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ISIN
US3159108022
CUSIP
315910802
Issuer
Fidelity
Inception Date
Dec 27, 1991
Min. Investment
$0
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FDIVX Performance Chart

Fidelity Diversified International Fund (FDIVX) is up 14.8% since the beginning of the year. FDIVX is currently trading at $56 per share. Investors who bought $1,000 worth of FDIVX shares 5 years ago would now be looking at an investment worth $1,498.


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S&P 500 Index

Returns By Period

Fidelity Diversified International Fund (FDIVX) has returned 14.83% so far this year and 28.02% over the past 12 months. Over the last ten years, FDIVX has returned 9.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Fidelity Diversified International Fund

1D
1.58%
1M
4.92%
YTD
14.83%
6M
15.42%
1Y
28.02%
3Y*
17.07%
5Y*
8.42%
10Y*
9.84%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIVX Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 1991, FDIVX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 1999 with a return of +14.3%, while the worst month was Oct 2008 at -23.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FDIVX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.8%, while the worst single day was Mar 16, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.35%3.75%-8.99%8.19%3.42%3.18%14.83%
20255.10%1.26%-1.20%4.26%5.11%3.48%-2.39%1.90%3.20%2.00%-0.44%2.79%27.75%
20240.44%4.27%3.32%-3.80%4.80%-0.58%1.91%3.33%0.45%-4.54%0.62%-3.30%6.54%
20238.70%-3.03%3.38%1.81%-1.48%4.24%1.88%-3.85%-4.40%-3.24%8.66%4.95%17.74%
2022-8.33%-4.36%0.24%-8.24%-0.05%-9.85%6.61%-5.94%-8.97%5.66%12.39%-3.33%-23.86%
2021-1.82%1.05%0.72%3.48%3.51%-0.29%1.85%3.80%-3.92%3.19%-1.97%2.86%12.79%

Benchmark Metrics

Fidelity Diversified International Fund has an annualized alpha of 2.33%, beta of 0.72, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since December 27, 1991.

  • This fund participated in 90.03% of S&P 500 Index downside but only 88.90% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.33%
Beta
0.72
0.59
Upside Capture
88.90%
Downside Capture
90.03%

Expense Ratio

FDIVX has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FDIVX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FDIVX Risk / Return Rank: 3535
Overall Rank
FDIVX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 3232
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 4242
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and compare them to S&P 500 Index.

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.


FDIVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.20

2.78

-0.58

Martin ratioReturn relative to average drawdown

8.56

12.44

-3.88

Dividends

Dividend History

Fidelity Diversified International Fund provided a 9.31% dividend yield over the last twelve months, with an annual payout of $5.20 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.20$5.20$1.66$1.76$0.49$5.14$0.46$0.53$2.32$1.69$0.45$0.16

Dividend yield

9.31%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Diversified International Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.20$5.20
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.66$1.66
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.14$5.14

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 Fidelity Diversified International Fund. 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 Fidelity Diversified International Fund was 60.61%, occurring on Mar 9, 2009. Recovery took 1557 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.61%Mar 2009
1y 4mo6y 2mo
7y 6moNov 2007 - May 2015
Dot-com crash2000–2002
-37.19%Oct 2002
2y 7mo1y 2mo
3y 10moMar 2000 - Jan 2004
Bear market2022
-35.60%Sep 2022
10mo 16d1y 11mo
2y 9moNov 2021 - Aug 2024
COVID crash2020
-31.57%Mar 2020
1mo 9d3mo 24d
5mo 3dFeb 2020 - Jul 2020
1998 bear market1998
-23.84%Oct 1998
2mo 16d6mo 24d
9mo 10dJul 1998 - Apr 1999

Drawdown Indicators


FDIVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-56.78%

-3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-9.10%

-3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-18.90%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-25.43%

-10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-33.92%

-1.68%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-11.66%

-10.71%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.03%

+1.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FDIVX

Add Fidelity Diversified International Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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