Sortino ratio is not yet available for FICQX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar mutual funds
The table compares Fidelity International Capital Appreciation Fund's Sortino Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how FICQX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SWRLX | Touchstone International Equity Fund | 4.11 | |||
| SAHMX | SA International Value Fund | 4.08 | |||
| GTMIX | GMO Tax-Managed International Equities Fund | 3.95 | |||
| THOIX | Thornburg Global Opportunities Fund | 3.83 | |||
| PTSIX | PIMCO RAE PLUS International Fund | 3.61 | |||
| TIVFX | American Beacon Tocqueville International Value Fund | 3.57 | |||
| GTCIX | Glenmede Quantitative International Equity Portfolio | 3.54 | |||
| DCINX | Dunham International Stock Fund | 3.52 | |||
| DFWVX | DFA World ex U.S. Value Portfolio Fund | 3.48 | |||
| GIOTX | GMO International Developed Equity Allocation Fund | 3.47 | |||
| FICQX | Fidelity International Capital Appreciation Fund | — |
Historical Sortino Ratio
The chart shows FICQX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FICQX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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