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SAISX vs. FIQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAISX vs. FIQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SA International Small Company Fund (SAISX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). The values are adjusted to include any dividend payments, if applicable.

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SAISX vs. FIQIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SAISX
SA International Small Company Fund
0.90%35.69%3.19%13.87%-17.68%13.52%8.54%23.25%-11.76%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
-0.19%24.80%0.14%19.76%-16.53%13.56%10.12%21.61%-7.47%

Returns By Period

In the year-to-date period, SAISX achieves a 0.90% return, which is significantly higher than FIQIX's -0.19% return.


SAISX

1D
3.05%
1M
-7.76%
YTD
0.90%
6M
5.01%
1Y
29.98%
3Y*
14.82%
5Y*
6.97%
10Y*
8.14%

FIQIX

1D
2.36%
1M
-6.50%
YTD
-0.19%
6M
1.69%
1Y
18.18%
3Y*
11.24%
5Y*
5.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAISX vs. FIQIX - Expense Ratio Comparison

SAISX has a 0.74% expense ratio, which is lower than FIQIX's 0.89% expense ratio.


Return for Risk

SAISX vs. FIQIX — Risk / Return Rank

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

SAISX
SAISX Risk / Return Rank: 8888
Overall Rank
SAISX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SAISX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SAISX Omega Ratio Rank: 8989
Omega Ratio Rank
SAISX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SAISX Martin Ratio Rank: 8383
Martin Ratio Rank

FIQIX
FIQIX Risk / Return Rank: 6868
Overall Rank
FIQIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FIQIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FIQIX Omega Ratio Rank: 7272
Omega Ratio Rank
FIQIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FIQIX Martin Ratio Rank: 5858
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.

SAISX vs. FIQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA International Small Company Fund (SAISX) and Fidelity Advisor International Small Cap Fund Class Z (FIQIX). 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.


SAISXFIQIXDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.40

+0.63

Sortino ratio

Return per unit of downside risk

2.71

1.84

+0.87

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.12

Calmar ratio

Return relative to maximum drawdown

2.31

1.61

+0.70

Martin ratio

Return relative to average drawdown

9.18

5.88

+3.30

SAISX vs. FIQIX - Sharpe Ratio Comparison

The current SAISX Sharpe Ratio is 2.03, which is higher than the FIQIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SAISX and FIQIX, 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


SAISXFIQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.40

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.41

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.52

-0.08

Correlation

The correlation between SAISX and FIQIX is 0.92, 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

SAISX vs. FIQIX - Dividend Comparison

SAISX's dividend yield for the trailing twelve months is around 5.88%, more than FIQIX's 3.69% yield.


TTM20252024202320222021202020192018201720162015
SAISX
SA International Small Company Fund
5.88%5.93%3.96%3.31%6.05%5.68%1.95%5.67%6.70%4.28%4.07%3.84%
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
3.69%3.68%2.73%1.99%0.83%7.39%0.93%2.47%6.33%0.00%0.00%0.00%

Drawdowns

SAISX vs. FIQIX - Drawdown Comparison

The maximum SAISX drawdown since its inception was -61.36%, which is greater than FIQIX's maximum drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for SAISX and FIQIX.


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Drawdown Indicators


SAISXFIQIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-36.61%

-24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-10.72%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-30.95%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

Current Drawdown

Current decline from peak

-9.14%

-8.29%

-0.85%

Average Drawdown

Average peak-to-trough decline

-12.69%

-6.88%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.95%

+0.34%

Volatility

SAISX vs. FIQIX - Volatility Comparison

SA International Small Company Fund (SAISX) has a higher volatility of 6.82% compared to Fidelity Advisor International Small Cap Fund Class Z (FIQIX) at 6.19%. This indicates that SAISX's price experiences larger fluctuations and is considered to be riskier than FIQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAISXFIQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

6.19%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

8.99%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

13.47%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

13.40%

+2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

15.13%

+1.12%