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BUFIX vs. FIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFIX vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo International Fund (BUFIX) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

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BUFIX vs. FIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFIX
Buffalo International Fund
-4.81%17.09%-1.90%18.33%-21.80%18.20%19.10%28.01%-8.85%29.33%
FIVFX
Fidelity International Capital Appreciation Fund
0.00%19.54%8.05%27.58%-26.48%12.14%22.32%33.05%-12.87%35.81%

Returns By Period


BUFIX

1D
0.09%
1M
-12.77%
YTD
-4.81%
6M
-3.94%
1Y
6.05%
3Y*
4.77%
5Y*
3.18%
10Y*
8.16%

FIVFX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFIX vs. FIVFX - Expense Ratio Comparison

BUFIX has a 1.03% expense ratio, which is higher than FIVFX's 1.00% expense ratio.


Return for Risk

BUFIX vs. FIVFX — Risk / Return Rank

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

BUFIX
BUFIX Risk / Return Rank: 1111
Overall Rank
BUFIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BUFIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BUFIX Omega Ratio Rank: 1111
Omega Ratio Rank
BUFIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
BUFIX Martin Ratio Rank: 1212
Martin Ratio Rank

FIVFX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUFIX vs. FIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo International Fund (BUFIX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.


BUFIXFIVFXDifference

Sharpe ratio

Return per unit of total volatility

0.27

Sortino ratio

Return per unit of downside risk

0.49

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.28

Martin ratio

Return relative to average drawdown

1.01

BUFIX vs. FIVFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BUFIXFIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

Correlation

The correlation between BUFIX and FIVFX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUFIX vs. FIVFX - Dividend Comparison

BUFIX's dividend yield for the trailing twelve months is around 0.89%, less than FIVFX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
BUFIX
Buffalo International Fund
0.89%0.85%0.84%0.59%1.85%1.20%0.28%0.57%2.42%0.36%0.00%0.51%
FIVFX
Fidelity International Capital Appreciation Fund
10.67%10.67%4.19%0.38%0.05%9.08%1.28%3.29%3.00%2.99%0.68%1.57%

Drawdowns

BUFIX vs. FIVFX - Drawdown Comparison


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Drawdown Indicators


BUFIXFIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

Current Drawdown

Current decline from peak

-12.77%

Average Drawdown

Average peak-to-trough decline

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

Volatility

BUFIX vs. FIVFX - Volatility Comparison


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Volatility by Period


BUFIXFIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%