FISMX vs. SPY
Compare and contrast key facts about Fidelity International Small Cap Fund (FISMX) and SPDR S&P 500 ETF (SPY).
FISMX is managed by Fidelity. It was launched on Sep 18, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISMX or SPY.
Performance
FISMX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, FISMX achieves a 0.32% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, FISMX has underperformed SPY with an annualized return of 7.52%, while SPY has yielded a comparatively higher 13.04% annualized return.
FISMX
0.32%
-5.16%
-4.26%
9.93%
5.53%
7.52%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| FISMX | SPY | |
|---|---|---|
| Sharpe Ratio | 0.84 | 2.64 |
| Sortino Ratio | 1.23 | 3.53 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 0.78 | 3.81 |
| Martin Ratio | 3.61 | 17.21 |
| Ulcer Index | 2.55% | 1.86% |
| Daily Std Dev | 11.01% | 12.15% |
| Max Drawdown | -58.76% | -55.19% |
| Current Drawdown | -8.57% | -2.17% |
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FISMX vs. SPY - Expense Ratio Comparison
FISMX has a 1.01% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between FISMX and SPY is 0.63, 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Fund (FISMX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
FISMX's dividend yield for the trailing twelve months is around 1.86%, more than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
FISMX vs. SPY - Drawdown Comparison
The maximum FISMX drawdown since its inception was -58.76%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FISMX and SPY. For additional features, visit the drawdowns tool.
Volatility
FISMX vs. SPY - Volatility Comparison
The current volatility for Fidelity International Small Cap Fund (FISMX) is 2.95%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that FISMX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.