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FINVX vs. FIWCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FINVX and FIWCX is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FINVX vs. FIWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Value Fund (FINVX) and Fidelity SAI International Value Index Fund (FIWCX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
72.10%
41.53%
FINVX
FIWCX

Key characteristics

Sharpe Ratio

FINVX:

1.02

FIWCX:

0.90

Sortino Ratio

FINVX:

1.45

FIWCX:

1.30

Omega Ratio

FINVX:

1.20

FIWCX:

1.18

Calmar Ratio

FINVX:

1.27

FIWCX:

1.02

Martin Ratio

FINVX:

4.14

FIWCX:

3.28

Ulcer Index

FINVX:

4.46%

FIWCX:

4.62%

Daily Std Dev

FINVX:

18.12%

FIWCX:

16.87%

Max Drawdown

FINVX:

-42.69%

FIWCX:

-42.76%

Current Drawdown

FINVX:

-0.28%

FIWCX:

-1.00%

Returns By Period

In the year-to-date period, FINVX achieves a 18.04% return, which is significantly higher than FIWCX's 15.74% return.


FINVX

YTD

18.04%

1M

2.40%

6M

12.60%

1Y

18.98%

5Y*

17.03%

10Y*

6.50%

FIWCX

YTD

15.74%

1M

2.16%

6M

11.98%

1Y

15.05%

5Y*

13.40%

10Y*

N/A

*Annualized

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FINVX vs. FIWCX - Expense Ratio Comparison

FINVX has a 0.01% expense ratio, which is lower than FIWCX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FIWCX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIWCX: 0.17%
Expense ratio chart for FINVX: current value is 0.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FINVX: 0.01%

Risk-Adjusted Performance

FINVX vs. FIWCX — Risk-Adjusted Performance Rank

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

FINVX
The Risk-Adjusted Performance Rank of FINVX is 8080
Overall Rank
The Sharpe Ratio Rank of FINVX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FINVX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FINVX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FINVX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FINVX is 8181
Martin Ratio Rank

FIWCX
The Risk-Adjusted Performance Rank of FIWCX is 7676
Overall Rank
The Sharpe Ratio Rank of FIWCX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FIWCX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FIWCX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FIWCX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FIWCX is 7474
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.

FINVX vs. FIWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and Fidelity SAI International Value Index Fund (FIWCX). 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 chart of Sharpe ratio for FINVX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.00
FINVX: 1.02
FIWCX: 0.90
The chart of Sortino ratio for FINVX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.00
FINVX: 1.45
FIWCX: 1.30
The chart of Omega ratio for FINVX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
FINVX: 1.20
FIWCX: 1.18
The chart of Calmar ratio for FINVX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.00
FINVX: 1.27
FIWCX: 1.02
The chart of Martin ratio for FINVX, currently valued at 4.14, compared to the broader market0.0010.0020.0030.0040.00
FINVX: 4.14
FIWCX: 3.28

The current FINVX Sharpe Ratio is 1.02, which is comparable to the FIWCX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FINVX and FIWCX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.02
0.90
FINVX
FIWCX

Dividends

FINVX vs. FIWCX - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 3.95%, more than FIWCX's 3.68% yield.


TTM20242023202220212020201920182017201620152014
FINVX
Fidelity Series International Value Fund
3.95%4.66%3.29%3.33%5.02%2.83%3.68%4.05%2.90%2.43%2.14%12.37%
FIWCX
Fidelity SAI International Value Index Fund
3.68%4.26%5.88%4.66%4.95%1.58%3.40%2.13%0.07%0.00%0.00%0.00%

Drawdowns

FINVX vs. FIWCX - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.69%, roughly equal to the maximum FIWCX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for FINVX and FIWCX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.28%
-1.00%
FINVX
FIWCX

Volatility

FINVX vs. FIWCX - Volatility Comparison

Fidelity Series International Value Fund (FINVX) has a higher volatility of 11.88% compared to Fidelity SAI International Value Index Fund (FIWCX) at 10.37%. This indicates that FINVX's price experiences larger fluctuations and is considered to be riskier than FIWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.88%
10.37%
FINVX
FIWCX