FTISX vs. WCMSX
FTISX (Fidelity Advisor International Small Cap Fund Class M) and WCMSX (WCM International Small Cap Growth Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, FTISX returned 7.76%/yr vs 11.30%/yr for WCMSX. Their correlation of 0.82 means they have usually moved in the same direction. FTISX charges 1.57%/yr vs 1.25%/yr for WCMSX.
Performance
FTISX vs. WCMSX - Performance Comparison
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Returns By Period
In the year-to-date period, FTISX achieves a 5.25% return, which is significantly higher than WCMSX's 4.27% return. Over the past 10 years, FTISX has underperformed WCMSX with an annualized return of 7.76%, while WCMSX has yielded a comparatively higher 11.30% annualized return.
FTISX
- 1D
- -0.53%
- 1M
- -2.84%
- 6M
- 0.99%
- YTD
- 5.25%
- 1Y
- 11.25%
- 3Y*
- 10.86%
- 5Y*
- 5.15%
- 10Y*
- 7.76%
- ALL TIME*
- 10.87%
WCMSX
- 1D
- 0.16%
- 1M
- -6.10%
- 6M
- -1.32%
- YTD
- 4.27%
- 1Y
- 0.26%
- 3Y*
- 11.03%
- 5Y*
- -1.60%
- 10Y*
- 11.30%
- ALL TIME*
- 11.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FTISX vs. WCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTISX Fidelity Advisor International Small Cap Fund Class M | 5.25% | 24.03% | -0.46% | 18.97% | -17.12% | 12.83% | 9.29% | 20.77% | -16.57% | 31.41% |
WCMSX WCM International Small Cap Growth Fund | 4.27% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
Correlation
The correlation between FTISX and WCMSX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.82 |
The correlation between FTISX and WCMSX has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
FTISX vs. WCMSX — Risk / Return Rank
FTISX
WCMSX
FTISX vs. WCMSX - 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 WCM International Small Cap Growth Fund (WCMSX). 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.
| FTISX | WCMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.01 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.02 | +1.12 |
| Martin ratioReturn relative to average drawdown | 3.55 | -0.05 | +3.60 |
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Drawdowns
FTISX vs. WCMSX - Drawdown Comparison
The maximum FTISX drawdown since its inception was -61.12%, which is greater than WCMSX's maximum drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for FTISX and WCMSX.
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Drawdown Indicators
| FTISX | WCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.12% | -51.60% | -9.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.75% | -14.39% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.95% | -18.77% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -51.60% | +20.15% |
Max Drawdown (10Y)Largest decline over 10 years | -39.55% | -51.60% | +12.05% |
Current DrawdownCurrent decline from peak | -5.33% | -15.66% | +10.33% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -15.71% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 4.94% | -1.60% |
Volatility
FTISX vs. WCMSX - Volatility Comparison
The current volatility for Fidelity Advisor International Small Cap Fund Class M (FTISX) is 4.68%, while WCM International Small Cap Growth Fund (WCMSX) has a volatility of 7.40%. This indicates that FTISX experiences smaller price fluctuations and is considered to be less risky than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTISX | WCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 7.40% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 17.64% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 20.04% | -6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 21.33% | -7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 20.16% | -6.22% |
FTISX vs. WCMSX - Expense Ratio Comparison
FTISX has a 1.57% expense ratio, which is higher than WCMSX's 1.25% expense ratio.
Dividends
FTISX vs. WCMSX - Dividend Comparison
FTISX's dividend yield for the trailing twelve months is around 3.10%, more than WCMSX's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTISX Fidelity Advisor International Small Cap Fund Class M | 3.10% | 3.26% | 2.24% | 1.40% | 0.13% | 6.94% | 0.34% | 1.81% | 5.50% | 2.52% | 2.08% | 2.86% |
WCMSX WCM International Small Cap Growth Fund | 0.78% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% | 0.00% |
Frequently Asked Questions
FTISX and WCMSX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMSX has higher volatility (7.40%) compared to FTISX (4.68%). In terms of maximum drawdown, FTISX dropped -61.12% vs WCMSX's -51.60%.
FTISX currently has the higher Sharpe Ratio (0.87 vs -0.01), 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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