PortfoliosLab logoPortfoliosLab logo
ISCF vs. FISMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCF vs. FISMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Fidelity International Small Cap Fund (FISMX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISCF achieves a 8.61% return, which is significantly higher than FISMX's 6.14% return. Over the past 10 years, ISCF has outperformed FISMX with an annualized return of 9.22%, while FISMX has yielded a comparatively lower 8.36% annualized return.


ISCF

1D
-0.45%
1M
1.07%
6M
2.34%
YTD
8.61%
1Y
18.60%
3Y*
16.29%
5Y*
7.33%
10Y*
9.22%
ALL TIME*
8.48%

FISMX

1D
2.22%
1M
-2.30%
6M
1.61%
YTD
6.14%
1Y
12.43%
3Y*
11.44%
5Y*
5.83%
10Y*
8.36%
ALL TIME*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.26M$1.80M$2.25M

ISCF vs. FISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
8.61%33.65%4.75%11.50%-15.07%13.31%7.65%26.32%-18.76%38.13%
FISMX
Fidelity International Small Cap Fund
6.14%24.73%0.05%19.62%-16.66%13.44%9.98%21.45%-16.08%31.58%

Correlation

The correlation between ISCF and FISMX is 0.87, 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.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since May 1, 2015

0.84

The correlation between ISCF and FISMX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ISCF vs. FISMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISCF
ISCF Risk / Return Rank: 5050
Overall Rank
ISCF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ISCF Sortino Ratio Rank: 5151
Sortino Ratio Rank
ISCF Omega Ratio Rank: 5050
Omega Ratio Rank
ISCF Calmar Ratio Rank: 4747
Calmar Ratio Rank
ISCF Martin Ratio Rank: 5151
Martin Ratio Rank

FISMX
FISMX Risk / Return Rank: 2828
Overall Rank
FISMX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FISMX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FISMX Omega Ratio Rank: 2929
Omega Ratio Rank
FISMX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FISMX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISCF vs. FISMX - Risk-Adjusted Trends 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.

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.


ISCFFISMXDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.23

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.67

1.16

+0.51

Martin ratioReturn relative to average drawdown

5.92

3.77

+2.14

ISCF vs. FISMX - Sharpe Ratio Comparison

The current ISCF Sharpe Ratio is 1.25, which is higher than the FISMX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ISCF and FISMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ISCF vs. FISMX - Drawdown Comparison

The maximum ISCF drawdown since its inception was -40.79%, smaller than the maximum FISMX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for ISCF and FISMX.


Loading charts...

Drawdown Indicators


ISCFFISMXDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-60.94%

+20.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-10.71%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-12.70%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

-31.07%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-40.79%

-38.80%

-1.99%

Current Drawdown

Current decline from peak

-1.43%

-4.75%

+3.32%

Average Drawdown

Average peak-to-trough decline

-8.07%

-10.59%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.29%

-0.09%

Volatility

ISCF vs. FISMX - Volatility Comparison

iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Fidelity International Small Cap Fund (FISMX) have volatilities of 4.73% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISCFFISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.75%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

11.98%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

13.73%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

13.80%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

13.95%

+3.21%

ISCF vs. FISMX - Expense Ratio Comparison

ISCF has a 0.40% expense ratio, which is lower than FISMX's 1.01% expense ratio.


Dividends

ISCF vs. FISMX - Dividend Comparison

ISCF's dividend yield for the trailing twelve months is around 3.65%, more than FISMX's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
FISMX
Fidelity International Small Cap Fund
3.38%3.58%2.64%1.87%0.70%7.28%0.83%2.32%6.14%2.46%2.70%2.80%
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.65%3.76%4.29%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%

Frequently Asked Questions


ISCF and FISMX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FISMX has higher volatility (4.75%) compared to ISCF (4.73%). In terms of maximum drawdown, ISCF dropped -40.79% vs FISMX's -60.94%.

ISCF currently has the higher Sharpe Ratio (1.25 vs 0.91), 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.

Portfolio Optimizer

Find the right allocation for ISCF and FISMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer