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CGIAX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGIAX vs. FSKLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund (CGIAX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). The values are adjusted to include any dividend payments, if applicable.

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CGIAX vs. FSKLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGIAX
American Funds International Growth and Income Fund
-0.75%35.04%3.26%15.22%-15.49%9.79%7.73%27.06%-14.45%26.00%
FSKLX
Fidelity SAI International Low Volatility Index Fund
3.34%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%21.40%

Returns By Period

In the year-to-date period, CGIAX achieves a -0.75% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, CGIAX has outperformed FSKLX with an annualized return of 8.48%, while FSKLX has yielded a comparatively lower 6.05% annualized return.


CGIAX

1D
-0.02%
1M
-10.90%
YTD
-0.75%
6M
4.93%
1Y
24.81%
3Y*
14.05%
5Y*
7.15%
10Y*
8.48%

FSKLX

1D
0.68%
1M
-7.31%
YTD
3.34%
6M
6.64%
1Y
16.96%
3Y*
11.27%
5Y*
6.37%
10Y*
6.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGIAX vs. FSKLX - Expense Ratio Comparison

CGIAX has a 0.93% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

CGIAX vs. FSKLX — Risk / Return Rank

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

CGIAX
CGIAX Risk / Return Rank: 8383
Overall Rank
CGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
CGIAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CGIAX Martin Ratio Rank: 8282
Martin Ratio Rank

FSKLX
FSKLX Risk / Return Rank: 7575
Overall Rank
FSKLX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 6868
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7474
Martin Ratio Rank
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.

CGIAX vs. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund (CGIAX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


CGIAXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.33

+0.33

Sortino ratio

Return per unit of downside risk

2.12

1.83

+0.29

Omega ratio

Gain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratio

Return relative to maximum drawdown

2.07

1.99

+0.08

Martin ratio

Return relative to average drawdown

8.18

7.06

+1.12

CGIAX vs. FSKLX - Sharpe Ratio Comparison

The current CGIAX Sharpe Ratio is 1.66, which is comparable to the FSKLX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of CGIAX and FSKLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGIAXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.33

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.51

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.46

-0.03

Correlation

The correlation between CGIAX and FSKLX is 0.83, 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

CGIAX vs. FSKLX - Dividend Comparison

CGIAX's dividend yield for the trailing twelve months is around 8.30%, more than FSKLX's 2.51% yield.


TTM20252024202320222021202020192018201720162015
CGIAX
American Funds International Growth and Income Fund
8.30%8.13%3.34%2.27%3.99%6.90%1.35%2.36%2.74%1.80%2.29%3.17%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.51%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

CGIAX vs. FSKLX - Drawdown Comparison

The maximum CGIAX drawdown since its inception was -35.78%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for CGIAX and FSKLX.


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Drawdown Indicators


CGIAXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.78%

-27.26%

-8.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-8.64%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-24.99%

-5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

-27.26%

-8.52%

Current Drawdown

Current decline from peak

-10.90%

-7.31%

-3.59%

Average Drawdown

Average peak-to-trough decline

-7.99%

-5.14%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.43%

+0.32%

Volatility

CGIAX vs. FSKLX - Volatility Comparison

American Funds International Growth and Income Fund (CGIAX) has a higher volatility of 5.77% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that CGIAX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGIAXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

4.41%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

7.41%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

12.28%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

11.44%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

11.89%

+3.92%