FDIVX vs. FIGRX
Compare and contrast key facts about Fidelity Diversified International Fund (FDIVX) and Fidelity International Discovery Fund (FIGRX).
FDIVX is managed by Fidelity. It was launched on Dec 27, 1991. FIGRX is managed by Fidelity. It was launched on Dec 31, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDIVX or FIGRX.
Key characteristics
| FDIVX | FIGRX | |
|---|---|---|
| YTD Return | 9.54% | 13.34% |
| 1Y Return | 20.08% | 24.48% |
| 3Y Return (Ann) | -1.30% | -1.97% |
| 5Y Return (Ann) | 6.80% | 6.77% |
| 10Y Return (Ann) | 6.23% | 5.87% |
| Sharpe Ratio | 1.37 | 1.82 |
| Sortino Ratio | 1.97 | 2.52 |
| Omega Ratio | 1.25 | 1.32 |
| Calmar Ratio | 1.01 | 1.00 |
| Martin Ratio | 8.01 | 9.76 |
| Ulcer Index | 2.50% | 2.52% |
| Daily Std Dev | 14.60% | 13.52% |
| Max Drawdown | -59.98% | -60.02% |
| Current Drawdown | -5.94% | -6.33% |
Correlation
The correlation between FDIVX and FIGRX is 0.97, 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.
Performance
FDIVX vs. FIGRX - Performance Comparison
In the year-to-date period, FDIVX achieves a 9.54% return, which is significantly lower than FIGRX's 13.34% return. Over the past 10 years, FDIVX has outperformed FIGRX with an annualized return of 6.23%, while FIGRX has yielded a comparatively lower 5.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDIVX vs. FIGRX - Expense Ratio Comparison
FDIVX has a 1.01% expense ratio, which is higher than FIGRX's 0.99% expense ratio.
Risk-Adjusted Performance
FDIVX vs. FIGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Fidelity International Discovery Fund (FIGRX). 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.
Dividends
FDIVX vs. FIGRX - Dividend Comparison
FDIVX's dividend yield for the trailing twelve months is around 1.56%, less than FIGRX's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIVX Fidelity Diversified International Fund | 1.56% | 1.71% | 0.38% | 1.17% | 0.04% | 1.32% | 1.35% | 1.08% | 1.15% | 2.23% | 4.97% | 2.36% |
FIGRX Fidelity International Discovery Fund | 1.68% | 1.91% | 0.35% | 2.90% | 0.47% | 1.72% | 1.35% | 1.10% | 1.68% | 1.05% | 0.68% | 3.10% |
Drawdowns
FDIVX vs. FIGRX - Drawdown Comparison
The maximum FDIVX drawdown since its inception was -59.98%, roughly equal to the maximum FIGRX drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FDIVX and FIGRX. For additional features, visit the drawdowns tool.
Volatility
FDIVX vs. FIGRX - Volatility Comparison
Fidelity Diversified International Fund (FDIVX) and Fidelity International Discovery Fund (FIGRX) have volatilities of 3.79% and 3.82%, 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.