FIWCX vs. QFVOX
FIWCX (Fidelity SAI International Value Index Fund) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FIWCX returned 15.06%/yr vs 11.46%/yr for QFVOX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. FIWCX charges 0.17%/yr vs 1.40%/yr for QFVOX.
Performance
FIWCX vs. QFVOX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FIWCX having a 20.02% return and QFVOX slightly lower at 19.24%.
FIWCX
- 1D
- 2.03%
- 1M
- 4.93%
- 6M
- 13.18%
- YTD
- 20.02%
- 1Y
- 39.68%
- 3Y*
- 22.61%
- 5Y*
- 15.06%
- 10Y*
- —
- ALL TIME*
- 9.54%
QFVOX
- 1D
- 1.07%
- 1M
- 2.04%
- 6M
- 10.51%
- YTD
- 19.24%
- 1Y
- 37.45%
- 3Y*
- 18.11%
- 5Y*
- 11.46%
- 10Y*
- 10.30%
- ALL TIME*
- 7.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIWCX vs. QFVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 20.02% | 43.38% | 4.94% | 18.99% | -5.96% | 13.88% | -3.94% | 17.30% | -16.13% | 0.77% |
QFVOX Pear Tree Polaris Foreign Value Fund | 19.24% | 33.85% | -0.70% | 19.88% | -17.14% | 19.44% | 2.65% | 17.93% | -13.28% | 0.82% |
Correlation
The correlation between FIWCX and QFVOX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.75 |
The correlation between FIWCX and QFVOX shifts across timeframes, from 0.55 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FIWCX vs. QFVOX — Risk / Return Rank
FIWCX
QFVOX
FIWCX vs. QFVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) and Pear Tree Polaris Foreign Value Fund (QFVOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIWCX | QFVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 3.23 | +0.27 |
| Martin ratioReturn relative to average drawdown | 13.72 | 11.47 | +2.25 |
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Drawdowns
FIWCX vs. QFVOX - Drawdown Comparison
The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for FIWCX and QFVOX.
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Drawdown Indicators
| FIWCX | QFVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.73% | -70.51% | +27.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -11.02% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -14.92% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.49% | -32.90% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.52% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -15.22% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.11% | -0.27% |
Volatility
FIWCX vs. QFVOX - Volatility Comparison
Fidelity SAI International Value Index Fund (FIWCX) and Pear Tree Polaris Foreign Value Fund (QFVOX) have volatilities of 4.35% and 4.22%, 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 | QFVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.22% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 13.83% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 15.43% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 15.58% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.37% | +1.81% |
FIWCX vs. QFVOX - Expense Ratio Comparison
FIWCX has a 0.17% expense ratio, which is lower than QFVOX's 1.40% expense ratio.
Dividends
FIWCX vs. QFVOX - Dividend Comparison
FIWCX's dividend yield for the trailing twelve months is around 5.81%, more than QFVOX's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIWCX Fidelity SAI International Value Index Fund | 5.81% | 6.97% | 4.26% | 5.88% | 4.66% | 8.74% | 1.58% | 3.40% | 2.18% | 0.07% | 0.00% | 0.00% |
QFVOX Pear Tree Polaris Foreign Value Fund | 4.74% | 5.66% | 1.95% | 1.88% | 1.43% | 10.11% | 1.58% | 1.14% | 0.98% | 0.60% | 1.02% | 1.58% |
Frequently Asked Questions
FIWCX and QFVOX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIWCX has higher volatility (4.35%) compared to QFVOX (4.22%). In terms of maximum drawdown, FIWCX dropped -42.73% vs QFVOX's -70.51%.
FIWCX currently has the higher Sharpe Ratio (2.60 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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