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AIIEX vs. FMAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIIEX and FMAGX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AIIEX vs. FMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV International Equity Fund (AIIEX) and Fidelity Magellan Fund (FMAGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-10.71%
-0.89%
AIIEX
FMAGX

Key characteristics

Sharpe Ratio

AIIEX:

-0.13

FMAGX:

1.24

Sortino Ratio

AIIEX:

-0.09

FMAGX:

1.72

Omega Ratio

AIIEX:

0.99

FMAGX:

1.23

Calmar Ratio

AIIEX:

-0.05

FMAGX:

0.92

Martin Ratio

AIIEX:

-0.39

FMAGX:

6.55

Ulcer Index

AIIEX:

4.82%

FMAGX:

3.14%

Daily Std Dev

AIIEX:

14.07%

FMAGX:

16.63%

Max Drawdown

AIIEX:

-58.30%

FMAGX:

-61.25%

Current Drawdown

AIIEX:

-39.86%

FMAGX:

-6.95%

Returns By Period

In the year-to-date period, AIIEX achieves a -0.23% return, which is significantly lower than FMAGX's 0.40% return. Over the past 10 years, AIIEX has underperformed FMAGX with an annualized return of -2.78%, while FMAGX has yielded a comparatively higher 6.41% annualized return.


AIIEX

YTD

-0.23%

1M

-3.45%

6M

-10.71%

1Y

-2.49%

5Y*

-7.35%

10Y*

-2.78%

FMAGX

YTD

0.40%

1M

-3.19%

6M

-0.89%

1Y

20.15%

5Y*

7.18%

10Y*

6.41%

*Annualized

Compare stocks, funds, or ETFs

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


AIIEX vs. FMAGX - Expense Ratio Comparison

AIIEX has a 1.35% expense ratio, which is higher than FMAGX's 0.68% expense ratio.


AIIEX
Invesco EQV International Equity Fund
Expense ratio chart for AIIEX: current value at 1.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.35%
Expense ratio chart for FMAGX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

AIIEX vs. FMAGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIIEX
The Risk-Adjusted Performance Rank of AIIEX is 99
Overall Rank
The Sharpe Ratio Rank of AIIEX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of AIIEX is 88
Sortino Ratio Rank
The Omega Ratio Rank of AIIEX is 99
Omega Ratio Rank
The Calmar Ratio Rank of AIIEX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AIIEX is 99
Martin Ratio Rank

FMAGX
The Risk-Adjusted Performance Rank of FMAGX is 7777
Overall Rank
The Sharpe Ratio Rank of FMAGX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FMAGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FMAGX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FMAGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FMAGX is 8080
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.

AIIEX vs. FMAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Equity Fund (AIIEX) and Fidelity Magellan Fund (FMAGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AIIEX, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00-0.131.24
The chart of Sortino ratio for AIIEX, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.00-0.091.72
The chart of Omega ratio for AIIEX, currently valued at 0.99, compared to the broader market1.002.003.000.991.23
The chart of Calmar ratio for AIIEX, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.050.92
The chart of Martin ratio for AIIEX, currently valued at -0.39, compared to the broader market0.0020.0040.0060.00-0.396.55
AIIEX
FMAGX

The current AIIEX Sharpe Ratio is -0.13, which is lower than the FMAGX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of AIIEX and FMAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.13
1.24
AIIEX
FMAGX

Dividends

AIIEX vs. FMAGX - Dividend Comparison

AIIEX's dividend yield for the trailing twelve months is around 2.83%, more than FMAGX's 0.23% yield.


TTM20242023202220212020201920182017201620152014
AIIEX
Invesco EQV International Equity Fund
2.83%2.82%0.63%0.00%2.01%0.92%2.01%1.03%1.65%1.23%1.24%1.43%
FMAGX
Fidelity Magellan Fund
0.23%0.23%0.42%0.27%0.00%0.00%0.48%0.69%0.79%0.60%8.40%13.88%

Drawdowns

AIIEX vs. FMAGX - Drawdown Comparison

The maximum AIIEX drawdown since its inception was -58.30%, roughly equal to the maximum FMAGX drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for AIIEX and FMAGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-39.86%
-6.95%
AIIEX
FMAGX

Volatility

AIIEX vs. FMAGX - Volatility Comparison

Invesco EQV International Equity Fund (AIIEX) has a higher volatility of 6.21% compared to Fidelity Magellan Fund (FMAGX) at 4.96%. This indicates that AIIEX's price experiences larger fluctuations and is considered to be riskier than FMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.21%
4.96%
AIIEX
FMAGX
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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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