ISCF vs. FISMX
Compare and contrast key facts about iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Fidelity International Small Cap Fund (FISMX).
ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. FISMX is managed by Fidelity. It was launched on Sep 18, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISCF or FISMX.
Performance
ISCF vs. FISMX - Performance Comparison
Returns By Period
In the year-to-date period, ISCF achieves a 4.28% return, which is significantly higher than FISMX's 0.32% return.
ISCF
4.28%
-4.81%
-0.58%
13.25%
5.08%
N/A
FISMX
0.32%
-5.30%
-4.26%
8.88%
5.57%
7.57%
Key characteristics
| ISCF | FISMX | |
|---|---|---|
| Sharpe Ratio | 1.00 | 0.84 |
| Sortino Ratio | 1.46 | 1.23 |
| Omega Ratio | 1.18 | 1.15 |
| Calmar Ratio | 0.79 | 0.78 |
| Martin Ratio | 5.50 | 3.61 |
| Ulcer Index | 2.54% | 2.55% |
| Daily Std Dev | 13.99% | 11.01% |
| Max Drawdown | -40.79% | -58.76% |
| Current Drawdown | -7.15% | -8.57% |
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ISCF vs. FISMX - Expense Ratio Comparison
ISCF has a 0.40% expense ratio, which is lower than FISMX's 1.01% expense ratio.
Correlation
The correlation between ISCF and FISMX is 0.83, 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.
Risk-Adjusted Performance
ISCF vs. FISMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Fidelity International Small Cap Fund (FISMX). 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.
Dividends
ISCF vs. FISMX - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.95%, more than FISMX's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.95% | 3.94% | 2.73% | 3.93% | 2.31% | 2.87% | 2.13% | 1.98% | 2.89% | 1.46% | 0.00% | 0.00% |
FISMX Fidelity International Small Cap Fund | 1.86% | 1.87% | 0.70% | 2.57% | 0.83% | 1.83% | 1.91% | 0.98% | 1.46% | 5.45% | 18.12% | 2.92% |
Drawdowns
ISCF vs. FISMX - Drawdown Comparison
The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum FISMX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for ISCF and FISMX. For additional features, visit the drawdowns tool.
Volatility
ISCF vs. FISMX - Volatility Comparison
iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a higher volatility of 4.67% compared to Fidelity International Small Cap Fund (FISMX) at 2.95%. This indicates that ISCF's price experiences larger fluctuations and is considered to be riskier than FISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.