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FIWCX vs. DFVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIWCX and DFVIX is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FIWCX vs. DFVIX - Performance Comparison

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

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
39.97%
49.86%
FIWCX
DFVIX

Key characteristics

Sharpe Ratio

FIWCX:

0.84

DFVIX:

0.79

Sortino Ratio

FIWCX:

1.22

DFVIX:

1.14

Omega Ratio

FIWCX:

1.16

DFVIX:

1.16

Calmar Ratio

FIWCX:

0.95

DFVIX:

0.92

Martin Ratio

FIWCX:

3.06

DFVIX:

3.52

Ulcer Index

FIWCX:

4.62%

DFVIX:

3.78%

Daily Std Dev

FIWCX:

16.81%

DFVIX:

16.80%

Max Drawdown

FIWCX:

-42.76%

DFVIX:

-67.28%

Current Drawdown

FIWCX:

-2.09%

DFVIX:

-1.92%

Returns By Period

In the year-to-date period, FIWCX achieves a 14.47% return, which is significantly higher than DFVIX's 12.55% return.


FIWCX

YTD

14.47%

1M

1.03%

6M

11.52%

1Y

13.79%

5Y*

13.85%

10Y*

N/A

DFVIX

YTD

12.55%

1M

0.30%

6M

9.54%

1Y

13.25%

5Y*

17.39%

10Y*

5.50%

*Annualized

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FIWCX vs. DFVIX - Expense Ratio Comparison

FIWCX has a 0.17% expense ratio, which is lower than DFVIX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for DFVIX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFVIX: 0.24%
Expense ratio chart for FIWCX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIWCX: 0.17%

Risk-Adjusted Performance

FIWCX vs. DFVIX — Risk-Adjusted Performance Rank

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

FIWCX
The Risk-Adjusted Performance Rank of FIWCX is 7575
Overall Rank
The Sharpe Ratio Rank of FIWCX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FIWCX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FIWCX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FIWCX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FIWCX is 7373
Martin Ratio Rank

DFVIX
The Risk-Adjusted Performance Rank of DFVIX is 7575
Overall Rank
The Sharpe Ratio Rank of DFVIX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFVIX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFVIX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DFVIX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFVIX is 7777
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.

FIWCX vs. DFVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) and DFA International Value III Portfolio (DFVIX). 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 chart of Sharpe ratio for FIWCX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.00
FIWCX: 0.84
DFVIX: 0.79
The chart of Sortino ratio for FIWCX, currently valued at 1.22, compared to the broader market-2.000.002.004.006.008.00
FIWCX: 1.22
DFVIX: 1.14
The chart of Omega ratio for FIWCX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
FIWCX: 1.16
DFVIX: 1.16
The chart of Calmar ratio for FIWCX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.00
FIWCX: 0.95
DFVIX: 0.92
The chart of Martin ratio for FIWCX, currently valued at 3.06, compared to the broader market0.0010.0020.0030.0040.00
FIWCX: 3.06
DFVIX: 3.52

The current FIWCX Sharpe Ratio is 0.84, which is comparable to the DFVIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FIWCX and DFVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.84
0.79
FIWCX
DFVIX

Dividends

FIWCX vs. DFVIX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 3.72%, less than DFVIX's 3.77% yield.


TTM20242023202220212020201920182017201620152014
FIWCX
Fidelity SAI International Value Index Fund
3.72%4.26%5.88%4.66%4.95%1.58%3.40%2.13%0.07%0.00%0.00%0.00%
DFVIX
DFA International Value III Portfolio
3.77%4.15%4.44%3.82%4.21%2.24%3.53%3.62%3.02%3.43%3.55%5.12%

Drawdowns

FIWCX vs. DFVIX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.76%, smaller than the maximum DFVIX drawdown of -67.28%. Use the drawdown chart below to compare losses from any high point for FIWCX and DFVIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.09%
-1.92%
FIWCX
DFVIX

Volatility

FIWCX vs. DFVIX - Volatility Comparison

The current volatility for Fidelity SAI International Value Index Fund (FIWCX) is 10.31%, while DFA International Value III Portfolio (DFVIX) has a volatility of 10.96%. This indicates that FIWCX experiences smaller price fluctuations and is considered to be less risky than DFVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.31%
10.96%
FIWCX
DFVIX