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

Correlation

The correlation between FISVX and FISMX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FISVX vs. FISMX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FISVX:

-0.03

FISMX:

0.65

Sortino Ratio

FISVX:

0.12

FISMX:

0.90

Omega Ratio

FISVX:

1.01

FISMX:

1.13

Calmar Ratio

FISVX:

-0.03

FISMX:

0.66

Martin Ratio

FISVX:

-0.09

FISMX:

1.65

Ulcer Index

FISVX:

9.56%

FISMX:

5.05%

Daily Std Dev

FISVX:

23.75%

FISMX:

13.74%

Max Drawdown

FISVX:

-44.66%

FISMX:

-58.76%

Current Drawdown

FISVX:

-14.04%

FISMX:

0.00%

Returns By Period

In the year-to-date period, FISVX achieves a -5.70% return, which is significantly lower than FISMX's 13.96% return.


FISVX

YTD

-5.70%

1M

10.08%

6M

-9.78%

1Y

-0.61%

3Y*

4.33%

5Y*

11.42%

10Y*

N/A

FISMX

YTD

13.96%

1M

7.86%

6M

13.40%

1Y

8.81%

3Y*

9.16%

5Y*

11.31%

10Y*

5.70%

*Annualized

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FISVX vs. FISMX - Expense Ratio Comparison

FISVX has a 0.05% expense ratio, which is lower than FISMX's 1.01% expense ratio.


Risk-Adjusted Performance

FISVX vs. FISMX — Risk-Adjusted Performance Rank

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

FISVX
The Risk-Adjusted Performance Rank of FISVX is 1616
Overall Rank
The Sharpe Ratio Rank of FISVX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 1515
Martin Ratio Rank

FISMX
The Risk-Adjusted Performance Rank of FISMX is 5757
Overall Rank
The Sharpe Ratio Rank of FISMX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FISMX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FISMX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FISMX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FISMX is 4949
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.

FISVX vs. FISMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Value Index Fund (FISVX) and Fidelity International Small Cap Fund (FISMX). 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 current FISVX Sharpe Ratio is -0.03, which is lower than the FISMX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FISVX and FISMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FISVX vs. FISMX - Dividend Comparison

FISVX's dividend yield for the trailing twelve months is around 1.80%, less than FISMX's 2.31% yield.


TTM20242023202220212020201920182017201620152014
FISVX
Fidelity Small Cap Value Index Fund
1.80%1.70%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%
FISMX
Fidelity International Small Cap Fund
2.31%2.64%1.87%0.70%7.28%0.83%2.32%6.14%3.44%2.70%5.45%18.12%

Drawdowns

FISVX vs. FISMX - Drawdown Comparison

The maximum FISVX drawdown since its inception was -44.66%, smaller than the maximum FISMX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for FISVX and FISMX. For additional features, visit the drawdowns tool.


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Volatility

FISVX vs. FISMX - Volatility Comparison

Fidelity Small Cap Value Index Fund (FISVX) has a higher volatility of 5.74% compared to Fidelity International Small Cap Fund (FISMX) at 2.03%. This indicates that FISVX's price experiences larger fluctuations and is considered to be riskier than FISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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