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FISMX vs. FDLSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FISMX and FDLSX is 0.56, 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.


-0.50.00.51.00.6

Performance

FISMX vs. FDLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Small Cap Fund (FISMX) and Fidelity Select Leisure Portfolio (FDLSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.83%
13.05%
FISMX
FDLSX

Key characteristics

Sharpe Ratio

FISMX:

-0.10

FDLSX:

1.40

Sortino Ratio

FISMX:

-0.06

FDLSX:

1.94

Omega Ratio

FISMX:

0.99

FDLSX:

1.25

Calmar Ratio

FISMX:

-0.10

FDLSX:

2.14

Martin Ratio

FISMX:

-0.32

FDLSX:

7.74

Ulcer Index

FISMX:

3.54%

FDLSX:

2.63%

Daily Std Dev

FISMX:

11.30%

FDLSX:

14.54%

Max Drawdown

FISMX:

-58.76%

FDLSX:

-51.18%

Current Drawdown

FISMX:

-11.74%

FDLSX:

-6.17%

Returns By Period

In the year-to-date period, FISMX achieves a -3.16% return, which is significantly lower than FDLSX's 19.85% return. Over the past 10 years, FISMX has underperformed FDLSX with an annualized return of 6.74%, while FDLSX has yielded a comparatively higher 12.63% annualized return.


FISMX

YTD

-3.16%

1M

-3.62%

6M

-5.83%

1Y

-0.51%

5Y*

4.03%

10Y*

6.74%

FDLSX

YTD

19.85%

1M

-1.72%

6M

13.05%

1Y

22.34%

5Y*

13.86%

10Y*

12.63%

Compare stocks, funds, or ETFs

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


FISMX vs. FDLSX - Expense Ratio Comparison

FISMX has a 1.01% expense ratio, which is higher than FDLSX's 0.74% expense ratio.


FISMX
Fidelity International Small Cap Fund
Expense ratio chart for FISMX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%

Risk-Adjusted Performance

FISMX vs. FDLSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Fund (FISMX) and Fidelity Select Leisure Portfolio (FDLSX). 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
The chart of Sharpe ratio for FISMX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00-0.101.40
The chart of Sortino ratio for FISMX, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.00-0.061.94
The chart of Omega ratio for FISMX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.991.25
The chart of Calmar ratio for FISMX, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.102.14
The chart of Martin ratio for FISMX, currently valued at -0.32, compared to the broader market0.0020.0040.0060.00-0.327.74
FISMX
FDLSX

The current FISMX Sharpe Ratio is -0.10, which is lower than the FDLSX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FISMX and FDLSX, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.10
1.40
FISMX
FDLSX

Dividends

FISMX vs. FDLSX - Dividend Comparison

FISMX's dividend yield for the trailing twelve months is around 0.04%, less than FDLSX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
FISMX
Fidelity International Small Cap Fund
0.04%1.87%0.70%2.57%0.83%1.83%1.91%0.98%1.46%5.45%18.12%2.92%
FDLSX
Fidelity Select Leisure Portfolio
0.37%0.39%0.37%0.11%0.45%0.71%1.22%0.83%1.01%2.88%4.21%8.06%

Drawdowns

FISMX vs. FDLSX - Drawdown Comparison

The maximum FISMX drawdown since its inception was -58.76%, which is greater than FDLSX's maximum drawdown of -51.18%. Use the drawdown chart below to compare losses from any high point for FISMX and FDLSX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.74%
-6.17%
FISMX
FDLSX

Volatility

FISMX vs. FDLSX - Volatility Comparison

The current volatility for Fidelity International Small Cap Fund (FISMX) is 4.21%, while Fidelity Select Leisure Portfolio (FDLSX) has a volatility of 4.57%. This indicates that FISMX experiences smaller price fluctuations and is considered to be less risky than FDLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.21%
4.57%
FISMX
FDLSX
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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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