Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FIVA Fidelity International Value Factor ETF | Foreign Large Cap Equities | 16.67% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | Foreign Large Cap Equities, Dividend | 16.67% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 16.67% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 16.67% |
VOO Vanguard S&P 500 ETF | S&P 500 | 16.67% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in International Alternatives to FIGRX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jan 18, 2018, corresponding to the inception date of FIVA
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio International Alternatives to FIGRX | -0.38% | -3.10% | 2.52% | 6.72% | 30.31% | 17.13% | 10.01% | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -4.01% | -3.55% | -1.41% | 23.49% | 18.47% | 11.96% | 14.19% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -3.90% | 3.65% | 7.84% | 33.16% | 16.09% | 8.76% | 9.49% |
FIVA Fidelity International Value Factor ETF | -0.59% | -3.00% | 3.60% | 11.75% | 39.17% | 19.36% | 12.17% | — |
VEU Vanguard FTSE All-World ex-US ETF | -0.67% | -3.49% | 2.90% | 6.03% | 30.43% | 15.65% | 7.59% | 9.14% |
VXUS Vanguard Total International Stock ETF | -0.68% | -3.46% | 2.81% | 5.79% | 30.65% | 15.41% | 7.43% | 9.01% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 0.37% | -0.82% | 5.61% | 10.37% | 24.86% | 16.70% | 11.28% | 8.92% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 19, 2018, International Alternatives to FIGRX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, International Alternatives to FIGRX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.80% | 4.47% | -7.04% | 0.73% | 2.52% | ||||||||
| 2025 | 3.90% | 2.13% | 0.20% | 2.59% | 4.73% | 3.57% | -0.52% | 4.25% | 2.40% | 1.45% | 1.51% | 2.61% | 32.78% |
| 2024 | -1.02% | 2.65% | 3.49% | -2.43% | 4.62% | -0.95% | 2.91% | 2.75% | 1.85% | -4.19% | 0.76% | -2.95% | 7.27% |
| 2023 | 8.22% | -3.37% | 2.80% | 2.32% | -3.46% | 5.24% | 3.55% | -3.37% | -3.10% | -3.10% | 8.08% | 5.02% | 19.16% |
| 2022 | -1.92% | -2.70% | 0.95% | -6.46% | 1.60% | -8.56% | 4.38% | -4.90% | -9.48% | 5.73% | 11.85% | -2.20% | -12.99% |
| 2021 | -0.27% | 2.47% | 3.10% | 2.88% | 3.07% | -0.51% | 0.25% | 1.21% | -3.72% | 3.54% | -3.69% | 4.65% | 13.29% |
Benchmark Metrics
International Alternatives to FIGRX has an annualized alpha of -0.39%, beta of 0.79, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 19, 2018.
- This portfolio participated in 86.91% of S&P 500 Index downside but only 77.09% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.39%
- Beta
- 0.79
- R²
- 0.80
- Upside Capture
- 77.09%
- Downside Capture
- 86.91%
Expense Ratio
International Alternatives to FIGRX has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
International Alternatives to FIGRX ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.88 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.37 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.39 | +1.15 |
Martin ratioReturn relative to average drawdown | 10.30 | 6.43 | +3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 53 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VEA Vanguard FTSE Developed Markets ETF | 81 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
FIVA Fidelity International Value Factor ETF | 88 | 2.06 | 2.75 | 1.40 | 3.07 | 11.82 |
VEU Vanguard FTSE All-World ex-US ETF | 78 | 1.62 | 2.23 | 1.33 | 2.46 | 9.28 |
VXUS Vanguard Total International Stock ETF | 78 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 82 | 1.73 | 2.31 | 1.36 | 2.67 | 10.15 |
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Dividends
Dividend yield
International Alternatives to FIGRX provided a 2.71% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.71% | 2.86% | 3.21% | 3.20% | 3.31% | 3.18% | 2.35% | 3.15% | 3.11% | 2.22% | 3.41% | 2.11% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
FIVA Fidelity International Value Factor ETF | 2.75% | 2.68% | 3.52% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.90% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 3.59% | 3.88% | 4.53% | 4.38% | 5.41% | 4.76% | 3.93% | 4.20% | 3.55% | 3.38% | 9.53% | 1.87% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the International Alternatives to FIGRX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the International Alternatives to FIGRX was 35.19%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current International Alternatives to FIGRX drawdown is 6.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.19% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -26.47% | Jan 13, 2022 | 188 | Oct 12, 2022 | 298 | Dec 19, 2023 | 486 |
| -20.82% | Jan 29, 2018 | 229 | Dec 24, 2018 | 245 | Dec 13, 2019 | 474 |
| -13.02% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -10% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | HDEF | VOO | FIVA | VXUS | VEU | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.63 | 1.00 | 0.70 | 0.80 | 0.80 | 0.80 | 0.84 |
| HDEF | 0.63 | 1.00 | 0.63 | 0.86 | 0.85 | 0.85 | 0.87 | 0.89 |
| VOO | 1.00 | 0.63 | 1.00 | 0.70 | 0.80 | 0.80 | 0.81 | 0.84 |
| FIVA | 0.70 | 0.86 | 0.70 | 1.00 | 0.89 | 0.90 | 0.92 | 0.93 |
| VXUS | 0.80 | 0.85 | 0.80 | 0.89 | 1.00 | 1.00 | 0.98 | 0.98 |
| VEU | 0.80 | 0.85 | 0.80 | 0.90 | 1.00 | 1.00 | 0.98 | 0.98 |
| VEA | 0.80 | 0.87 | 0.81 | 0.92 | 0.98 | 0.98 | 1.00 | 0.99 |
| Portfolio | 0.84 | 0.89 | 0.84 | 0.93 | 0.98 | 0.98 | 0.99 | 1.00 |