PortfoliosLab logoPortfoliosLab logo
DOMIX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOMIX vs. FIGSX - Performance Comparison

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

Loading graphics...

DOMIX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOMIX
Domini Impact International Equity Fund
-2.59%30.81%8.24%21.39%-20.84%10.69%5.73%16.94%-16.35%24.61%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, DOMIX achieves a -2.59% return, which is significantly higher than FIGSX's -5.60% return. Over the past 10 years, DOMIX has underperformed FIGSX with an annualized return of 6.99%, while FIGSX has yielded a comparatively higher 9.19% annualized return.


DOMIX

1D
0.00%
1M
-11.04%
YTD
-2.59%
6M
2.48%
1Y
20.86%
3Y*
15.78%
5Y*
7.15%
10Y*
6.99%

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DOMIX vs. FIGSX - Expense Ratio Comparison

DOMIX has a 1.37% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

DOMIX vs. FIGSX — Risk / Return Rank

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

DOMIX
DOMIX Risk / Return Rank: 6464
Overall Rank
DOMIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DOMIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DOMIX Omega Ratio Rank: 6060
Omega Ratio Rank
DOMIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DOMIX Martin Ratio Rank: 6464
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

DOMIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) 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.


DOMIXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.50

+0.65

Sortino ratio

Return per unit of downside risk

1.62

0.82

+0.80

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.55

0.58

+0.96

Martin ratio

Return relative to average drawdown

6.06

2.33

+3.73

DOMIX vs. FIGSX - Sharpe Ratio Comparison

The current DOMIX Sharpe Ratio is 1.15, which is higher than the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DOMIX 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.


Loading graphics...

Sharpe Ratios by Period


DOMIXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.50

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.30

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.53

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.47

-0.30

Correlation

The correlation between DOMIX and FIGSX is 0.89, 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

DOMIX vs. FIGSX - Dividend Comparison

DOMIX's dividend yield for the trailing twelve months is around 2.00%, less than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
DOMIX
Domini Impact International Equity Fund
2.00%1.94%3.00%2.00%1.92%1.17%0.50%2.77%5.14%2.52%1.88%3.19%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

DOMIX vs. FIGSX - Drawdown Comparison

The maximum DOMIX drawdown since its inception was -66.21%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for DOMIX and FIGSX.


Loading graphics...

Drawdown Indicators


DOMIXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.21%

-34.47%

-31.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-13.89%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-34.47%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-34.47%

-5.84%

Current Drawdown

Current decline from peak

-11.32%

-13.89%

+2.57%

Average Drawdown

Average peak-to-trough decline

-16.87%

-6.49%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.48%

-0.49%

Volatility

DOMIX vs. FIGSX - Volatility Comparison

The current volatility for Domini Impact International Equity Fund (DOMIX) is 7.30%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 8.00%. This indicates that DOMIX 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.


Loading graphics...

Volatility by Period


DOMIXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

8.00%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

12.68%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

18.90%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

17.53%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

17.50%

-0.86%