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MIDLX vs. FSISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDLX vs. FSISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International New Discovery Fund Class R6 (MIDLX) and Fidelity SAI International Small Cap Index Fund (FSISX). The values are adjusted to include any dividend payments, if applicable.

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MIDLX vs. FSISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDLX
MFS International New Discovery Fund Class R6
-4.04%17.03%3.33%13.21%-18.52%0.38%
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%

Returns By Period

In the year-to-date period, MIDLX achieves a -4.04% return, which is significantly lower than FSISX's -2.21% return.


MIDLX

1D
-0.25%
1M
-11.75%
YTD
-4.04%
6M
-4.78%
1Y
9.51%
3Y*
7.41%
5Y*
2.30%
10Y*
6.07%

FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIDLX vs. FSISX - Expense Ratio Comparison

MIDLX has a 0.91% expense ratio, which is higher than FSISX's 0.10% expense ratio.


Return for Risk

MIDLX vs. FSISX — Risk / Return Rank

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

MIDLX
MIDLX Risk / Return Rank: 2323
Overall Rank
MIDLX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MIDLX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MIDLX Omega Ratio Rank: 2323
Omega Ratio Rank
MIDLX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MIDLX Martin Ratio Rank: 2222
Martin Ratio Rank

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
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.

MIDLX vs. FSISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund Class R6 (MIDLX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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.


MIDLXFSISXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.51

-0.82

Sortino ratio

Return per unit of downside risk

0.95

1.98

-1.03

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

0.64

1.83

-1.18

Martin ratio

Return relative to average drawdown

2.45

7.00

-4.54

MIDLX vs. FSISX - Sharpe Ratio Comparison

The current MIDLX Sharpe Ratio is 0.69, which is lower than the FSISX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of MIDLX and FSISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIDLXFSISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.51

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.21

+0.32

Correlation

The correlation between MIDLX and FSISX is 0.94, 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

MIDLX vs. FSISX - Dividend Comparison

MIDLX's dividend yield for the trailing twelve months is around 3.51%, less than FSISX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
MIDLX
MFS International New Discovery Fund Class R6
3.51%3.37%10.08%4.21%5.85%5.19%4.03%4.36%6.82%1.63%1.09%1.25%
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MIDLX vs. FSISX - Drawdown Comparison

The maximum MIDLX drawdown since its inception was -34.70%, smaller than the maximum FSISX drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for MIDLX and FSISX.


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Drawdown Indicators


MIDLXFSISXDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-36.84%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-11.73%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-33.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-11.75%

-11.73%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.96%

-13.50%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.07%

+0.01%

Volatility

MIDLX vs. FSISX - Volatility Comparison

The current volatility for MFS International New Discovery Fund Class R6 (MIDLX) is 5.06%, while Fidelity SAI International Small Cap Index Fund (FSISX) has a volatility of 5.88%. This indicates that MIDLX experiences smaller price fluctuations and is considered to be less risky than FSISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDLXFSISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

5.88%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

9.83%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

15.08%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

15.84%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

15.84%

-1.92%