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FICQX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICQX vs. FIGSX - Performance Comparison

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

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FICQX vs. FIGSX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FICQX achieves a -4.87% return, which is significantly lower than FIGSX's -1.99% return.


FICQX

1D
3.60%
1M
-9.02%
YTD
-4.87%
6M
-5.33%
1Y
3Y*
5Y*
10Y*

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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FICQX vs. FIGSX - Expense Ratio Comparison

FICQX has a 0.81% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

FICQX vs. FIGSX — Risk / Return Rank

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

FICQX

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.

FICQX vs. FIGSX - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FICQX vs. FIGSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FICQXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

0.48

-0.92

Correlation

The correlation between FICQX and FIGSX is 0.95, 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

FICQX vs. FIGSX - Dividend Comparison

FICQX's dividend yield for the trailing twelve months is around 6.28%, less than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
FICQX
Fidelity International Capital Appreciation Fund
6.28%5.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

FICQX vs. FIGSX - Drawdown Comparison

The maximum FICQX drawdown since its inception was -14.45%, smaller than the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FICQX and FIGSX.


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Drawdown Indicators


FICQXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-14.45%

-34.47%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-11.37%

-10.60%

-0.77%

Average Drawdown

Average peak-to-trough decline

-2.79%

-6.49%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

Volatility

FICQX vs. FIGSX - Volatility Comparison


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Volatility by Period


FICQXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

19.24%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

17.61%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

17.54%

-0.48%