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Fidelity International Value Fund (FIVLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3159104898

CUSIP

315910489

Issuer

Fidelity

Inception Date

May 18, 2006

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for FIVLX: 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


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Compare to other instruments

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


Popular comparisons:
FIVLX vs. FXAIX FIVLX vs. VIGI FIVLX vs. FIENX FIVLX vs. VXUS FIVLX vs. VEA FIVLX vs. FSPSX FIVLX vs. HEFA FIVLX vs. ICOW FIVLX vs. FMIJX FIVLX vs. SLMCX
Popular comparisons:
FIVLX vs. FXAIX FIVLX vs. VIGI FIVLX vs. FIENX FIVLX vs. VXUS FIVLX vs. VEA FIVLX vs. FSPSX FIVLX vs. HEFA FIVLX vs. ICOW FIVLX vs. FMIJX FIVLX vs. SLMCX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity International Value 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%JulyAugustSeptemberOctoberNovemberDecember
-4.25%
10.44%
FIVLX (Fidelity International Value Fund)
Benchmark (^GSPC)

Returns By Period

Fidelity International Value Fund had a return of 3.05% year-to-date (YTD) and 3.95% in the last 12 months. Over the past 10 years, Fidelity International Value Fund had an annualized return of 4.51%, while the S&P 500 had an annualized return of 11.23%, indicating that Fidelity International Value Fund did not perform as well as the benchmark.


FIVLX

YTD

3.05%

1M

-4.44%

6M

-4.26%

1Y

3.95%

5Y*

6.09%

10Y*

4.51%

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.81%3.29%4.87%-2.46%5.34%-2.68%3.60%2.65%0.36%-4.80%0.00%3.05%
20237.73%-2.32%0.34%2.03%-3.75%5.85%3.36%-2.62%-1.51%-3.17%8.01%4.81%19.27%
20220.21%-3.32%1.77%-6.21%3.72%-10.86%2.26%-4.42%-8.61%7.60%13.20%-1.08%-7.99%
2021-2.12%5.67%3.65%1.76%4.22%-3.22%0.54%1.60%-1.79%3.31%-4.55%5.55%14.89%
2020-3.60%-8.46%-18.61%6.01%5.51%4.78%1.57%4.63%-3.62%-4.45%18.92%5.51%3.36%
20196.19%2.33%-0.63%3.57%-5.78%5.88%-2.59%-2.66%3.77%3.38%1.21%3.54%18.92%
20185.63%-5.54%-1.44%1.68%-3.42%-1.26%2.89%-2.70%2.31%-8.14%-1.72%-6.07%-17.17%
20172.21%0.38%3.16%2.70%2.63%0.35%2.44%-0.79%2.97%0.78%0.44%0.91%19.66%
2016-5.35%-3.95%5.21%2.21%0.26%-4.07%3.71%0.77%1.01%-2.26%-1.03%2.57%-1.52%
20150.99%5.54%-1.52%3.67%0.23%-2.51%2.80%-6.36%-4.98%5.87%-0.36%-1.38%1.19%
2014-5.08%5.94%-1.43%1.45%1.32%0.43%-2.81%0.44%-3.32%-1.14%0.58%-3.71%-7.54%
20134.09%-1.90%2.33%6.07%-3.93%-2.36%5.46%-3.01%7.45%3.70%0.89%4.83%25.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIVLX is 26, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FIVLX is 2626
Overall Rank
The Sharpe Ratio Rank of FIVLX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVLX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FIVLX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FIVLX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FIVLX is 2424
Martin 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 International Value Fund (FIVLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FIVLX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.302.16
The chart of Sortino ratio for FIVLX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.87
The chart of Omega ratio for FIVLX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.40
The chart of Calmar ratio for FIVLX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.343.19
The chart of Martin ratio for FIVLX, currently valued at 1.13, compared to the broader market0.0020.0040.0060.001.1313.87
FIVLX
^GSPC

The current Fidelity International Value Fund Sharpe ratio is 0.30. 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 International Value 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.30
2.16
FIVLX (Fidelity International Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity International Value Fund provided a 0.05% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.01$0.20$0.16$0.41$0.15$0.27$0.24$0.14$0.20$0.12$0.32$0.41

Dividend yield

0.05%2.06%1.85%4.35%1.74%3.19%3.33%1.50%2.57%1.44%3.94%4.51%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity International Value 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$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$0.20$0.20
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2017$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
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2013$0.41$0.41

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.15%
-0.82%
FIVLX (Fidelity International Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity International Value 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 International Value Fund was 64.54%, occurring on Mar 9, 2009. Recovery took 1329 trading sessions.

The current Fidelity International Value Fund drawdown is 11.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.54%Nov 1, 2007338Mar 9, 20091329Jun 19, 20141667
-43.43%Jan 29, 2018541Mar 23, 2020233Feb 24, 2021774
-27.49%Jan 13, 2022177Sep 27, 2022294Nov 28, 2023471
-21.42%Jul 7, 2014405Feb 11, 2016329Jun 2, 2017734
-12.21%Jul 16, 200724Aug 16, 200732Oct 2, 200756

Volatility

Volatility Chart

The current Fidelity International Value Fund volatility is 4.45%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.45%
3.96%
FIVLX (Fidelity International Value Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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