FICDX vs. GTMIX
Compare and contrast key facts about Fidelity Canada Fund (FICDX) and GMO Tax-Managed International Equities Fund (GTMIX).
FICDX is managed by Fidelity. It was launched on Nov 17, 1987. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
FICDX vs. GTMIX - Performance Comparison
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FICDX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FICDX Fidelity Canada Fund | 2.61% | 25.86% | 9.15% | 14.66% | -6.14% | 26.86% | 4.43% | 25.82% | -14.32% | 12.79% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, FICDX achieves a 2.61% return, which is significantly lower than GTMIX's 8.42% return. Over the past 10 years, FICDX has outperformed GTMIX with an annualized return of 10.41%, while GTMIX has yielded a comparatively lower 9.87% annualized return.
FICDX
- 1D
- 2.32%
- 1M
- -5.46%
- YTD
- 2.61%
- 6M
- 7.74%
- 1Y
- 25.44%
- 3Y*
- 15.60%
- 5Y*
- 11.49%
- 10Y*
- 10.41%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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FICDX vs. GTMIX - Expense Ratio Comparison
FICDX has a 0.80% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
FICDX vs. GTMIX — Risk / Return Rank
FICDX
GTMIX
FICDX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.67 | -0.95 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.40 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.52 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 3.54 | -0.85 |
Martin ratioReturn relative to average drawdown | 11.91 | 16.76 | -4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICDX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.67 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.40 | +0.08 |
Correlation
The correlation between FICDX and GTMIX 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
FICDX vs. GTMIX - Dividend Comparison
FICDX's dividend yield for the trailing twelve months is around 5.55%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICDX Fidelity Canada Fund | 5.55% | 5.70% | 7.44% | 3.36% | 4.11% | 5.16% | 2.56% | 4.41% | 7.33% | 0.89% | 1.63% | 0.15% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
FICDX vs. GTMIX - Drawdown Comparison
The maximum FICDX drawdown since its inception was -58.09%, roughly equal to the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for FICDX and GTMIX.
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Drawdown Indicators
| FICDX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.09% | -58.31% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -11.24% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -28.81% | +7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.85% | -40.32% | +0.47% |
Current DrawdownCurrent decline from peak | -5.46% | -4.51% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -12.75% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.38% | -0.10% |
Volatility
FICDX vs. GTMIX - Volatility Comparison
The current volatility for Fidelity Canada Fund (FICDX) is 4.97%, while GMO Tax-Managed International Equities Fund (GTMIX) has a volatility of 5.97%. This indicates that FICDX experiences smaller price fluctuations and is considered to be less risky than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FICDX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.97% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 9.56% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 15.56% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 14.91% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 16.06% | +1.44% |