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CMIEX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMIEX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Multi-Manager International Equity Strategies Fund (CMIEX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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CMIEX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CMIEX
Multi-Manager International Equity Strategies Fund
-2.03%32.46%3.96%21.41%-15.46%6.89%16.20%23.87%-16.02%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-12.48%

Returns By Period

The year-to-date returns for both investments are quite close, with CMIEX having a -2.03% return and FIGSX slightly higher at -1.99%.


CMIEX

1D
3.37%
1M
-7.92%
YTD
-2.03%
6M
2.03%
1Y
20.12%
3Y*
13.69%
5Y*
6.77%
10Y*

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMIEX vs. FIGSX - Expense Ratio Comparison

CMIEX has a 0.99% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

CMIEX vs. FIGSX — Risk / Return Rank

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

CMIEX
CMIEX Risk / Return Rank: 5656
Overall Rank
CMIEX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMIEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
CMIEX Omega Ratio Rank: 5555
Omega Ratio Rank
CMIEX Calmar Ratio Rank: 5353
Calmar Ratio Rank
CMIEX Martin Ratio Rank: 5252
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
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.

CMIEX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Multi-Manager International Equity Strategies Fund (CMIEX) 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.


CMIEXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.74

+0.45

Sortino ratio

Return per unit of downside risk

1.67

1.16

+0.51

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

1.45

0.98

+0.47

Martin ratio

Return relative to average drawdown

5.72

3.83

+1.89

CMIEX vs. FIGSX - Sharpe Ratio Comparison

The current CMIEX Sharpe Ratio is 1.19, which is higher than the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CMIEX and FIGSX, 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


CMIEXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.74

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.33

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.06

Correlation

The correlation between CMIEX and FIGSX is 0.92, 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

CMIEX vs. FIGSX - Dividend Comparison

CMIEX's dividend yield for the trailing twelve months is around 9.11%, more than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
CMIEX
Multi-Manager International Equity Strategies Fund
9.11%8.92%7.54%2.26%2.44%3.21%1.30%2.47%0.83%0.00%0.00%0.00%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

CMIEX vs. FIGSX - Drawdown Comparison

The maximum CMIEX drawdown since its inception was -35.35%, roughly equal to the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for CMIEX and FIGSX.


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Drawdown Indicators


CMIEXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-34.47%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-13.89%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-32.43%

-34.47%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-10.07%

-10.60%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.86%

-6.49%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

3.55%

-0.23%

Volatility

CMIEX vs. FIGSX - Volatility Comparison

The current volatility for Multi-Manager International Equity Strategies Fund (CMIEX) is 8.04%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 9.09%. This indicates that CMIEX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMIEXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

9.09%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

13.23%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

19.24%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

17.61%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

17.54%

+0.78%