FISMX vs. PRWCX
Compare and contrast key facts about Fidelity International Small Cap Fund (FISMX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
FISMX is managed by Fidelity. It was launched on Sep 18, 2002. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISMX or PRWCX.
Performance
FISMX vs. PRWCX - Performance Comparison
Returns By Period
In the year-to-date period, FISMX achieves a 0.32% return, which is significantly lower than PRWCX's 12.68% return. Over the past 10 years, FISMX has underperformed PRWCX with an annualized return of 7.52%, while PRWCX has yielded a comparatively higher 10.60% annualized return.
FISMX
0.32%
-5.16%
-4.26%
9.93%
5.53%
7.52%
PRWCX
12.68%
-0.49%
6.05%
18.89%
11.15%
10.60%
Key characteristics
| FISMX | PRWCX | |
|---|---|---|
| Sharpe Ratio | 0.84 | 2.55 |
| Sortino Ratio | 1.23 | 3.52 |
| Omega Ratio | 1.15 | 1.48 |
| Calmar Ratio | 0.78 | 5.77 |
| Martin Ratio | 3.61 | 20.53 |
| Ulcer Index | 2.55% | 0.94% |
| Daily Std Dev | 11.01% | 7.55% |
| Max Drawdown | -58.76% | -41.77% |
| Current Drawdown | -8.57% | -1.87% |
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FISMX vs. PRWCX - Expense Ratio Comparison
FISMX has a 1.01% expense ratio, which is higher than PRWCX's 0.68% expense ratio.
Correlation
The correlation between FISMX and PRWCX is 0.64, 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.
Risk-Adjusted Performance
FISMX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Fund (FISMX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.
Dividends
FISMX vs. PRWCX - Dividend Comparison
FISMX's dividend yield for the trailing twelve months is around 1.86%, which matches PRWCX's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISMX Fidelity International Small Cap Fund | 1.86% | 1.87% | 0.70% | 2.57% | 0.83% | 1.83% | 1.91% | 0.98% | 1.46% | 5.45% | 18.12% | 2.92% |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.87% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
Drawdowns
FISMX vs. PRWCX - Drawdown Comparison
The maximum FISMX drawdown since its inception was -58.76%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for FISMX and PRWCX. For additional features, visit the drawdowns tool.
Volatility
FISMX vs. PRWCX - Volatility Comparison
Fidelity International Small Cap Fund (FISMX) has a higher volatility of 2.95% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.63%. This indicates that FISMX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.