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FQITX vs. FINVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FQITX vs. FINVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Quality Index Fund (FQITX) and Fidelity Series International Value Fund (FINVX). The values are adjusted to include any dividend payments, if applicable.

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FQITX vs. FINVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FQITX
Fidelity SAI International Quality Index Fund
-3.63%17.04%1.04%18.44%-17.12%14.00%29.60%
FINVX
Fidelity Series International Value Fund
1.28%45.75%6.20%20.35%-7.21%16.39%39.35%

Returns By Period

In the year-to-date period, FQITX achieves a -3.63% return, which is significantly lower than FINVX's 1.28% return.


FQITX

1D
3.04%
1M
-7.57%
YTD
-3.63%
6M
-1.44%
1Y
8.80%
3Y*
7.48%
5Y*
4.82%
10Y*

FINVX

1D
2.66%
1M
-5.05%
YTD
1.28%
6M
7.30%
1Y
29.10%
3Y*
21.23%
5Y*
13.43%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FQITX vs. FINVX - Expense Ratio Comparison

FQITX has a 0.19% expense ratio, which is higher than FINVX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FQITX vs. FINVX — Risk / Return Rank

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

FQITX
FQITX Risk / Return Rank: 1717
Overall Rank
FQITX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FQITX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FQITX Omega Ratio Rank: 1515
Omega Ratio Rank
FQITX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FQITX Martin Ratio Rank: 1818
Martin Ratio Rank

FINVX
FINVX Risk / Return Rank: 8585
Overall Rank
FINVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FINVX Omega Ratio Rank: 8282
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8888
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.

FQITX vs. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) and Fidelity Series International Value Fund (FINVX). 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.


FQITXFINVXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.68

-1.16

Sortino ratio

Return per unit of downside risk

0.85

2.23

-1.39

Omega ratio

Gain probability vs. loss probability

1.11

1.34

-0.23

Calmar ratio

Return relative to maximum drawdown

0.61

2.41

-1.80

Martin ratio

Return relative to average drawdown

2.28

9.65

-7.37

FQITX vs. FINVX - Sharpe Ratio Comparison

The current FQITX Sharpe Ratio is 0.52, which is lower than the FINVX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FQITX and FINVX, 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


FQITXFINVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.68

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.81

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.35

+0.19

Correlation

The correlation between FQITX and FINVX is 0.86, 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

FQITX vs. FINVX - Dividend Comparison

FQITX's dividend yield for the trailing twelve months is around 2.12%, less than FINVX's 11.06% yield.


TTM20252024202320222021202020192018201720162015
FQITX
Fidelity SAI International Quality Index Fund
2.12%2.04%1.60%2.54%3.13%11.07%0.00%0.00%0.00%0.00%0.00%0.00%
FINVX
Fidelity Series International Value Fund
11.06%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%

Drawdowns

FQITX vs. FINVX - Drawdown Comparison

The maximum FQITX drawdown since its inception was -31.39%, smaller than the maximum FINVX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for FQITX and FINVX.


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Drawdown Indicators


FQITXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-31.39%

-42.48%

+11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-11.66%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.39%

-27.13%

-4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

Current Drawdown

Current decline from peak

-9.97%

-6.84%

-3.13%

Average Drawdown

Average peak-to-trough decline

-6.94%

-9.11%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.91%

+0.54%

Volatility

FQITX vs. FINVX - Volatility Comparison

Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 8.06% compared to Fidelity Series International Value Fund (FINVX) at 7.58%. This indicates that FQITX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FQITXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

7.58%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

10.99%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

17.67%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

16.62%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

18.01%

-1.67%