PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Fidelity International Capital Appreciation Fund (FIVFX) Sharpe Ratio
Delisted

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The fund normally invests primarily in non-U.S. securities, including securities of issuers located in emerging markets. It normally invests primarily in common stocks. The adviser allocates investments across different countries and regions. The adviser uses fundamental analysis of factors such as each issuer's financial condition and industry position, as well as market and economic conditions, to select investments.

Sharpe ratio is not yet available for FIVFX. 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 Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how FIVFX'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 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.45
TIVFXAmerican Beacon Tocqueville International Value Fund3.33
DCINXDunham International Stock Fund3.09
THOIXThornburg Global Opportunities Fund3.09
EISIXCarillon ClariVest International Stock Fund2.99
SAHMXSA International Value Fund2.97
SIDNXHartford Schroders International Multi-Cap Value Fund2.94
GTMIXGMO Tax-Managed International Equities Fund2.94
DFWVXDFA World ex U.S. Value Portfolio Fund2.93
SFNNXSchwab Fundamental International Equity Index Fund2.81
FIVFXFidelity International Capital Appreciation Fund—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FIVFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FIVFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FIVFX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio