QDVSX vs. FMIEX
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
QDVSX vs. FMIEX - Performance Comparison
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QDVSX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 8.47% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 2.27% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly lower than FMIEX's 8.47% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
FMIEX
- 1D
- 0.75%
- 1M
- -1.39%
- YTD
- 8.47%
- 6M
- 13.35%
- 1Y
- 27.45%
- 3Y*
- 17.56%
- 5Y*
- 11.94%
- 10Y*
- 11.28%
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QDVSX vs. FMIEX - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than FMIEX's 1.10% expense ratio.
Return for Risk
QDVSX vs. FMIEX — Risk / Return Rank
QDVSX
FMIEX
QDVSX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.
| QDVSX | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.34 | -0.63 |
Sortino ratioReturn per unit of downside risk | 2.33 | 3.12 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.46 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.91 | -0.63 |
Martin ratioReturn relative to average drawdown | 9.73 | 13.29 | -3.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVSX | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.34 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.94 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.59 | +0.14 |
Correlation
The correlation between QDVSX and FMIEX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QDVSX vs. FMIEX - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than FMIEX's 4.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.84% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
QDVSX vs. FMIEX - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for QDVSX and FMIEX.
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Drawdown Indicators
| QDVSX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -49.85% | +16.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -8.32% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -18.63% | -14.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.33% | — |
Current DrawdownCurrent decline from peak | -5.70% | -3.68% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -6.61% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.05% | +0.90% |
Volatility
QDVSX vs. FMIEX - Volatility Comparison
Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) has a higher volatility of 5.51% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.70%. This indicates that QDVSX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVSX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.70% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 6.88% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 11.88% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 12.77% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 15.73% | +5.51% |