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FTIEX vs. WCMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FTIEX vs. WCMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTIEX
Fidelity Total International Equity Fund
-1.88%32.46%6.58%16.31%-17.03%11.11%17.91%27.63%-15.19%28.22%
WCMIX
WCM Focused International Growth Fund
-4.22%20.92%6.96%16.56%-28.90%17.08%32.80%35.19%-7.37%31.24%

Returns By Period

In the year-to-date period, FTIEX achieves a -1.88% return, which is significantly higher than WCMIX's -4.22% return. Over the past 10 years, FTIEX has underperformed WCMIX with an annualized return of 9.49%, while WCMIX has yielded a comparatively higher 10.17% annualized return.


FTIEX

1D
-0.20%
1M
-11.56%
YTD
-1.88%
6M
1.52%
1Y
21.54%
3Y*
14.77%
5Y*
7.37%
10Y*
9.49%

WCMIX

1D
0.13%
1M
-12.55%
YTD
-4.22%
6M
-8.59%
1Y
10.14%
3Y*
9.30%
5Y*
3.76%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FTIEX vs. WCMIX — Risk / Return Rank

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

FTIEX
FTIEX Risk / Return Rank: 7070
Overall Rank
FTIEX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTIEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTIEX Omega Ratio Rank: 6969
Omega Ratio Rank
FTIEX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTIEX Martin Ratio Rank: 6767
Martin Ratio Rank

WCMIX
WCMIX Risk / Return Rank: 1717
Overall Rank
WCMIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WCMIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WCMIX Omega Ratio Rank: 1919
Omega Ratio Rank
WCMIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
WCMIX Martin Ratio Rank: 1414
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.

FTIEX vs. WCMIX - Risk-Adjusted Trends 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.


FTIEXWCMIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.45

+0.80

Sortino ratio

Return per unit of downside risk

1.71

0.78

+0.93

Omega ratio

Gain probability vs. loss probability

1.26

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

1.60

0.44

+1.16

Martin ratio

Return relative to average drawdown

6.38

1.34

+5.04

FTIEX vs. WCMIX - Sharpe Ratio Comparison

The current FTIEX Sharpe Ratio is 1.25, which is higher than the WCMIX Sharpe Ratio of 0.45. 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.


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Sharpe Ratios by Period


FTIEXWCMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.45

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.19

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.54

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.48

-0.26

Correlation

The correlation between FTIEX and WCMIX is 0.88, 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

FTIEX vs. WCMIX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.25%, less than WCMIX's 5.99% yield.


TTM20252024202320222021202020192018201720162015
FTIEX
Fidelity Total International Equity Fund
1.25%1.23%1.57%1.33%1.07%8.67%2.46%1.66%1.00%2.43%1.47%1.25%
WCMIX
WCM Focused International Growth Fund
5.99%5.73%12.78%0.65%0.11%4.60%1.42%0.22%4.17%0.46%2.09%1.20%

Drawdowns

FTIEX vs. WCMIX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.85%, which is greater than WCMIX's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for FTIEX and WCMIX.


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Drawdown Indicators


FTIEXWCMIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-39.69%

-22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.95%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.02%

-39.69%

+9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-39.69%

+6.32%

Current Drawdown

Current decline from peak

-11.78%

-12.84%

+1.06%

Average Drawdown

Average peak-to-trough decline

-13.25%

-7.54%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.30%

-1.34%

Volatility

FTIEX vs. WCMIX - Volatility Comparison

The current volatility for Fidelity Total International Equity Fund (FTIEX) is 7.10%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 8.12%. 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.


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Volatility by Period


FTIEXWCMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

8.12%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.97%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

20.62%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

19.60%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

18.84%

-2.16%