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MWNIX vs. FTISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWNIX vs. FTISX - Performance Comparison

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

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MWNIX vs. FTISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWNIX
MFS International New Discovery Fund
-4.10%16.88%0.90%13.03%-18.63%5.06%9.98%22.85%-10.41%30.67%
FTISX
Fidelity Advisor International Small Cap Fund Class M
-2.63%24.03%-0.46%18.97%-17.12%12.83%9.29%20.77%-16.57%31.41%

Returns By Period

In the year-to-date period, MWNIX achieves a -4.10% return, which is significantly lower than FTISX's -2.63% return. Over the past 10 years, MWNIX has underperformed FTISX with an annualized return of 5.54%, while FTISX has yielded a comparatively higher 7.47% annualized return.


MWNIX

1D
-0.25%
1M
-11.78%
YTD
-4.10%
6M
-4.89%
1Y
9.37%
3Y*
6.45%
5Y*
1.70%
10Y*
5.54%

FTISX

1D
-0.31%
1M
-10.44%
YTD
-2.63%
6M
-1.07%
1Y
15.28%
3Y*
9.69%
5Y*
4.52%
10Y*
7.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWNIX vs. FTISX - Expense Ratio Comparison

MWNIX has a 1.03% expense ratio, which is lower than FTISX's 1.57% expense ratio.


Return for Risk

MWNIX vs. FTISX — Risk / Return Rank

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

MWNIX
MWNIX Risk / Return Rank: 2323
Overall Rank
MWNIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MWNIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
MWNIX Omega Ratio Rank: 2323
Omega Ratio Rank
MWNIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MWNIX Martin Ratio Rank: 2222
Martin Ratio Rank

FTISX
FTISX Risk / Return Rank: 5151
Overall Rank
FTISX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FTISX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FTISX Omega Ratio Rank: 5555
Omega Ratio Rank
FTISX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FTISX 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.

MWNIX vs. FTISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International New Discovery Fund (MWNIX) and Fidelity Advisor International Small Cap Fund Class M (FTISX). 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.


MWNIXFTISXDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.05

-0.37

Sortino ratio

Return per unit of downside risk

0.93

1.41

-0.47

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.63

1.21

-0.58

Martin ratio

Return relative to average drawdown

2.39

4.40

-2.01

MWNIX vs. FTISX - Sharpe Ratio Comparison

The current MWNIX Sharpe Ratio is 0.68, which is lower than the FTISX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MWNIX and FTISX, 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


MWNIXFTISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.05

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.34

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.54

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.68

-0.11

Correlation

The correlation between MWNIX and FTISX is 0.89, 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

MWNIX vs. FTISX - Dividend Comparison

MWNIX's dividend yield for the trailing twelve months is around 3.38%, which matches FTISX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
MWNIX
MFS International New Discovery Fund
3.38%3.24%7.61%4.05%5.68%5.06%3.90%2.67%6.68%1.63%1.09%1.12%
FTISX
Fidelity Advisor International Small Cap Fund Class M
3.35%3.26%2.24%1.40%0.13%6.94%0.34%1.81%5.50%2.52%2.08%2.86%

Drawdowns

MWNIX vs. FTISX - Drawdown Comparison

The maximum MWNIX drawdown since its inception was -58.38%, roughly equal to the maximum FTISX drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for MWNIX and FTISX.


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Drawdown Indicators


MWNIXFTISXDifference

Max Drawdown

Largest peak-to-trough decline

-58.38%

-61.12%

+2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-10.75%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-31.45%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.72%

-39.55%

+4.83%

Current Drawdown

Current decline from peak

-11.78%

-10.44%

-1.34%

Average Drawdown

Average peak-to-trough decline

-9.61%

-11.05%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.95%

+0.14%

Volatility

MWNIX vs. FTISX - Volatility Comparison

The current volatility for MFS International New Discovery Fund (MWNIX) is 5.09%, while Fidelity Advisor International Small Cap Fund Class M (FTISX) has a volatility of 5.70%. This indicates that MWNIX experiences smaller price fluctuations and is considered to be less risky than FTISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWNIXFTISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.70%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

8.67%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

13.29%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

13.36%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

13.92%

-0.02%