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FIENX vs. FMIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIENX and FMIJX is 0.80, 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.


-0.50.00.51.00.8

Performance

FIENX vs. FMIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Enhanced Index Fund (FIENX) and FMI International Fund (FMIJX). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%160.00%AugustSeptemberOctoberNovemberDecember2025
104.37%
153.99%
FIENX
FMIJX

Key characteristics

Returns By Period


FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FMIJX

YTD

0.08%

1M

0.89%

6M

0.03%

1Y

7.78%

5Y*

3.51%

10Y*

5.23%

*Annualized

Compare stocks, funds, or ETFs

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


FIENX vs. FMIJX - Expense Ratio Comparison

FIENX has a 0.55% expense ratio, which is lower than FMIJX's 0.94% expense ratio.


FMIJX
FMI International Fund
Expense ratio chart for FMIJX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FIENX vs. FMIJX — Risk-Adjusted Performance Rank

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

FIENX

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 4848
Overall Rank
The Sharpe Ratio Rank of FMIJX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 4545
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.

FIENX vs. FMIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Enhanced Index Fund (FIENX) and FMI International Fund (FMIJX). 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
No data
The chart of Calmar ratio for FIENX, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.001.38
FIENX
FMIJX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.00
0.89
FIENX
FMIJX

Dividends

FIENX vs. FMIJX - Dividend Comparison

Neither FIENX nor FMIJX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%4.60%0.28%3.05%1.82%2.10%

Drawdowns

FIENX vs. FMIJX - Drawdown Comparison


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.43%
-3.69%
FIENX
FMIJX

Volatility

FIENX vs. FMIJX - Volatility Comparison

The current volatility for Fidelity International Enhanced Index Fund (FIENX) is 0.00%, while FMI International Fund (FMIJX) has a volatility of 3.40%. This indicates that FIENX experiences smaller price fluctuations and is considered to be less risky than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember20250
3.40%
FIENX
FMIJX
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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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