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WAIGX vs. FSISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAIGX vs. FSISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch International Growth Fund (WAIGX) and Fidelity SAI International Small Cap Index Fund (FSISX). The values are adjusted to include any dividend payments, if applicable.

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WAIGX vs. FSISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WAIGX
Wasatch International Growth Fund
-10.44%11.89%-0.62%11.64%-36.64%7.25%
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, WAIGX achieves a -10.44% return, which is significantly lower than FSISX's -2.21% return.


WAIGX

1D
-0.68%
1M
-10.98%
YTD
-10.44%
6M
-13.51%
1Y
1.15%
3Y*
1.58%
5Y*
-4.51%
10Y*
2.96%

FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAIGX vs. FSISX - Expense Ratio Comparison

WAIGX has a 1.44% expense ratio, which is higher than FSISX's 0.10% expense ratio.


Return for Risk

WAIGX vs. FSISX — Risk / Return Rank

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

WAIGX
WAIGX Risk / Return Rank: 55
Overall Rank
WAIGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WAIGX Sortino Ratio Rank: 55
Sortino Ratio Rank
WAIGX Omega Ratio Rank: 55
Omega Ratio Rank
WAIGX Calmar Ratio Rank: 55
Calmar Ratio Rank
WAIGX Martin Ratio Rank: 55
Martin Ratio Rank

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
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.

WAIGX vs. FSISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) 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.


WAIGXFSISXDifference

Sharpe ratio

Return per unit of total volatility

0.00

1.51

-1.51

Sortino ratio

Return per unit of downside risk

0.11

1.98

-1.87

Omega ratio

Gain probability vs. loss probability

1.01

1.30

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.08

1.83

-1.91

Martin ratio

Return relative to average drawdown

-0.22

7.00

-7.22

WAIGX vs. FSISX - Sharpe Ratio Comparison

The current WAIGX Sharpe Ratio is 0.00, which is lower than the FSISX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of WAIGX and FSISX, 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


WAIGXFSISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

1.51

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.21

+0.21

Correlation

The correlation between WAIGX and FSISX is 0.84, 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

WAIGX vs. FSISX - Dividend Comparison

WAIGX's dividend yield for the trailing twelve months is around 60.05%, more than FSISX's 3.78% yield.


TTM2025202420232022202120202019201820172016
WAIGX
Wasatch International Growth Fund
60.05%53.78%20.59%0.00%0.00%10.13%10.93%2.50%17.84%2.71%4.01%
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

WAIGX vs. FSISX - Drawdown Comparison

The maximum WAIGX drawdown since its inception was -67.66%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for WAIGX and FSISX.


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Drawdown Indicators


WAIGXFSISXDifference

Max Drawdown

Largest peak-to-trough decline

-67.66%

-36.84%

-30.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.68%

-11.73%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-48.06%

Max Drawdown (10Y)

Largest decline over 10 years

-48.06%

Current Drawdown

Current decline from peak

-34.17%

-11.73%

-22.44%

Average Drawdown

Average peak-to-trough decline

-14.25%

-13.50%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

3.07%

+3.68%

Volatility

WAIGX vs. FSISX - Volatility Comparison

Wasatch International Growth Fund (WAIGX) and Fidelity SAI International Small Cap Index Fund (FSISX) have volatilities of 5.94% and 5.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAIGXFSISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

5.88%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

9.83%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

15.08%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

15.84%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

15.84%

+2.24%