FINVX vs. SISEX

Last updated Jun 24, 2026

FINVX (Fidelity Series International Value Fund) and SISEX (Shelton International Select Equity Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FINVX returned 14.32%/yr vs 7.44%/yr for SISEX. A 0.78 correlation means they provide meaningful diversification when combined. FINVX charges 0.01%/yr vs 0.99%/yr for SISEX.

Performance

FINVX vs. SISEX - Performance Comparison

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

Returns By Period

In the year-to-date period, FINVX achieves a 8.01% return, which is significantly lower than SISEX's 14.69% return.

FINVX

• 1D: 0.18%
• 1M: 0.96%
• YTD: 8.01%
• 6M: 7.81%
• 1Y: 26.37%
• 3Y*: 23.06%
• 5Y*: 14.32%
• 10Y*: 11.52%

SISEX

• 1D: 0.88%
• 1M: 0.41%
• YTD: 14.69%
• 6M: 14.01%
• 1Y: 29.30%
• 3Y*: 17.44%
• 5Y*: 7.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FINVX vs. SISEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FINVX Fidelity Series International Value Fund	8.01%	45.75%	6.20%	20.35%	-7.21%	16.39%	4.87%	19.85%	-16.40%	20.41%
SISEX Shelton International Select Equity Fund	14.69%	30.66%	3.67%	13.97%	-19.29%	6.23%	18.07%	22.53%	-13.16%	34.49%

Correlation

The correlation between FINVX and SISEX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.78

The correlation between FINVX and SISEX shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FINVX vs. SISEX — Risk / Return Rank

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

FINVX

FINVX Risk / Return Rank: 45
FINVX Sharpe Ratio Rank: 43
FINVX Sortino Ratio Rank: 42
FINVX Omega Ratio Rank: 42
FINVX Calmar Ratio Rank: 50
FINVX Martin Ratio Rank: 49

SISEX

SISEX Risk / Return Rank: 52
SISEX Sharpe Ratio Rank: 56
SISEX Sortino Ratio Rank: 56
SISEX Omega Ratio Rank: 55
SISEX Calmar Ratio Rank: 46
SISEX Martin Ratio Rank: 46

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.

FINVX vs. SISEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and Shelton International Select Equity Fund (SISEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FINVX	SISEX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	2.04	-0.26
Sortino ratio: Return per unit of downside risk	2.51	2.87	-0.36
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio: Return relative to maximum drawdown	2.59	2.49	+0.09
Martin ratio: Return relative to average drawdown	9.51	9.13	+0.38

FINVX vs. SISEX - Sharpe Ratio Comparison

The current FINVX Sharpe Ratio is 1.78, which is comparable to the SISEX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of FINVX and SISEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FINVX vs. SISEX - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.48%, which is greater than SISEX's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for FINVX and SISEX.

Drawdown Indicators

	FINVX	SISEX	Difference
Max Drawdown Largest peak-to-trough decline	-42.48%	-32.68%	-9.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-11.94%	+1.56%
Max Drawdown (3Y) Largest decline over 3 years	-14.60%	-14.30%	-0.30%
Max Drawdown (5Y) Largest decline over 5 years	-27.13%	-32.68%	+5.55%
Max Drawdown (10Y) Largest decline over 10 years	-42.48%	—	—
Current Drawdown Current decline from peak	-0.65%	-0.78%	+0.13%
Average Drawdown Average peak-to-trough decline	-9.02%	-7.47%	-1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	3.26%	-0.44%

Volatility

FINVX vs. SISEX - Volatility Comparison

The current volatility for Fidelity Series International Value Fund (FINVX) is 4.18%, while Shelton International Select Equity Fund (SISEX) has a volatility of 4.69%. This indicates that FINVX experiences smaller price fluctuations and is considered to be less risky than SISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FINVX	SISEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	4.69%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	12.31%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.11%	14.61%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.74%	15.34%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	15.45%	+2.57%

FINVX vs. SISEX - Expense Ratio Comparison

FINVX has a 0.01% expense ratio, which is lower than SISEX's 0.99% expense ratio.

Dividends

FINVX vs. SISEX - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 10.37%, more than SISEX's 1.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FINVX Fidelity Series International Value Fund	10.37%	11.20%	4.14%	3.29%	3.33%	5.01%	2.83%	4.05%	4.05%	3.14%	2.62%	2.14%
SISEX Shelton International Select Equity Fund	1.54%	1.77%	3.73%	1.83%	5.50%	0.65%	0.80%	2.09%	1.13%	1.88%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FINVX and SISEX in my portfolio?

FINVX and SISEX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FINVX or SISEX?

SISEX has higher volatility (4.69%) compared to FINVX (4.18%). In terms of maximum drawdown, FINVX dropped -42.48% vs SISEX's -32.68%.

Which has better risk-adjusted returns?

SISEX currently has the higher Sharpe Ratio (2.04 vs 1.78), 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.