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FGOMX vs. FIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGOMX and FIGRX is 0.67, 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.


Performance

FGOMX vs. FIGRX - Performance Comparison

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

25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
45.15%
47.90%
FGOMX
FIGRX

Key characteristics

Sharpe Ratio

FGOMX:

0.40

FIGRX:

0.64

Sortino Ratio

FGOMX:

0.69

FIGRX:

1.02

Omega Ratio

FGOMX:

1.09

FIGRX:

1.14

Calmar Ratio

FGOMX:

0.28

FIGRX:

0.57

Martin Ratio

FGOMX:

1.25

FIGRX:

2.83

Ulcer Index

FGOMX:

5.80%

FIGRX:

4.29%

Daily Std Dev

FGOMX:

17.68%

FIGRX:

18.63%

Max Drawdown

FGOMX:

-41.75%

FIGRX:

-60.02%

Current Drawdown

FGOMX:

-14.25%

FIGRX:

-5.98%

Returns By Period

In the year-to-date period, FGOMX achieves a 6.27% return, which is significantly lower than FIGRX's 11.19% return.


FGOMX

YTD

6.27%

1M

10.09%

6M

1.00%

1Y

7.10%

5Y*

7.16%

10Y*

N/A

FIGRX

YTD

11.19%

1M

10.66%

6M

7.48%

1Y

11.78%

5Y*

7.67%

10Y*

4.01%

*Annualized

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FGOMX vs. FIGRX - Expense Ratio Comparison

FGOMX has a 0.25% expense ratio, which is lower than FIGRX's 0.99% expense ratio.


Risk-Adjusted Performance

FGOMX vs. FIGRX — Risk-Adjusted Performance Rank

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

FGOMX
The Risk-Adjusted Performance Rank of FGOMX is 4747
Overall Rank
The Sharpe Ratio Rank of FGOMX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FGOMX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FGOMX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FGOMX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FGOMX is 4747
Martin Ratio Rank

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 6969
Overall Rank
The Sharpe Ratio Rank of FIGRX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGOMX vs. FIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) 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.


The current FGOMX Sharpe Ratio is 0.40, which is lower than the FIGRX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FGOMX 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.40
0.64
FGOMX
FIGRX

Dividends

FGOMX vs. FIGRX - Dividend Comparison

FGOMX's dividend yield for the trailing twelve months is around 2.26%, less than FIGRX's 2.59% yield.


TTM20242023202220212020201920182017201620152014
FGOMX
Strategic Advisers Fidelity Emerging Markets Fund
2.26%2.40%2.83%2.42%4.63%0.73%2.13%1.42%0.00%0.00%0.00%0.00%
FIGRX
Fidelity International Discovery Fund
2.59%2.88%1.91%0.35%11.18%3.70%2.33%3.85%5.11%1.81%1.05%0.68%

Drawdowns

FGOMX vs. FIGRX - Drawdown Comparison

The maximum FGOMX drawdown since its inception was -41.75%, smaller than the maximum FIGRX drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FGOMX and FIGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-14.25%
-5.98%
FGOMX
FIGRX

Volatility

FGOMX vs. FIGRX - Volatility Comparison

Strategic Advisers Fidelity Emerging Markets Fund (FGOMX) has a higher volatility of 4.62% compared to Fidelity International Discovery Fund (FIGRX) at 4.39%. This indicates that FGOMX's price experiences larger fluctuations and is considered to be riskier than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.62%
4.39%
FGOMX
FIGRX