CDHIX vs. FIGSX

Last updated Jun 24, 2026

CDHIX (Calvert International Responsible Index Fund) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, CDHIX returned 11.96%/yr vs 11.43%/yr for FIGSX. Their correlation of 0.94 suggests significant overlap in exposure. CDHIX charges 0.29%/yr vs 0.01%/yr for FIGSX.

Performance

CDHIX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calvert International Responsible Index Fund (CDHIX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CDHIX achieves a 21.89% return, which is significantly higher than FIGSX's 13.40% return. Both investments have delivered pretty close results over the past 10 years, with CDHIX having a 11.96% annualized return and FIGSX not far behind at 11.43%.

CDHIX

• 1D: 0.26%
• 1M: 5.99%
• YTD: 21.89%
• 6M: 21.79%
• 1Y: 40.00%
• 3Y*: 22.51%
• 5Y*: 11.23%
• 10Y*: 11.96%

FIGSX

• 1D: 0.09%
• 1M: 6.91%
• YTD: 13.40%
• 6M: 12.81%
• 1Y: 22.69%
• 3Y*: 15.65%
• 5Y*: 7.31%
• 10Y*: 11.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CDHIX vs. FIGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CDHIX Calvert International Responsible Index Fund	21.89%	33.29%	5.04%	20.03%	-19.22%	12.57%	15.33%	24.38%	-13.67%	25.31%
FIGSX Fidelity Series International Growth Fund	13.40%	19.12%	5.93%	21.74%	-22.87%	16.61%	18.52%	35.59%	-10.97%	30.21%

Correlation

The correlation between CDHIX and FIGSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.94

The correlation between CDHIX and FIGSX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

CDHIX vs. FIGSX — Risk / Return Rank

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

CDHIX

CDHIX Risk / Return Rank: 74
CDHIX Sharpe Ratio Rank: 78
CDHIX Sortino Ratio Rank: 69
CDHIX Omega Ratio Rank: 72
CDHIX Calmar Ratio Rank: 76
CDHIX Martin Ratio Rank: 72

FIGSX

FIGSX Risk / Return Rank: 25
FIGSX Sharpe Ratio Rank: 22
FIGSX Sortino Ratio Rank: 23
FIGSX Omega Ratio Rank: 23
FIGSX Calmar Ratio Rank: 25
FIGSX Martin Ratio Rank: 30

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.

CDHIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert International Responsible Index Fund (CDHIX) and Fidelity Series International Growth Fund (FIGSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CDHIX	FIGSX	Difference
Sharpe ratio: Return per unit of total volatility	2.38	1.26	+1.12
Sortino ratio: Return per unit of downside risk	3.16	1.87	+1.29
Omega ratio: Gain probability vs. loss probability	1.43	1.23	+0.20
Calmar ratio: Return relative to maximum drawdown	3.27	1.75	+1.52
Martin ratio: Return relative to average drawdown	12.84	6.41	+6.43

CDHIX vs. FIGSX - Sharpe Ratio Comparison

The current CDHIX Sharpe Ratio is 2.38, which is higher than the FIGSX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CDHIX and FIGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CDHIX vs. FIGSX - Drawdown Comparison

The maximum CDHIX drawdown since its inception was -32.32%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for CDHIX and FIGSX.

Drawdown Indicators

	CDHIX	FIGSX	Difference
Max Drawdown Largest peak-to-trough decline	-32.32%	-34.47%	+2.15%
Max Drawdown (1Y) Largest decline over 1 year	-12.61%	-13.89%	+1.28%
Max Drawdown (3Y) Largest decline over 3 years	-13.41%	-16.29%	+2.88%
Max Drawdown (5Y) Largest decline over 5 years	-32.01%	-34.47%	+2.46%
Max Drawdown (10Y) Largest decline over 10 years	-32.32%	-34.47%	+2.15%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.30%	-6.45%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	3.78%	-0.57%

Volatility

CDHIX vs. FIGSX - Volatility Comparison

Calvert International Responsible Index Fund (CDHIX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 7.29% and 7.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDHIX	FIGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.29%	7.15%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	15.00%	17.02%	-2.02%
Volatility (1Y) Calculated over the trailing 1-year period	17.36%	19.34%	-1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.53%	18.28%	-1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	17.90%	-1.31%

CDHIX vs. FIGSX - Expense Ratio Comparison

CDHIX has a 0.29% expense ratio, which is higher than FIGSX's 0.01% expense ratio.

Dividends

CDHIX vs. FIGSX - Dividend Comparison

CDHIX's dividend yield for the trailing twelve months is around 2.78%, less than FIGSX's 7.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDHIX Calvert International Responsible Index Fund	2.78%	3.39%	2.87%	2.00%	1.92%	2.00%	1.25%	1.72%	2.25%	1.35%	2.01%	0.00%
FIGSX Fidelity Series International Growth Fund	7.65%	8.67%	4.29%	1.27%	3.53%	8.33%	16.24%	3.64%	7.47%	3.14%	2.54%	3.54%

Frequently Asked Questions

Can I hold both CDHIX and FIGSX in my portfolio?

With a correlation of 0.93, CDHIX and FIGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CDHIX or FIGSX?

CDHIX has higher volatility (7.29%) compared to FIGSX (7.15%). In terms of maximum drawdown, CDHIX dropped -32.32% vs FIGSX's -34.47%.

Which has better risk-adjusted returns?

CDHIX currently has the higher Sharpe Ratio (2.38 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.