PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Fidelity Diversified International Fund (FDIVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS3159108022
CUSIP315910802
IssuerFidelity
Inception DateDec 27, 1991
CategoryForeign Large Cap Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FDIVX has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for FDIVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: FDIVX vs. FSPSX, FDIVX vs. VYMI, FDIVX vs. FISMX, FDIVX vs. FIGRX, FDIVX vs. VT, FDIVX vs. VXUS, FDIVX vs. VIGI, FDIVX vs. VEA, FDIVX vs. FEMKX, FDIVX vs. SPYG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Diversified International Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
14.94%
FDIVX (Fidelity Diversified International Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity Diversified International Fund had a return of 11.42% year-to-date (YTD) and 22.10% in the last 12 months. Over the past 10 years, Fidelity Diversified International Fund had an annualized return of 6.42%, while the S&P 500 had an annualized return of 11.43%, indicating that Fidelity Diversified International Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.42%25.82%
1 month-2.18%3.20%
6 months3.55%14.94%
1 year22.10%35.92%
5 years (annualized)7.16%14.22%
10 years (annualized)6.42%11.43%

Monthly Returns

The table below presents the monthly returns of FDIVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.44%4.27%3.32%-3.80%4.80%-0.58%1.91%3.33%0.45%-4.54%11.42%
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%
2020-1.21%-6.25%-12.90%8.66%5.94%5.50%4.84%4.57%-0.83%-3.55%10.17%5.06%18.92%
20195.56%3.62%1.70%3.69%-4.00%6.31%-0.99%-0.73%1.88%3.65%1.97%4.12%29.71%
20185.42%-5.38%-1.48%0.76%-0.38%-1.32%2.10%-0.73%0.05%-9.59%0.50%-5.59%-15.31%
20173.00%1.69%3.07%4.14%3.87%-0.44%3.33%-0.07%1.75%1.75%0.72%1.20%26.70%
2016-6.30%-2.25%5.98%0.62%1.34%-4.15%4.42%1.01%1.00%-3.25%-3.15%1.67%-3.72%
20150.90%5.98%-0.54%2.29%1.63%-1.71%2.30%-7.21%-4.67%6.46%-0.25%-0.38%4.04%
2014-4.47%5.53%-1.61%0.41%2.20%1.25%-2.34%0.54%-3.27%0.25%1.33%-1.44%-2.00%
20133.67%-1.55%2.29%4.70%-1.77%-2.30%5.67%-2.74%7.19%3.73%1.87%3.46%26.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDIVX is 29, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDIVX is 2929
Combined Rank
The Sharpe Ratio Rank of FDIVX is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 2121Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 2222Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 4747Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 3434Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FDIVX
Sharpe ratio
The chart of Sharpe ratio for FDIVX, currently valued at 1.58, compared to the broader market0.002.004.001.58
Sortino ratio
The chart of Sortino ratio for FDIVX, currently valued at 2.24, compared to the broader market0.005.0010.002.24
Omega ratio
The chart of Omega ratio for FDIVX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for FDIVX, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.001.15
Martin ratio
The chart of Martin ratio for FDIVX, currently valued at 9.25, compared to the broader market0.0020.0040.0060.0080.00100.009.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market0.002.004.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.0020.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

Sharpe Ratio

The current Fidelity Diversified International Fund Sharpe ratio is 1.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Diversified International Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.58
3.08
FDIVX (Fidelity Diversified International Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Diversified International Fund provided a 1.53% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.70$0.70$0.14$0.57$0.02$0.53$0.43$0.43$0.38$0.78$1.71$0.87

Dividend yield

1.53%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%2.36%

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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.71$1.71
2013$0.87$0.87

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.33%
0
FDIVX (Fidelity Diversified International Fund)
Benchmark (^GSPC)

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 59.98%, occurring on Mar 9, 2009. Recovery took 1209 trading sessions.

The current Fidelity Diversified International Fund drawdown is 4.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.98%Nov 1, 2007338Mar 9, 20091209Dec 26, 20131547
-35.6%Nov 15, 2021218Sep 27, 2022484Aug 30, 2024702
-35.4%Mar 3, 2000651Oct 9, 2002306Dec 26, 2003957
-31.57%Feb 13, 202027Mar 23, 202079Jul 15, 2020106
-23.84%Jul 21, 199855Oct 5, 1998134Apr 9, 1999189

Volatility

Volatility Chart

The current Fidelity Diversified International Fund volatility is 3.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.52%
3.89%
FDIVX (Fidelity Diversified International Fund)
Benchmark (^GSPC)