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FAPCX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAPCX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation K6 Fund (FAPCX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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FAPCX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAPCX
Fidelity International Capital Appreciation K6 Fund
-8.18%18.82%8.28%27.54%-26.25%12.43%22.82%33.52%-12.55%15.61%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%9.51%

Returns By Period

In the year-to-date period, FAPCX achieves a -8.18% return, which is significantly lower than FIGSX's -5.60% return.


FAPCX

1D
-0.56%
1M
-13.06%
YTD
-8.18%
6M
-8.50%
1Y
6.52%
3Y*
9.84%
5Y*
4.58%
10Y*

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)

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FAPCX vs. FIGSX - Expense Ratio Comparison

FAPCX has a 0.65% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

FAPCX vs. FIGSX — Risk / Return Rank

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

FAPCX
FAPCX Risk / Return Rank: 1212
Overall Rank
FAPCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FAPCX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FAPCX Omega Ratio Rank: 1212
Omega Ratio Rank
FAPCX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FAPCX Martin Ratio Rank: 1313
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.

FAPCX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation K6 Fund (FAPCX) 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.


FAPCXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.50

-0.21

Sortino ratio

Return per unit of downside risk

0.55

0.82

-0.28

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.29

0.58

-0.29

Martin ratio

Return relative to average drawdown

1.14

2.33

-1.19

FAPCX vs. FIGSX - Sharpe Ratio Comparison

The current FAPCX Sharpe Ratio is 0.29, which is lower than the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FAPCX 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


FAPCXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.50

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.30

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Correlation

The correlation between FAPCX and FIGSX is 0.95, 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

FAPCX vs. FIGSX - Dividend Comparison

FAPCX's dividend yield for the trailing twelve months is around 10.32%, more than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
FAPCX
Fidelity International Capital Appreciation K6 Fund
10.32%9.48%2.94%0.42%0.40%8.83%0.41%0.87%0.81%1.95%0.00%0.00%
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

FAPCX vs. FIGSX - Drawdown Comparison

The maximum FAPCX drawdown since its inception was -37.09%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FAPCX and FIGSX.


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Drawdown Indicators


FAPCXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-34.47%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-13.89%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-34.47%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-14.45%

-13.89%

-0.56%

Average Drawdown

Average peak-to-trough decline

-7.82%

-6.49%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.48%

+0.19%

Volatility

FAPCX vs. FIGSX - Volatility Comparison

Fidelity International Capital Appreciation K6 Fund (FAPCX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 7.76% and 8.00%, 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.


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Volatility by Period


FAPCXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

8.00%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

12.68%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

18.90%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

17.53%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

17.50%

+0.95%