PortfoliosLab logoPortfoliosLab logo
FDIKX vs. FIDKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIKX vs. FIDKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International Fund Class K (FDIKX) and Fidelity International Discovery Fund Class K (FIDKX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FDIKX vs. FIDKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIKX
Fidelity Diversified International Fund Class K
-3.67%27.87%6.62%17.84%-23.77%12.92%19.08%29.82%-15.19%25.30%
FIDKX
Fidelity International Discovery Fund Class K
-5.15%27.70%11.03%14.30%-24.73%11.18%21.55%27.66%-17.06%30.27%

Returns By Period

In the year-to-date period, FDIKX achieves a -3.67% return, which is significantly higher than FIDKX's -5.15% return. Both investments have delivered pretty close results over the past 10 years, with FDIKX having a 8.13% annualized return and FIDKX not far behind at 7.89%.


FDIKX

1D
0.15%
1M
-11.86%
YTD
-3.67%
6M
0.58%
1Y
17.11%
3Y*
12.41%
5Y*
5.92%
10Y*
8.13%

FIDKX

1D
0.02%
1M
-12.29%
YTD
-5.15%
6M
-3.26%
1Y
16.60%
3Y*
12.65%
5Y*
4.49%
10Y*
7.89%
*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.


FDIKX vs. FIDKX - Expense Ratio Comparison

FDIKX has a 0.91% expense ratio, which is higher than FIDKX's 0.90% expense ratio.


Return for Risk

FDIKX vs. FIDKX — Risk / Return Rank

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

FDIKX
FDIKX Risk / Return Rank: 4242
Overall Rank
FDIKX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FDIKX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FDIKX Omega Ratio Rank: 3838
Omega Ratio Rank
FDIKX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FDIKX Martin Ratio Rank: 4444
Martin Ratio Rank

FIDKX
FIDKX Risk / Return Rank: 3737
Overall Rank
FIDKX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FIDKX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FIDKX Omega Ratio Rank: 3535
Omega Ratio Rank
FIDKX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FIDKX Martin Ratio Rank: 3737
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.

FDIKX vs. FIDKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund Class K (FDIKX) and Fidelity International Discovery Fund Class K (FIDKX). 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.


FDIKXFIDKXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.79

+0.05

Sortino ratio

Return per unit of downside risk

1.25

1.18

+0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.13

1.03

+0.09

Martin ratio

Return relative to average drawdown

4.44

3.93

+0.51

FDIKX vs. FIDKX - Sharpe Ratio Comparison

The current FDIKX Sharpe Ratio is 0.85, which is comparable to the FIDKX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FDIKX and FIDKX, 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


FDIKXFIDKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.79

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.27

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.47

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.22

-0.01

Correlation

The correlation between FDIKX and FIDKX is 0.98, 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

FDIKX vs. FIDKX - Dividend Comparison

FDIKX's dividend yield for the trailing twelve months is around 11.19%, more than FIDKX's 7.38% yield.


TTM20252024202320222021202020192018201720162015
FDIKX
Fidelity Diversified International Fund Class K
11.19%10.77%4.00%4.40%1.48%10.71%1.07%1.42%7.48%4.23%1.50%0.47%
FIDKX
Fidelity International Discovery Fund Class K
7.38%7.00%3.01%2.02%0.47%11.39%3.78%2.43%4.00%4.02%1.96%0.01%

Drawdowns

FDIKX vs. FIDKX - Drawdown Comparison

The maximum FDIKX drawdown since its inception was -57.95%, roughly equal to the maximum FIDKX drawdown of -56.79%. Use the drawdown chart below to compare losses from any high point for FDIKX and FIDKX.


Loading graphics...

Drawdown Indicators


FDIKXFIDKXDifference

Max Drawdown

Largest peak-to-trough decline

-57.95%

-56.79%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-13.08%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

-36.47%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-36.47%

+0.95%

Current Drawdown

Current decline from peak

-12.24%

-13.06%

+0.82%

Average Drawdown

Average peak-to-trough decline

-13.69%

-13.56%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.45%

-0.22%

Volatility

FDIKX vs. FIDKX - Volatility Comparison

Fidelity Diversified International Fund Class K (FDIKX) and Fidelity International Discovery Fund Class K (FIDKX) have volatilities of 8.06% and 8.28%, 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.


Loading graphics...

Volatility by Period


FDIKXFIDKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

8.28%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

12.88%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

19.14%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

16.74%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

16.82%

-0.03%