PortfoliosLab logoPortfoliosLab logo
FTISX vs. GISOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTISX vs. GISOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class M (FTISX) and Grandeur Peak International Stalwarts Fund (GISOX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTISX vs. GISOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTISX
Fidelity Advisor International Small Cap Fund Class M
-2.63%24.03%-0.46%18.97%-17.12%12.83%9.29%20.77%-16.57%31.41%
GISOX
Grandeur Peak International Stalwarts Fund
-4.04%9.82%-10.00%14.58%-37.61%24.41%38.16%31.57%-17.66%36.78%

Returns By Period

In the year-to-date period, FTISX achieves a -2.63% return, which is significantly higher than GISOX's -4.04% return. Over the past 10 years, FTISX has outperformed GISOX with an annualized return of 7.47%, while GISOX has yielded a comparatively lower 5.95% annualized return.


FTISX

1D
-0.31%
1M
-10.44%
YTD
-2.63%
6M
-1.07%
1Y
15.28%
3Y*
9.69%
5Y*
4.52%
10Y*
7.47%

GISOX

1D
-0.35%
1M
-9.25%
YTD
-4.04%
6M
-3.60%
1Y
10.46%
3Y*
1.48%
5Y*
-3.52%
10Y*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTISX vs. GISOX - Expense Ratio Comparison

FTISX has a 1.57% expense ratio, which is higher than GISOX's 1.15% expense ratio.


Return for Risk

FTISX vs. GISOX — Risk / Return Rank

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

FTISX
FTISX Risk / Return Rank: 5151
Overall Rank
FTISX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FTISX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FTISX Omega Ratio Rank: 5555
Omega Ratio Rank
FTISX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FTISX Martin Ratio Rank: 4343
Martin Ratio Rank

GISOX
GISOX Risk / Return Rank: 1818
Overall Rank
GISOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GISOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GISOX Omega Ratio Rank: 1717
Omega Ratio Rank
GISOX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GISOX Martin Ratio Rank: 1515
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.

FTISX vs. GISOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class M (FTISX) and Grandeur Peak International Stalwarts Fund (GISOX). 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.


FTISXGISOXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.46

+0.59

Sortino ratio

Return per unit of downside risk

1.41

0.79

+0.62

Omega ratio

Gain probability vs. loss probability

1.22

1.10

+0.11

Calmar ratio

Return relative to maximum drawdown

1.21

0.60

+0.61

Martin ratio

Return relative to average drawdown

4.40

1.50

+2.90

FTISX vs. GISOX - Sharpe Ratio Comparison

The current FTISX Sharpe Ratio is 1.05, which is higher than the GISOX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FTISX and GISOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTISXGISOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.46

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.18

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.32

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.33

+0.34

Correlation

The correlation between FTISX and GISOX is 0.82, 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

FTISX vs. GISOX - Dividend Comparison

FTISX's dividend yield for the trailing twelve months is around 3.35%, more than GISOX's 0.53% yield.


TTM20252024202320222021202020192018201720162015
FTISX
Fidelity Advisor International Small Cap Fund Class M
3.35%3.26%2.24%1.40%0.13%6.94%0.34%1.81%5.50%2.52%2.08%2.86%
GISOX
Grandeur Peak International Stalwarts Fund
0.53%0.50%0.45%0.54%0.10%8.61%0.21%0.14%2.76%1.38%0.29%0.00%

Drawdowns

FTISX vs. GISOX - Drawdown Comparison

The maximum FTISX drawdown since its inception was -61.12%, which is greater than GISOX's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for FTISX and GISOX.


Loading graphics...

Drawdown Indicators


FTISXGISOXDifference

Max Drawdown

Largest peak-to-trough decline

-61.12%

-47.98%

-13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-10.42%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-47.98%

+16.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-47.98%

+8.43%

Current Drawdown

Current decline from peak

-10.44%

-34.86%

+24.42%

Average Drawdown

Average peak-to-trough decline

-11.05%

-17.40%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

4.17%

-1.22%

Volatility

FTISX vs. GISOX - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class M (FTISX) is 5.70%, while Grandeur Peak International Stalwarts Fund (GISOX) has a volatility of 7.57%. This indicates that FTISX experiences smaller price fluctuations and is considered to be less risky than GISOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTISXGISOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

7.57%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

11.70%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

18.22%

-4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

19.77%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

18.59%

-4.67%