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MAILX vs. FINVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAILX vs. FINVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock International Fund of BlackRock Series, Inc. (MAILX) and Fidelity Series International Value Fund (FINVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAILX achieves a 8.94% return, which is significantly higher than FINVX's 6.35% return. Over the past 10 years, MAILX has underperformed FINVX with an annualized return of 8.51%, while FINVX has yielded a comparatively higher 11.34% annualized return.


MAILX

1D
-3.21%
1M
-0.12%
YTD
8.94%
6M
9.13%
1Y
18.13%
3Y*
10.84%
5Y*
1.68%
10Y*
8.51%

FINVX

1D
-1.54%
1M
-0.60%
YTD
6.35%
6M
6.21%
1Y
23.18%
3Y*
22.42%
5Y*
13.70%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAILX vs. FINVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAILX
BlackRock International Fund of BlackRock Series, Inc.
8.94%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%31.87%
FINVX
Fidelity Series International Value Fund
6.35%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%

Correlation

The correlation between MAILX and FINVX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.90

The correlation between MAILX and FINVX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

MAILX vs. FINVX — Risk / Return Rank

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

MAILX
MAILX Risk / Return Rank: 2525
Overall Rank
MAILX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MAILX Omega Ratio Rank: 2525
Omega Ratio Rank
MAILX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MAILX Martin Ratio Rank: 2929
Martin Ratio Rank

FINVX
FINVX Risk / Return Rank: 3939
Overall Rank
FINVX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FINVX Omega Ratio Rank: 3535
Omega Ratio Rank
FINVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FINVX Martin Ratio Rank: 4343
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.

MAILX vs. FINVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock International Fund of BlackRock Series, Inc. (MAILX) and Fidelity Series International Value Fund (FINVX). 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.


MAILXFINVXDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.60

2.36

-0.76

Martin ratioReturn relative to average drawdown

5.96

8.69

-2.73

MAILX vs. FINVX - Sharpe Ratio Comparison

The current MAILX Sharpe Ratio is 1.22, which is comparable to the FINVX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of MAILX and FINVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAILX vs. FINVX - Drawdown Comparison

The maximum MAILX drawdown since its inception was -59.57%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for MAILX and FINVX.


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Drawdown Indicators


MAILXFINVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.57%

-42.48%

-17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-10.38%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-14.60%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-41.68%

-27.13%

-14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-42.48%

+0.80%

Current Drawdown

Current decline from peak

-3.40%

-2.18%

-1.22%

Average Drawdown

Average peak-to-trough decline

-16.11%

-9.02%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.82%

+0.49%

Volatility

MAILX vs. FINVX - Volatility Comparison

BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a higher volatility of 7.04% compared to Fidelity Series International Value Fund (FINVX) at 4.46%. This indicates that MAILX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAILXFINVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

4.46%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

12.43%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

15.17%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

16.75%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

17.79%

+0.42%

MAILX vs. FINVX - Expense Ratio Comparison

MAILX has a 0.65% expense ratio, which is higher than FINVX's 0.01% expense ratio.


Dividends

MAILX vs. FINVX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 1.65%, less than FINVX's 10.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FINVX
Fidelity Series International Value Fund
10.53%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
1.65%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%

Frequently Asked Questions


MAILX and FINVX 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.

MAILX has higher volatility (7.04%) compared to FINVX (4.46%). In terms of maximum drawdown, MAILX dropped -59.57% vs FINVX's -42.48%.

FINVX currently has the higher Sharpe Ratio (1.62 vs 1.22), 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

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

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