FICQX vs. LIAGX

Last updated Jun 25, 2026

FICQX (Fidelity International Capital Appreciation Fund) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.81% expense ratio.

Performance

FICQX vs. LIAGX - Performance Comparison

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

Returns By Period

In the year-to-date period, FICQX achieves a 9.52% return, which is significantly lower than LIAGX's 26.27% return.

FICQX

• 1D: -4.28%
• 1M: 3.74%
• YTD: 9.52%
• 6M: 9.03%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LIAGX

• 1D: -5.37%
• 1M: 4.43%
• YTD: 26.27%
• 6M: 26.05%
• 1Y: 37.06%
• 3Y*: 21.33%
• 5Y*: 7.99%
• 10Y*: —

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

FICQX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025
FICQX Fidelity International Capital Appreciation Fund	9.52%	0.38%
LIAGX Lord Abbett International Growth Fund	26.27%	5.49%

Correlation

The correlation between FICQX and LIAGX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 26, 2025	0.93

Return for Risk

FICQX vs. LIAGX — Risk / Return Rank

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

FICQX

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

LIAGX

LIAGX Risk / Return Rank: 50
LIAGX Sharpe Ratio Rank: 44
LIAGX Sortino Ratio Rank: 39
LIAGX Omega Ratio Rank: 46
LIAGX Calmar Ratio Rank: 61
LIAGX Martin Ratio Rank: 61

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. LIAGX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FICQX	LIAGX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.70	—
Sortino ratio: Return per unit of downside risk	—	2.28	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.74	—
Martin ratio: Return relative to average drawdown	—	10.72	—

Drawdowns

FICQX vs. LIAGX - Drawdown Comparison

The maximum FICQX drawdown since its inception was -14.45%, smaller than the maximum LIAGX drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for FICQX and LIAGX.

Drawdown Indicators

	FICQX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-14.45%	-37.87%	+23.42%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.56%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.87%	—
Current Drawdown Current decline from peak	-4.28%	-5.37%	+1.09%
Average Drawdown Average peak-to-trough decline	-2.81%	-13.11%	+10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.71%	—

Volatility

Volatility by Period

	FICQX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	20.54%	23.48%	-2.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.54%	19.37%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.54%	19.37%	+1.17%

FICQX vs. LIAGX - Expense Ratio Comparison

Both FICQX and LIAGX have an expense ratio of 0.81%.

Dividends

FICQX vs. LIAGX - Dividend Comparison

FICQX's dividend yield for the trailing twelve months is around 5.46%, more than LIAGX's 0.30% yield.

Position	TTM	2025	2024	2023	2022
FICQX Fidelity International Capital Appreciation Fund	5.46%	5.98%	0.00%	0.00%	0.00%
LIAGX Lord Abbett International Growth Fund	0.30%	0.38%	0.48%	0.71%	0.89%

Frequently Asked Questions

Can I hold both FICQX and LIAGX in my portfolio?

With a correlation of 0.93, FICQX and LIAGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.