TIDDX vs. FSISX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and Fidelity SAI International Small Cap Index Fund (FSISX).
TIDDX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Global ex-U.S. Small Cap Index Net. It was launched on Dec 17, 2015. FSISX is managed by Fidelity. It was launched on Jun 25, 2021.
Performance
TIDDX vs. FSISX - Performance Comparison
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TIDDX vs. FSISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -4.40% | 25.73% | 3.81% | 13.38% | -30.23% | -0.64% |
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, TIDDX achieves a -4.40% return, which is significantly lower than FSISX's -2.21% return.
TIDDX
- 1D
- -0.18%
- 1M
- -13.36%
- YTD
- -4.40%
- 6M
- -1.09%
- 1Y
- 18.32%
- 3Y*
- 10.15%
- 5Y*
- 0.48%
- 10Y*
- 8.13%
FSISX
- 1D
- -0.20%
- 1M
- -11.73%
- YTD
- -2.21%
- 6M
- 0.79%
- 1Y
- 24.32%
- 3Y*
- 12.40%
- 5Y*
- —
- 10Y*
- —
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TIDDX vs. FSISX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is higher than FSISX's 0.10% expense ratio.
Return for Risk
TIDDX vs. FSISX — Risk / Return Rank
TIDDX
FSISX
TIDDX vs. FSISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund Class I (TIDDX) 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.
| TIDDX | FSISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.51 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.98 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.83 | -0.68 |
Martin ratioReturn relative to average drawdown | 4.54 | 7.00 | -2.46 |
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
| TIDDX | FSISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.51 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.21 | +0.27 |
Correlation
The correlation between TIDDX and FSISX is 0.91, 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
TIDDX vs. FSISX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.52%, more than FSISX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.52% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% |
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% |
Drawdowns
TIDDX vs. FSISX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for TIDDX and FSISX.
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Drawdown Indicators
| TIDDX | FSISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -36.84% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -11.73% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | — | — |
Current DrawdownCurrent decline from peak | -13.36% | -11.73% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -13.50% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.07% | +0.33% |
Volatility
TIDDX vs. FSISX - Volatility Comparison
T. Rowe Price International Discovery Fund Class I (TIDDX) has a higher volatility of 6.18% compared to Fidelity SAI International Small Cap Index Fund (FSISX) at 5.88%. This indicates that TIDDX's price experiences larger fluctuations and is considered to be riskier 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
| TIDDX | FSISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.88% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 9.83% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 15.08% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 15.84% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 15.84% | +0.66% |