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FTIEX vs. WCMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTIEX and WCMIX is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FTIEX vs. WCMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Equity Fund (FTIEX) and WCM Focused International Growth Fund (WCMIX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
114.13%
144.93%
FTIEX
WCMIX

Key characteristics

Sharpe Ratio

FTIEX:

0.59

WCMIX:

-0.13

Sortino Ratio

FTIEX:

0.93

WCMIX:

-0.01

Omega Ratio

FTIEX:

1.13

WCMIX:

1.00

Calmar Ratio

FTIEX:

0.72

WCMIX:

-0.10

Martin Ratio

FTIEX:

2.50

WCMIX:

-0.34

Ulcer Index

FTIEX:

4.09%

WCMIX:

8.81%

Daily Std Dev

FTIEX:

17.33%

WCMIX:

23.61%

Max Drawdown

FTIEX:

-61.67%

WCMIX:

-42.39%

Current Drawdown

FTIEX:

-2.61%

WCMIX:

-19.97%

Returns By Period

In the year-to-date period, FTIEX achieves a 8.00% return, which is significantly lower than WCMIX's 9.24% return. Over the past 10 years, FTIEX has underperformed WCMIX with an annualized return of 5.29%, while WCMIX has yielded a comparatively higher 6.47% annualized return.


FTIEX

YTD

8.00%

1M

-0.97%

6M

3.37%

1Y

10.61%

5Y*

10.42%

10Y*

5.29%

WCMIX

YTD

9.24%

1M

1.32%

6M

-7.62%

1Y

-1.43%

5Y*

7.10%

10Y*

6.47%

*Annualized

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FTIEX vs. WCMIX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than WCMIX's 1.04% expense ratio.


Expense ratio chart for FTIEX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTIEX: 1.05%
Expense ratio chart for WCMIX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WCMIX: 1.04%

Risk-Adjusted Performance

FTIEX vs. WCMIX — Risk-Adjusted Performance Rank

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

FTIEX
The Risk-Adjusted Performance Rank of FTIEX is 6565
Overall Rank
The Sharpe Ratio Rank of FTIEX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIEX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FTIEX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FTIEX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FTIEX is 6565
Martin Ratio Rank

WCMIX
The Risk-Adjusted Performance Rank of WCMIX is 1515
Overall Rank
The Sharpe Ratio Rank of WCMIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of WCMIX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of WCMIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of WCMIX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of WCMIX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTIEX vs. WCMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and WCM Focused International Growth Fund (WCMIX). 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.


The chart of Sharpe ratio for FTIEX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.00
FTIEX: 0.59
WCMIX: -0.13
The chart of Sortino ratio for FTIEX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
FTIEX: 0.93
WCMIX: -0.01
The chart of Omega ratio for FTIEX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FTIEX: 1.13
WCMIX: 1.00
The chart of Calmar ratio for FTIEX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
FTIEX: 0.72
WCMIX: -0.10
The chart of Martin ratio for FTIEX, currently valued at 2.50, compared to the broader market0.0010.0020.0030.0040.0050.00
FTIEX: 2.50
WCMIX: -0.34

The current FTIEX Sharpe Ratio is 0.59, which is higher than the WCMIX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of FTIEX and WCMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.59
-0.13
FTIEX
WCMIX

Dividends

FTIEX vs. WCMIX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.46%, more than WCMIX's 0.25% yield.


TTM20242023202220212020201920182017201620152014
FTIEX
Fidelity Total International Equity Fund
1.46%1.57%1.33%1.07%1.95%0.72%1.66%1.00%1.60%1.47%1.25%3.92%
WCMIX
WCM Focused International Growth Fund
0.25%0.28%0.00%0.00%0.00%0.06%0.22%0.38%0.45%0.51%0.32%0.23%

Drawdowns

FTIEX vs. WCMIX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.67%, which is greater than WCMIX's maximum drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for FTIEX and WCMIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.61%
-19.97%
FTIEX
WCMIX

Volatility

FTIEX vs. WCMIX - Volatility Comparison

The current volatility for Fidelity Total International Equity Fund (FTIEX) is 11.24%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 14.36%. This indicates that FTIEX experiences smaller price fluctuations and is considered to be less risky than WCMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.24%
14.36%
FTIEX
WCMIX