lower at 13.86%. Over the past 10 years, FDIVX has underperformed FISMX with an annualized return of 3.43%, while FISMX has yielded a comparatively higher 5.69% annualized return.


FDIVX

YTD

13.99%

1M

9.23%

6M

10.57%

1Y

8.97%

3Y*

9.79%

5Y*

6.93%

10Y*

3.43%

FISMX

YTD

13.86%

1M

7.50%

6M

14.10%

1Y

8.98%

3Y*

9.13%

5Y*

11.49%

10Y*

5.69%

*Annualized

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FDIVX vs. FISMX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FDIVX vs. FISMX — Risk-Adjusted Performance Rank

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

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 5252
Overall Rank
The Sharpe Ratio Rank of FDIVX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 5656
Martin Ratio Rank

FISMX
The Risk-Adjusted Performance Rank of FISMX is 6161
Overall Rank
The Sharpe Ratio Rank of FISMX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FISMX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FISMX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FISMX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FISMX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FDIVX Sharpe Ratio is 0.48, which is comparable to the FISMX Sharpe Ratio of 0.66. 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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Dividends

FDIVX vs. FISMX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 1.80%, less than FISMX's 2.32% yield.


TTM20242023202220212020201920182017201620152014
FDIVX
Fidelity Diversified International Fund
1.80%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%
FISMX
Fidelity International Small Cap Fund
2.32%2.64%1.87%0.70%7.28%0.83%2.32%6.14%3.44%2.70%5.45%18.12%

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.


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Volatility

FDIVX vs. FISMX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 2.92% compared to Fidelity International Small Cap Fund (FISMX) at 2.10%. 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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