USMF vs. FSISX
USMF (WisdomTree US Multifactor Fund) and FSISX (Fidelity SAI International Small Cap Index Fund) are both funds - USMF is a Mid Cap Blend Equities fund tracking the WisdomTree US Multifactor Index, while FSISX is a Foreign Small & Mid Cap Equities fund managed by Fidelity. Over the past 5 years, USMF returned 7.47%/yr vs 5.50%/yr for FSISX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. USMF charges 0.28%/yr vs 0.10%/yr for FSISX.
Performance
USMF vs. FSISX - Performance Comparison
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Returns By Period
In the year-to-date period, USMF achieves a 4.49% return, which is significantly lower than FSISX's 9.53% return.
USMF
- 1D
- 0.48%
- 1M
- 0.58%
- 6M
- 3.78%
- YTD
- 4.49%
- 1Y
- 7.20%
- 3Y*
- 12.30%
- 5Y*
- 7.47%
- 10Y*
- —
- ALL TIME*
- 10.37%
FSISX
- 1D
- -0.96%
- 1M
- 0.62%
- 6M
- 4.02%
- YTD
- 9.53%
- 1Y
- 19.64%
- 3Y*
- 15.20%
- 5Y*
- 5.50%
- 10Y*
- —
- ALL TIME*
- 5.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.09M | $1.05M | $1.76M |
USMF vs. FSISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USMF WisdomTree US Multifactor Fund | 4.49% | 4.60% | 19.65% | 13.47% | -8.82% | 8.25% |
FSISX Fidelity SAI International Small Cap Index Fund | 9.53% | 32.61% | 1.74% | 13.23% | -21.18% | -0.40% |
Correlation
The correlation between USMF and FSISX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 27, 2021 | 0.62 |
The correlation between USMF and FSISX has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
USMF vs. FSISX — Risk / Return Rank
USMF
FSISX
USMF vs. FSISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USMF | FSISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.76 | -0.64 |
| Martin ratioReturn relative to average drawdown | 3.41 | 6.18 | -2.77 |
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Drawdowns
USMF vs. FSISX - Drawdown Comparison
The maximum USMF drawdown since its inception was -36.24%, roughly equal to the maximum FSISX drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for USMF and FSISX.
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Drawdown Indicators
| USMF | FSISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -36.84% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -11.73% | +5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -14.32% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -36.84% | +18.74% |
Current DrawdownCurrent decline from peak | -2.03% | -1.98% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -12.79% | +8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 3.33% | -1.21% |
Volatility
USMF vs. FSISX - Volatility Comparison
The current volatility for WisdomTree US Multifactor Fund (USMF) is 3.77%, while Fidelity SAI International Small Cap Index Fund (FSISX) has a volatility of 4.50%. This indicates that USMF 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
| USMF | FSISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.50% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 11.89% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 14.24% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 15.98% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 15.86% | +1.09% |
USMF vs. FSISX - Expense Ratio Comparison
USMF has a 0.28% expense ratio, which is higher than FSISX's 0.10% expense ratio.
Dividends
USMF vs. FSISX - Dividend Comparison
USMF's dividend yield for the trailing twelve months is around 1.31%, less than FSISX's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FSISX Fidelity SAI International Small Cap Index Fund | 3.37% | 3.70% | 3.33% | 3.13% | 3.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
USMF WisdomTree US Multifactor Fund | 1.31% | 1.37% | 1.22% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% |
Frequently Asked Questions
USMF and FSISX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSISX has higher volatility (4.50%) compared to USMF (3.77%). In terms of maximum drawdown, USMF dropped -36.24% vs FSISX's -36.84%.
FSISX currently has the higher Sharpe Ratio (1.45 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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