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FIWCX vs. APHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWCX vs. APHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Value Index Fund (FIWCX) and Artisan International Fund Institutional Class (APHIX). The values are adjusted to include any dividend payments, if applicable.

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FIWCX vs. APHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWCX
Fidelity SAI International Value Index Fund
7.07%43.38%4.94%18.99%-5.96%13.88%-3.94%17.30%-16.13%0.77%
APHIX
Artisan International Fund Institutional Class
4.92%36.49%10.89%14.52%-19.35%9.10%7.84%29.43%-10.81%0.72%

Returns By Period

In the year-to-date period, FIWCX achieves a 7.07% return, which is significantly higher than APHIX's 4.92% return.


FIWCX

1D
1.43%
1M
-0.52%
YTD
7.07%
6M
15.17%
1Y
37.04%
3Y*
21.06%
5Y*
13.10%
10Y*

APHIX

1D
1.09%
1M
-6.52%
YTD
4.92%
6M
6.74%
1Y
30.20%
3Y*
18.86%
5Y*
9.44%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWCX vs. APHIX - Expense Ratio Comparison

FIWCX has a 0.17% expense ratio, which is lower than APHIX's 0.96% expense ratio.


Return for Risk

FIWCX vs. APHIX — Risk / Return Rank

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

FIWCX
FIWCX Risk / Return Rank: 9292
Overall Rank
FIWCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIWCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FIWCX Omega Ratio Rank: 9191
Omega Ratio Rank
FIWCX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIWCX Martin Ratio Rank: 9292
Martin Ratio Rank

APHIX
APHIX Risk / Return Rank: 9090
Overall Rank
APHIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
APHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
APHIX Omega Ratio Rank: 8787
Omega Ratio Rank
APHIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
APHIX Martin Ratio Rank: 9090
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.

FIWCX vs. APHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) and Artisan International Fund Institutional Class (APHIX). 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.


FIWCXAPHIXDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.05

+0.20

Sortino ratio

Return per unit of downside risk

2.88

2.60

+0.28

Omega ratio

Gain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratio

Return relative to maximum drawdown

3.19

2.82

+0.37

Martin ratio

Return relative to average drawdown

12.04

11.04

+1.00

FIWCX vs. APHIX - Sharpe Ratio Comparison

The current FIWCX Sharpe Ratio is 2.25, which is comparable to the APHIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FIWCX and APHIX, 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


FIWCXAPHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.05

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.61

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.29

+0.17

Correlation

The correlation between FIWCX and APHIX is 0.80, 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

FIWCX vs. APHIX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 6.51%, less than APHIX's 21.57% yield.


TTM20252024202320222021202020192018201720162015
FIWCX
Fidelity SAI International Value Index Fund
6.51%6.97%4.26%5.88%4.66%8.74%1.58%3.40%2.18%0.07%0.00%0.00%
APHIX
Artisan International Fund Institutional Class
21.57%22.63%10.37%2.10%2.84%23.52%3.45%5.44%10.02%0.91%1.50%0.73%

Drawdowns

FIWCX vs. APHIX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum APHIX drawdown of -68.47%. Use the drawdown chart below to compare losses from any high point for FIWCX and APHIX.


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Drawdown Indicators


FIWCXAPHIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.73%

-68.47%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-9.77%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-33.73%

+5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

Current Drawdown

Current decline from peak

-5.60%

-8.79%

+3.19%

Average Drawdown

Average peak-to-trough decline

-9.23%

-23.20%

+13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.57%

+0.38%

Volatility

FIWCX vs. APHIX - Volatility Comparison

Fidelity SAI International Value Index Fund (FIWCX) has a higher volatility of 6.83% compared to Artisan International Fund Institutional Class (APHIX) at 6.11%. This indicates that FIWCX's price experiences larger fluctuations and is considered to be riskier than APHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWCXAPHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

6.11%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.18%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

15.33%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

15.62%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

16.17%

+2.08%