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FICSX vs. FTISX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICSX vs. FTISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class C (FICSX) and Fidelity Advisor International Small Cap Fund Class M (FTISX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FICSX having a 9.70% return and FTISX slightly higher at 9.95%. Over the past 10 years, FICSX has underperformed FTISX with an annualized return of 7.84%, while FTISX has yielded a comparatively higher 8.34% annualized return.


FICSX

1D
-0.39%
1M
3.33%
YTD
9.70%
6M
11.56%
1Y
17.70%
3Y*
13.26%
5Y*
5.20%
10Y*
7.84%

FTISX

1D
-0.38%
1M
3.39%
YTD
9.95%
6M
11.86%
1Y
18.31%
3Y*
13.82%
5Y*
5.72%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICSX vs. FTISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICSX
Fidelity Advisor International Small Cap Fund Class C
9.70%23.45%-1.00%18.40%-17.50%12.27%8.81%20.21%-16.98%30.98%
FTISX
Fidelity Advisor International Small Cap Fund Class M
9.95%24.03%-0.46%18.97%-17.12%12.83%9.29%20.77%-16.57%31.41%

Correlation

The correlation between FICSX and FTISX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2002

1.00

The correlation between FICSX and FTISX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FICSX vs. FTISX — Risk / Return Rank

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

FICSX
FICSX Risk / Return Rank: 2323
Overall Rank
FICSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FICSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FICSX Omega Ratio Rank: 2626
Omega Ratio Rank
FICSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FICSX Martin Ratio Rank: 2323
Martin Ratio Rank

FTISX
FTISX Risk / Return Rank: 2525
Overall Rank
FTISX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FTISX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FTISX Omega Ratio Rank: 2828
Omega Ratio Rank
FTISX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FTISX Martin Ratio Rank: 2424
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.

FICSX vs. FTISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class C (FICSX) and Fidelity Advisor International Small Cap Fund Class M (FTISX). 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.


FICSXFTISXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

1.61

1.67

-0.06

Martin ratioReturn relative to average drawdown

5.72

5.95

-0.24

FICSX vs. FTISX - Sharpe Ratio Comparison

The current FICSX Sharpe Ratio is 1.42, which is comparable to the FTISX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FICSX and FTISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FICSXFTISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.47

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.42

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.71

-0.03

Drawdowns

FICSX vs. FTISX - Drawdown Comparison

The maximum FICSX drawdown since its inception was -61.39%, roughly equal to the maximum FTISX drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for FICSX and FTISX.


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Drawdown Indicators


FICSXFTISXDifference

Max Drawdown

Largest peak-to-trough decline

-61.39%

-61.12%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-10.75%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.15%

-12.95%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-31.45%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-40.18%

-39.55%

-0.63%

Current Drawdown

Current decline from peak

-1.10%

-1.08%

-0.02%

Average Drawdown

Average peak-to-trough decline

-11.39%

-10.98%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.01%

+0.02%

Volatility

FICSX vs. FTISX - Volatility Comparison

Fidelity Advisor International Small Cap Fund Class C (FICSX) and Fidelity Advisor International Small Cap Fund Class M (FTISX) have volatilities of 3.80% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICSXFTISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.80%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

10.14%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

12.23%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

13.57%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

14.05%

+0.01%

FICSX vs. FTISX - Expense Ratio Comparison

FICSX has a 2.05% expense ratio, which is higher than FTISX's 1.57% expense ratio.


Dividends

FICSX vs. FTISX - Dividend Comparison

FICSX's dividend yield for the trailing twelve months is around 2.49%, less than FTISX's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
FICSX
Fidelity Advisor International Small Cap Fund Class C
2.49%2.73%1.59%0.97%0.00%6.57%0.00%1.20%5.20%2.59%1.66%2.93%
FTISX
Fidelity Advisor International Small Cap Fund Class M
2.97%3.26%2.24%1.40%0.13%6.94%0.34%1.81%5.50%2.52%2.08%2.86%

Frequently Asked Questions


With a correlation of 1.00, FICSX and FTISX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FTISX has higher volatility (3.80%) compared to FICSX (3.80%). In terms of maximum drawdown, FICSX dropped -61.39% vs FTISX's -61.12%.

FTISX currently has the higher Sharpe Ratio (1.47 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FICSX and FTISX

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