PortfoliosLab logo
FICDX vs. FIVLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FICDX and FIVLX is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FICDX vs. FIVLX - Performance Comparison

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

100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
165.08%
129.16%
FICDX
FIVLX

Key characteristics

Sharpe Ratio

FICDX:

0.55

FIVLX:

1.11

Sortino Ratio

FICDX:

0.85

FIVLX:

1.54

Omega Ratio

FICDX:

1.12

FIVLX:

1.22

Calmar Ratio

FICDX:

0.56

FIVLX:

1.36

Martin Ratio

FICDX:

1.57

FIVLX:

4.36

Ulcer Index

FICDX:

6.03%

FIVLX:

4.52%

Daily Std Dev

FICDX:

17.19%

FIVLX:

17.86%

Max Drawdown

FICDX:

-58.09%

FIVLX:

-64.54%

Current Drawdown

FICDX:

-4.30%

FIVLX:

0.00%

Returns By Period

In the year-to-date period, FICDX achieves a 7.83% return, which is significantly lower than FIVLX's 19.09% return. Over the past 10 years, FICDX has underperformed FIVLX with an annualized return of 4.62%, while FIVLX has yielded a comparatively higher 5.88% annualized return.


FICDX

YTD

7.83%

1M

3.54%

6M

0.78%

1Y

8.53%

5Y*

12.51%

10Y*

4.62%

FIVLX

YTD

19.09%

1M

4.26%

6M

14.58%

1Y

18.43%

5Y*

17.11%

10Y*

5.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FICDX vs. FIVLX - Expense Ratio Comparison

FICDX has a 0.80% expense ratio, which is lower than FIVLX's 1.01% expense ratio.


Expense ratio chart for FIVLX: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVLX: 1.01%
Expense ratio chart for FICDX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FICDX: 0.80%

Risk-Adjusted Performance

FICDX vs. FIVLX — Risk-Adjusted Performance Rank

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

FICDX
The Risk-Adjusted Performance Rank of FICDX is 5757
Overall Rank
The Sharpe Ratio Rank of FICDX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FICDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FICDX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FICDX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FICDX is 5050
Martin Ratio Rank

FIVLX
The Risk-Adjusted Performance Rank of FIVLX is 8282
Overall Rank
The Sharpe Ratio Rank of FIVLX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVLX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FIVLX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FIVLX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FIVLX is 8282
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.

FICDX vs. FIVLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and Fidelity International Value Fund (FIVLX). 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 chart of Sharpe ratio for FICDX, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.00
FICDX: 0.55
FIVLX: 1.11
The chart of Sortino ratio for FICDX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
FICDX: 0.85
FIVLX: 1.54
The chart of Omega ratio for FICDX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FICDX: 1.12
FIVLX: 1.22
The chart of Calmar ratio for FICDX, currently valued at 0.56, compared to the broader market0.002.004.006.008.00
FICDX: 0.56
FIVLX: 1.36
The chart of Martin ratio for FICDX, currently valued at 1.57, compared to the broader market0.0010.0020.0030.0040.00
FICDX: 1.57
FIVLX: 4.36

The current FICDX Sharpe Ratio is 0.55, which is lower than the FIVLX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FICDX and FIVLX, 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.55
1.11
FICDX
FIVLX

Dividends

FICDX vs. FIVLX - Dividend Comparison

FICDX's dividend yield for the trailing twelve months is around 6.90%, more than FIVLX's 2.44% yield.


TTM20242023202220212020201920182017201620152014
FICDX
Fidelity Canada Fund
6.90%7.44%3.36%4.11%5.16%2.56%4.41%7.33%2.30%1.63%3.11%16.33%
FIVLX
Fidelity International Value Fund
2.44%2.90%2.06%1.85%4.35%1.74%3.19%3.33%1.50%2.57%1.44%3.94%

Drawdowns

FICDX vs. FIVLX - Drawdown Comparison

The maximum FICDX drawdown since its inception was -58.09%, smaller than the maximum FIVLX drawdown of -64.54%. Use the drawdown chart below to compare losses from any high point for FICDX and FIVLX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.30%
0
FICDX
FIVLX

Volatility

FICDX vs. FIVLX - Volatility Comparison

The current volatility for Fidelity Canada Fund (FICDX) is 10.25%, while Fidelity International Value Fund (FIVLX) has a volatility of 11.69%. This indicates that FICDX experiences smaller price fluctuations and is considered to be less risky than FIVLX 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
10.25%
11.69%
FICDX
FIVLX