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FIWCX vs. QFVOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIWCX vs. QFVOX - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

FIWCX
FIWCX Risk / Return Rank: 9292
Overall Rank
FIWCX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIWCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FIWCX Omega Ratio Rank: 8888
Omega Ratio Rank
FIWCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIWCX Martin Ratio Rank: 9393
Martin Ratio Rank

QFVOX
QFVOX Risk / Return Rank: 8888
Overall Rank
QFVOX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
QFVOX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QFVOX Omega Ratio Rank: 8686
Omega Ratio Rank
QFVOX Calmar Ratio Rank: 8888
Calmar Ratio Rank
QFVOX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


FIWCXQFVOXDifference
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

FIWCX vs. QFVOX - Sharpe Ratio Comparison

The current FIWCX Sharpe Ratio is 2.60, which is comparable to the QFVOX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of FIWCX and QFVOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FIWCXQFVOXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-8.93%

-15.22%

+6.29%

Ulcer Index

Depth 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


FIWCXQFVOXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for FIWCX and QFVOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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