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FDIVX vs. FIGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIVX vs. FIGRX - Performance Comparison

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

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FDIVX vs. FIGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIVX
Fidelity Diversified International Fund
-0.53%27.75%6.54%17.74%-23.86%12.79%18.91%29.72%-15.31%25.31%
FIGRX
Fidelity International Discovery Fund
-2.07%27.61%10.96%14.17%-24.83%11.09%21.42%27.53%-17.16%30.27%

Returns By Period

In the year-to-date period, FDIVX achieves a -0.53% return, which is significantly higher than FIGRX's -2.07% return. Both investments have delivered pretty close results over the past 10 years, with FDIVX having a 8.37% annualized return and FIGRX not far behind at 8.14%.


FDIVX

1D
3.27%
1M
-7.21%
YTD
-0.53%
6M
3.48%
1Y
20.34%
3Y*
13.52%
5Y*
6.18%
10Y*
8.37%

FIGRX

1D
3.27%
1M
-7.82%
YTD
-2.07%
6M
-0.53%
1Y
19.72%
3Y*
13.77%
5Y*
4.77%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FDIVX vs. FIGRX — Risk / Return Rank

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

FDIVX
FDIVX Risk / Return Rank: 6161
Overall Rank
FDIVX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 5555
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 6363
Martin Ratio Rank

FIGRX
FIGRX Risk / Return Rank: 5555
Overall Rank
FIGRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FIGRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIGRX Omega Ratio Rank: 5151
Omega Ratio Rank
FIGRX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FIGRX Martin Ratio Rank: 5656
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.

FDIVX vs. FIGRX - Risk-Adjusted Trends 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.


FDIVXFIGRXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.06

+0.05

Sortino ratio

Return per unit of downside risk

1.59

1.53

+0.06

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.56

1.43

+0.14

Martin ratio

Return relative to average drawdown

6.13

5.54

+0.59

FDIVX vs. FIGRX - Sharpe Ratio Comparison

The current FDIVX Sharpe Ratio is 1.11, which is comparable to the FIGRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FDIVX and FIGRX, 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


FDIVXFIGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.06

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.29

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.48

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.45

+0.03

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.


Dividends

FDIVX vs. FIGRX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 10.75%, more than FIGRX's 7.09% yield.


TTM20252024202320222021202020192018201720162015
FDIVX
Fidelity Diversified International Fund
10.75%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%
FIGRX
Fidelity International Discovery Fund
7.09%6.94%2.88%1.91%0.35%11.18%3.70%2.33%3.85%4.01%1.81%0.01%

Drawdowns

FDIVX vs. FIGRX - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -60.61%, roughly equal to the maximum FIGRX drawdown of -60.47%. Use the drawdown chart below to compare losses from any high point for FDIVX and FIGRX.


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Drawdown Indicators


FDIVXFIGRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-60.47%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-13.11%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-36.54%

+0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-36.54%

+0.94%

Current Drawdown

Current decline from peak

-9.39%

-10.23%

+0.84%

Average Drawdown

Average peak-to-trough decline

-11.72%

-12.40%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.37%

-0.21%

Volatility

FDIVX vs. FIGRX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) and Fidelity International Discovery Fund (FIGRX) have volatilities of 8.78% and 9.03%, 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


FDIVXFIGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

9.03%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

13.25%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

19.32%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.79%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

16.84%

-0.03%