PortfoliosLab logo
FIEUX vs. ISCAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIEUX and ISCAX is 0.61, 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

FIEUX vs. ISCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and Federated Hermes International Small-Mid Company Fund (ISCAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FIEUX:

0.98

ISCAX:

1.15

Sortino Ratio

FIEUX:

1.36

ISCAX:

1.50

Omega Ratio

FIEUX:

1.19

ISCAX:

1.21

Calmar Ratio

FIEUX:

0.70

ISCAX:

0.53

Martin Ratio

FIEUX:

3.45

ISCAX:

4.75

Ulcer Index

FIEUX:

4.67%

ISCAX:

3.66%

Daily Std Dev

FIEUX:

17.25%

ISCAX:

16.23%

Max Drawdown

FIEUX:

-59.38%

ISCAX:

-71.36%

Current Drawdown

FIEUX:

-4.88%

ISCAX:

-15.45%

Returns By Period

In the year-to-date period, FIEUX achieves a 22.66% return, which is significantly higher than ISCAX's 19.83% return. Over the past 10 years, FIEUX has outperformed ISCAX with an annualized return of 2.48%, while ISCAX has yielded a comparatively lower 1.41% annualized return.


FIEUX

YTD

22.66%

1M

9.13%

6M

23.23%

1Y

16.83%

3Y*

12.90%

5Y*

8.51%

10Y*

2.48%

ISCAX

YTD

19.83%

1M

8.87%

6M

18.95%

1Y

18.59%

3Y*

11.74%

5Y*

8.43%

10Y*

1.41%

*Annualized

Compare stocks, funds, or ETFs

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


Fidelity Europe Fund

FIEUX vs. ISCAX - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is lower than ISCAX's 1.24% expense ratio.


Risk-Adjusted Performance

FIEUX vs. ISCAX — Risk-Adjusted Performance Rank

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

FIEUX
The Risk-Adjusted Performance Rank of FIEUX is 8181
Overall Rank
The Sharpe Ratio Rank of FIEUX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 8080
Martin Ratio Rank

ISCAX
The Risk-Adjusted Performance Rank of ISCAX is 8282
Overall Rank
The Sharpe Ratio Rank of ISCAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ISCAX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ISCAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ISCAX is 8686
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.

FIEUX vs. ISCAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Federated Hermes International Small-Mid Company Fund (ISCAX). 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 FIEUX Sharpe Ratio is 0.98, which is comparable to the ISCAX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FIEUX and ISCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FIEUX vs. ISCAX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.68%, more than ISCAX's 1.47% yield.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
2.68%3.28%1.62%0.00%16.10%1.15%7.42%11.93%2.52%1.51%2.78%2.59%
ISCAX
Federated Hermes International Small-Mid Company Fund
1.47%1.76%0.84%0.80%0.39%0.00%0.20%1.16%0.00%0.00%0.45%0.00%

Drawdowns

FIEUX vs. ISCAX - Drawdown Comparison

The maximum FIEUX drawdown since its inception was -59.38%, smaller than the maximum ISCAX drawdown of -71.36%. Use the drawdown chart below to compare losses from any high point for FIEUX and ISCAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FIEUX vs. ISCAX - Volatility Comparison

Fidelity Europe Fund (FIEUX) has a higher volatility of 3.34% compared to Federated Hermes International Small-Mid Company Fund (ISCAX) at 2.12%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than ISCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...