FICDX vs. FIVFX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Canada Fund (FICDX) and Fidelity International Capital Appreciation Fund (FIVFX).

FICDX is managed by Fidelity. It was launched on Nov 17, 1987. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.

Performance

FICDX vs. FIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Canada Fund (FICDX) and Fidelity International Capital Appreciation Fund (FIVFX). The values are adjusted to include any dividend payments, if applicable.

FICDX vs. FIVFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FICDX Fidelity Canada Fund	0.28%	25.86%	9.15%	14.66%	-6.14%	26.86%	4.43%	25.82%	-14.32%	12.79%
FIVFX Fidelity International Capital Appreciation Fund	0.00%	19.54%	8.05%	27.58%	-26.48%	12.14%	22.32%	33.05%	-12.87%	35.81%

Returns By Period

FICDX

• 1D: -0.20%
• 1M: -6.90%
• YTD: 0.28%
• 6M: 5.05%
• 1Y: 23.82%
• 3Y*: 14.71%
• 5Y*: 11.33%
• 10Y*: 10.16%

FIVFX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FICDX vs. FIVFX - Expense Ratio Comparison

FICDX has a 0.80% expense ratio, which is lower than FIVFX's 1.00% expense ratio.

FIVFX

Fidelity International Capital Appreciation Fund

FICDX

Fidelity Canada Fund

Return for Risk

FICDX vs. FIVFX — Risk / Return Rank

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

FICDX

FICDX Risk / Return Rank: 85
FICDX Sharpe Ratio Rank: 84
FICDX Sortino Ratio Rank: 84
FICDX Omega Ratio Rank: 80
FICDX Calmar Ratio Rank: 86
FICDX Martin Ratio Rank: 89

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.

FICDX vs. FIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and Fidelity International Capital Appreciation Fund (FIVFX). 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.

	FICDX	FIVFX	Difference
Sharpe ratio Return per unit of total volatility	1.58	—	—
Sortino ratio Return per unit of downside risk	2.17	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.22	—	—
Martin ratio Return relative to average drawdown	9.95	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FICDX	FIVFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	—	—

Correlation

The correlation between FICDX and FIVFX is 0.68, 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

FICDX vs. FIVFX - Dividend Comparison

FICDX's dividend yield for the trailing twelve months is around 5.68%, less than FIVFX's 10.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FICDX Fidelity Canada Fund	5.68%	5.70%	7.44%	3.36%	4.11%	5.16%	2.56%	4.41%	7.33%	0.89%	1.63%	0.15%
FIVFX Fidelity International Capital Appreciation Fund	10.67%	10.67%	4.19%	0.38%	0.05%	9.08%	1.28%	3.29%	3.00%	2.99%	0.68%	1.57%

Drawdowns

Drawdown Indicators

	FICDX	FIVFX	Difference
Max Drawdown Largest peak-to-trough decline	-58.09%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.85%	—	—
Current Drawdown Current decline from peak	-7.60%	—	—
Average Drawdown Average peak-to-trough decline	-10.56%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	—	—

Volatility

Volatility by Period

	FICDX	FIVFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.93%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	—	—