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FIWCX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWCX vs. MINIX - Performance Comparison

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

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FIWCX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWCX
Fidelity SAI International Value Index Fund
2.78%43.38%4.94%18.99%-5.96%13.88%-3.94%17.30%-16.13%0.77%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%0.51%

Returns By Period

In the year-to-date period, FIWCX achieves a 2.78% return, which is significantly higher than MINIX's -3.26% return.


FIWCX

1D
0.62%
1M
-9.38%
YTD
2.78%
6M
11.00%
1Y
31.80%
3Y*
19.42%
5Y*
12.31%
10Y*

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIWCX vs. MINIX - Expense Ratio Comparison

FIWCX has a 0.17% expense ratio, which is lower than MINIX's 0.72% expense ratio.


Return for Risk

FIWCX vs. MINIX — Risk / Return Rank

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

FIWCX
FIWCX Risk / Return Rank: 8787
Overall Rank
FIWCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIWCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIWCX Omega Ratio Rank: 8686
Omega Ratio Rank
FIWCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FIWCX Martin Ratio Rank: 8787
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
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. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


FIWCXMINIXDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.12

+0.72

Sortino ratio

Return per unit of downside risk

2.40

1.52

+0.88

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.13

Calmar ratio

Return relative to maximum drawdown

2.23

1.33

+0.90

Martin ratio

Return relative to average drawdown

9.34

5.28

+4.07

FIWCX vs. MINIX - Sharpe Ratio Comparison

The current FIWCX Sharpe Ratio is 1.85, which is higher than the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FIWCX and MINIX, 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


FIWCXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.12

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.44

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.11

Correlation

The correlation between FIWCX and MINIX is 0.81, 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. MINIX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 6.79%, less than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
FIWCX
Fidelity SAI International Value Index Fund
6.79%6.97%4.26%5.88%4.66%8.74%1.58%3.40%2.18%0.07%0.00%0.00%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

FIWCX vs. MINIX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for FIWCX and MINIX.


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Drawdown Indicators


FIWCXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.73%

-51.72%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-12.42%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-36.78%

+8.29%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-9.38%

-11.89%

+2.51%

Average Drawdown

Average peak-to-trough decline

-9.23%

-8.64%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.13%

-0.04%

Volatility

FIWCX vs. MINIX - Volatility Comparison

Fidelity SAI International Value Index Fund (FIWCX) has a higher volatility of 6.88% compared to MFS International Intrinsic Value Fund Class I (MINIX) at 5.98%. This indicates that FIWCX's price experiences larger fluctuations and is considered to be riskier than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIWCXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.98%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

10.11%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

15.74%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.45%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

15.52%

+2.71%