FSISX vs. VYMI
FSISX (Fidelity SAI International Small Cap Index Fund) and VYMI (Vanguard International High Dividend Yield ETF) are both funds - FSISX is a Foreign Small & Mid Cap Equities fund managed by Fidelity, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, FSISX returned 5.71%/yr vs 14.02%/yr for VYMI. Their correlation of 0.85 means they have usually moved in the same direction. FSISX charges 0.10%/yr vs 0.07%/yr for VYMI.
Performance
FSISX vs. VYMI - Performance Comparison
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Returns By Period
In the year-to-date period, FSISX achieves a 10.59% return, which is significantly lower than VYMI's 17.41% return.
FSISX
- 1D
- 2.13%
- 1M
- 1.59%
- 6M
- 5.03%
- YTD
- 10.59%
- 1Y
- 20.79%
- 3Y*
- 15.34%
- 5Y*
- 5.71%
- 10Y*
- —
- ALL TIME*
- 5.61%
VYMI
- 1D
- -0.51%
- 1M
- 4.32%
- 6M
- 11.07%
- YTD
- 17.41%
- 1Y
- 34.68%
- 3Y*
- 21.98%
- 5Y*
- 14.02%
- 10Y*
- 11.09%
- ALL TIME*
- 11.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $78.22M | $82.35M | $92.64M |
FSISX vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSISX Fidelity SAI International Small Cap Index Fund | 10.59% | 32.61% | 1.74% | 13.23% | -21.18% | -0.40% |
VYMI Vanguard International High Dividend Yield ETF | 17.41% | 38.05% | 7.06% | 17.07% | -7.02% | 0.31% |
Correlation
The correlation between FSISX and VYMI is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 27, 2021 | 0.85 |
The correlation between FSISX and VYMI has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
FSISX vs. VYMI — Risk / Return Rank
FSISX
VYMI
FSISX vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Small Cap Index Fund (FSISX) and Vanguard International High Dividend Yield ETF (VYMI). 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.
| FSISX | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.48 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.43 | -1.63 |
| Martin ratioReturn relative to average drawdown | 6.31 | 13.55 | -7.23 |
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Drawdowns
FSISX vs. VYMI - Drawdown Comparison
The maximum FSISX drawdown since its inception was -36.84%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FSISX and VYMI.
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Drawdown Indicators
| FSISX | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.84% | -40.00% | +3.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -10.14% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -14.32% | -12.84% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -36.84% | -24.05% | -12.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -1.03% | -0.51% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -6.23% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.56% | +0.77% |
Volatility
FSISX vs. VYMI - Volatility Comparison
Fidelity SAI International Small Cap Index Fund (FSISX) has a higher volatility of 4.39% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.62%. This indicates that FSISX's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSISX | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.62% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 11.39% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 13.24% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 14.85% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 16.55% | -0.69% |
FSISX vs. VYMI - Expense Ratio Comparison
FSISX has a 0.10% expense ratio, which is higher than VYMI's 0.07% 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%.
Dividends
FSISX vs. VYMI - Dividend Comparison
FSISX's dividend yield for the trailing twelve months is around 3.34%, less than VYMI's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FSISX Fidelity SAI International Small Cap Index Fund | 3.34% | 3.70% | 3.33% | 3.13% | 3.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
FSISX and VYMI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSISX has higher volatility (4.39%) compared to VYMI (3.62%). In terms of maximum drawdown, FSISX dropped -36.84% vs VYMI's -40.00%.
VYMI currently has the higher Sharpe Ratio (2.63 vs 1.49), 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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