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FAPCX vs. RWMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAPCX vs. RWMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation K6 Fund (FAPCX) and American Funds Washington Mutual Investors Fund Class R-6 (RWMGX). The values are adjusted to include any dividend payments, if applicable.

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FAPCX vs. RWMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAPCX
Fidelity International Capital Appreciation K6 Fund
-4.86%18.82%8.28%27.54%-26.25%12.43%22.82%33.52%-12.55%15.61%
RWMGX
American Funds Washington Mutual Investors Fund Class R-6
-3.10%17.56%19.35%17.58%-8.17%28.84%8.02%25.78%-5.91%12.66%

Returns By Period

In the year-to-date period, FAPCX achieves a -4.86% return, which is significantly lower than RWMGX's -3.10% return.


FAPCX

1D
3.61%
1M
-9.08%
YTD
-4.86%
6M
-5.35%
1Y
9.77%
3Y*
11.15%
5Y*
4.91%
10Y*

RWMGX

1D
2.22%
1M
-5.83%
YTD
-3.10%
6M
-1.25%
1Y
13.30%
3Y*
16.48%
5Y*
11.52%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAPCX vs. RWMGX - Expense Ratio Comparison

FAPCX has a 0.65% expense ratio, which is higher than RWMGX's 0.27% expense ratio.


Return for Risk

FAPCX vs. RWMGX — Risk / Return Rank

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

FAPCX
FAPCX Risk / Return Rank: 1818
Overall Rank
FAPCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FAPCX Sortino Ratio Rank: 1919
Sortino Ratio Rank
FAPCX Omega Ratio Rank: 1818
Omega Ratio Rank
FAPCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FAPCX Martin Ratio Rank: 1919
Martin Ratio Rank

RWMGX
RWMGX Risk / Return Rank: 5050
Overall Rank
RWMGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RWMGX Sortino Ratio Rank: 4545
Sortino Ratio Rank
RWMGX Omega Ratio Rank: 4444
Omega Ratio Rank
RWMGX Calmar Ratio Rank: 5656
Calmar Ratio Rank
RWMGX Martin Ratio Rank: 6363
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. RWMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation K6 Fund (FAPCX) and American Funds Washington Mutual Investors Fund Class R-6 (RWMGX). 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.


FAPCXRWMGXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.89

-0.36

Sortino ratio

Return per unit of downside risk

0.89

1.37

-0.48

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.55

1.38

-0.83

Martin ratio

Return relative to average drawdown

2.15

6.17

-4.01

FAPCX vs. RWMGX - Sharpe Ratio Comparison

The current FAPCX Sharpe Ratio is 0.53, which is lower than the RWMGX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FAPCX and RWMGX, 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


FAPCXRWMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.89

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.82

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.79

-0.30

Correlation

The correlation between FAPCX and RWMGX is 0.77, 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. RWMGX - Dividend Comparison

FAPCX's dividend yield for the trailing twelve months is around 9.96%, less than RWMGX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
FAPCX
Fidelity International Capital Appreciation K6 Fund
9.96%9.48%2.94%0.42%0.40%8.83%0.41%0.87%0.81%1.95%0.00%0.00%
RWMGX
American Funds Washington Mutual Investors Fund Class R-6
10.74%10.36%10.36%6.42%6.63%6.33%3.35%6.91%4.67%7.52%6.66%6.55%

Drawdowns

FAPCX vs. RWMGX - Drawdown Comparison

The maximum FAPCX drawdown since its inception was -37.09%, which is greater than RWMGX's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for FAPCX and RWMGX.


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Drawdown Indicators


FAPCXRWMGXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-34.64%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-10.36%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-18.46%

-18.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

Current Drawdown

Current decline from peak

-11.35%

-6.32%

-5.03%

Average Drawdown

Average peak-to-trough decline

-7.82%

-3.14%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.32%

+1.35%

Volatility

FAPCX vs. RWMGX - Volatility Comparison

Fidelity International Capital Appreciation K6 Fund (FAPCX) has a higher volatility of 8.82% compared to American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) at 4.41%. This indicates that FAPCX's price experiences larger fluctuations and is considered to be riskier than RWMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAPCXRWMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

4.41%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

8.28%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

15.30%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

14.13%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

16.33%

+2.16%