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FITMX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITMX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Momentum Index Fund (FITMX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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FITMX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FITMX
Fidelity SAI International Momentum Index Fund
-2.92%36.56%8.97%21.03%-21.45%12.88%31.10%
TIVFX
American Beacon Tocqueville International Value Fund
10.36%36.15%3.73%15.43%-20.57%7.53%38.59%

Returns By Period

In the year-to-date period, FITMX achieves a -2.92% return, which is significantly lower than TIVFX's 10.36% return.


FITMX

1D
-0.17%
1M
-12.64%
YTD
-2.92%
6M
0.85%
1Y
23.18%
3Y*
17.18%
5Y*
9.23%
10Y*

TIVFX

1D
-0.23%
1M
-11.69%
YTD
10.36%
6M
14.86%
1Y
58.24%
3Y*
18.41%
5Y*
8.01%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FITMX vs. TIVFX - Expense Ratio Comparison

FITMX has a 0.18% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

FITMX vs. TIVFX — Risk / Return Rank

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

FITMX
FITMX Risk / Return Rank: 6767
Overall Rank
FITMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FITMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FITMX Omega Ratio Rank: 6464
Omega Ratio Rank
FITMX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FITMX Martin Ratio Rank: 6969
Martin Ratio Rank

TIVFX
TIVFX Risk / Return Rank: 9696
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9595
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

FITMX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Momentum Index Fund (FITMX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


FITMXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.87

-1.69

Sortino ratio

Return per unit of downside risk

1.65

3.32

-1.67

Omega ratio

Gain probability vs. loss probability

1.24

1.51

-0.27

Calmar ratio

Return relative to maximum drawdown

1.57

4.00

-2.43

Martin ratio

Return relative to average drawdown

6.54

16.63

-10.09

FITMX vs. TIVFX - Sharpe Ratio Comparison

The current FITMX Sharpe Ratio is 1.19, which is lower than the TIVFX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of FITMX and TIVFX, 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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Sharpe Ratios by Period


FITMXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.87

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.44

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.37

+0.39

Correlation

The correlation between FITMX and TIVFX is 0.83, 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.


Dividends

FITMX vs. TIVFX - Dividend Comparison

FITMX's dividend yield for the trailing twelve months is around 2.70%, less than TIVFX's 7.99% yield.


TTM20252024202320222021202020192018201720162015
FITMX
Fidelity SAI International Momentum Index Fund
2.70%2.62%3.50%3.39%2.42%2.52%0.00%0.00%0.00%0.00%0.00%0.00%
TIVFX
American Beacon Tocqueville International Value Fund
7.99%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

FITMX vs. TIVFX - Drawdown Comparison

The maximum FITMX drawdown since its inception was -34.28%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for FITMX and TIVFX.


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Drawdown Indicators


FITMXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.28%

-54.21%

+19.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.21%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.28%

-36.31%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.51%

Current Drawdown

Current decline from peak

-13.12%

-11.69%

-1.43%

Average Drawdown

Average peak-to-trough decline

-7.35%

-13.45%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.22%

-0.07%

Volatility

FITMX vs. TIVFX - Volatility Comparison

Fidelity SAI International Momentum Index Fund (FITMX) has a higher volatility of 8.79% compared to American Beacon Tocqueville International Value Fund (TIVFX) at 7.61%. This indicates that FITMX's price experiences larger fluctuations and is considered to be riskier than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FITMXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

7.61%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

14.01%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

19.67%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

18.20%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

17.39%

-0.25%