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FDVAX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDVAX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class A (FDVAX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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FDVAX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDVAX
Fidelity Advisor Diversified International Fund Class A
-0.80%27.23%6.15%17.14%-23.91%12.67%19.28%29.50%-15.61%25.69%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, FDVAX achieves a -0.80% return, which is significantly higher than FIGSX's -1.99% return. Over the past 10 years, FDVAX has underperformed FIGSX with an annualized return of 8.27%, while FIGSX has yielded a comparatively higher 9.60% annualized return.


FDVAX

1D
3.27%
1M
-7.33%
YTD
-0.80%
6M
3.04%
1Y
19.66%
3Y*
13.00%
5Y*
5.79%
10Y*
8.27%

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDVAX vs. FIGSX - Expense Ratio Comparison

FDVAX has a 1.16% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

FDVAX vs. FIGSX — Risk / Return Rank

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

FDVAX
FDVAX Risk / Return Rank: 4848
Overall Rank
FDVAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FDVAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FDVAX Omega Ratio Rank: 4545
Omega Ratio Rank
FDVAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FDVAX Martin Ratio Rank: 5050
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
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.

FDVAX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class A (FDVAX) and Fidelity Series International Growth Fund (FIGSX). 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.


FDVAXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.74

+0.33

Sortino ratio

Return per unit of downside risk

1.54

1.16

+0.38

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.48

0.98

+0.51

Martin ratio

Return relative to average drawdown

5.83

3.83

+2.01

FDVAX vs. FIGSX - Sharpe Ratio Comparison

The current FDVAX Sharpe Ratio is 1.07, which is higher than the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FDVAX and FIGSX, 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


FDVAXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.74

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.33

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.55

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Correlation

The correlation between FDVAX and FIGSX 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

FDVAX vs. FIGSX - Dividend Comparison

FDVAX's dividend yield for the trailing twelve months is around 14.07%, more than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
FDVAX
Fidelity Advisor Diversified International Fund Class A
14.07%13.96%6.25%4.08%1.90%10.70%0.00%1.35%4.76%0.30%1.23%0.64%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

FDVAX vs. FIGSX - Drawdown Comparison

The maximum FDVAX drawdown since its inception was -61.34%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FDVAX and FIGSX.


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Drawdown Indicators


FDVAXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.34%

-34.47%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-13.89%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.44%

-34.47%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.44%

-34.47%

-0.97%

Current Drawdown

Current decline from peak

-9.56%

-10.60%

+1.04%

Average Drawdown

Average peak-to-trough decline

-13.68%

-6.49%

-7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.55%

-0.35%

Volatility

FDVAX vs. FIGSX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class A (FDVAX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 8.86% and 9.09%, 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


FDVAXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

9.09%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

13.23%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

19.24%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

17.61%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

17.54%

-0.63%