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FDKFX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDKFX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery K6 Fund (FDKFX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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FDKFX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FDKFX
Fidelity International Discovery K6 Fund
-4.81%29.31%11.14%14.40%-24.74%11.20%21.50%11.81%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%10.73%

Returns By Period

In the year-to-date period, FDKFX achieves a -4.81% return, which is significantly lower than IVFIX's 5.22% return.


FDKFX

1D
0.06%
1M
-12.13%
YTD
-4.81%
6M
-2.56%
1Y
18.14%
3Y*
13.33%
5Y*
4.85%
10Y*

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDKFX vs. IVFIX - Expense Ratio Comparison

FDKFX has a 0.60% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

FDKFX vs. IVFIX — Risk / Return Rank

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

FDKFX
FDKFX Risk / Return Rank: 4343
Overall Rank
FDKFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FDKFX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FDKFX Omega Ratio Rank: 3939
Omega Ratio Rank
FDKFX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FDKFX Martin Ratio Rank: 4343
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

FDKFX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery K6 Fund (FDKFX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


FDKFXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.98

-1.11

Sortino ratio

Return per unit of downside risk

1.28

2.58

-1.30

Omega ratio

Gain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratio

Return relative to maximum drawdown

1.14

4.08

-2.93

Martin ratio

Return relative to average drawdown

4.37

17.43

-13.06

FDKFX vs. IVFIX - Sharpe Ratio Comparison

The current FDKFX Sharpe Ratio is 0.87, which is lower than the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FDKFX and IVFIX, 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


FDKFXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.98

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.83

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.21

+0.26

Correlation

The correlation between FDKFX and IVFIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDKFX vs. IVFIX - Dividend Comparison

FDKFX's dividend yield for the trailing twelve months is around 3.23%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
FDKFX
Fidelity International Discovery K6 Fund
3.23%3.07%4.06%1.62%0.99%1.90%0.60%0.80%0.00%0.00%0.00%0.00%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

FDKFX vs. IVFIX - Drawdown Comparison

The maximum FDKFX drawdown since its inception was -36.63%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for FDKFX and IVFIX.


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Drawdown Indicators


FDKFXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.63%

-51.49%

+14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-8.47%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-36.63%

-21.29%

-15.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-13.06%

-6.58%

-6.48%

Average Drawdown

Average peak-to-trough decline

-9.71%

-11.69%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.98%

+1.46%

Volatility

FDKFX vs. IVFIX - Volatility Comparison

Fidelity International Discovery K6 Fund (FDKFX) has a higher volatility of 8.22% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that FDKFX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDKFXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

4.54%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

8.10%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

14.63%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

12.96%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

14.74%

+4.00%