FIWCX vs. FIVA
Compare and contrast key facts about Fidelity SAI International Value Index Fund (FIWCX) and Fidelity International Value Factor ETF (FIVA).
FIWCX is managed by Fidelity. It was launched on Dec 19, 2017. FIVA is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International Value Factor Index. It was launched on Jan 16, 2018.
Performance
FIWCX vs. FIVA - Performance Comparison
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FIWCX vs. FIVA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 5.56% | 43.38% | 4.94% | 18.99% | -5.96% | 13.88% | -3.94% | 17.30% | -20.33% |
FIVA Fidelity International Value Factor ETF | 4.22% | 45.83% | 2.53% | 20.38% | -10.37% | 15.90% | -1.78% | 19.78% | -19.20% |
Returns By Period
In the year-to-date period, FIWCX achieves a 5.56% return, which is significantly higher than FIVA's 4.22% return.
FIWCX
- 1D
- 2.70%
- 1M
- -5.00%
- YTD
- 5.56%
- 6M
- 13.36%
- 1Y
- 35.11%
- 3Y*
- 20.49%
- 5Y*
- 12.78%
- 10Y*
- —
FIVA
- 1D
- 1.58%
- 1M
- -4.66%
- YTD
- 4.22%
- 6M
- 13.27%
- 1Y
- 36.80%
- 3Y*
- 20.03%
- 5Y*
- 12.30%
- 10Y*
- —
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FIWCX vs. FIVA - Expense Ratio Comparison
FIWCX has a 0.17% expense ratio, which is lower than FIVA's 0.39% expense ratio.
Return for Risk
FIWCX vs. FIVA — Risk / Return Rank
FIWCX
FIVA
FIWCX vs. FIVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) and Fidelity International Value Factor ETF (FIVA). 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.
| FIWCX | FIVA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 2.13 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.82 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.14 | -0.47 |
Martin ratioReturn relative to average drawdown | 10.70 | 12.22 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIWCX | FIVA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.13 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.77 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.44 | +0.02 |
Correlation
The correlation between FIWCX and FIVA is 0.92, 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. FIVA - Dividend Comparison
FIWCX's dividend yield for the trailing twelve months is around 6.61%, more than FIVA's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 6.61% | 6.97% | 4.26% | 5.88% | 4.66% | 8.74% | 1.58% | 3.40% | 2.18% | 0.07% |
FIVA Fidelity International Value Factor ETF | 2.73% | 2.68% | 3.52% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% | 0.00% |
Drawdowns
FIWCX vs. FIVA - Drawdown Comparison
The maximum FIWCX drawdown since its inception was -42.73%, which is greater than FIVA's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for FIWCX and FIVA.
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Drawdown Indicators
| FIWCX | FIVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.73% | -39.76% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -11.71% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.49% | -28.70% | +0.21% |
Current DrawdownCurrent decline from peak | -6.93% | -6.56% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -7.89% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.01% | +0.01% |
Volatility
FIWCX vs. FIVA - Volatility Comparison
Fidelity SAI International Value Index Fund (FIWCX) and Fidelity International Value Factor ETF (FIVA) have volatilities of 7.35% and 7.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIWCX | FIVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 7.08% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 11.18% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 17.36% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 16.10% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.88% | +0.37% |