PortfoliosLab logoPortfoliosLab logo
FICQX vs. LIAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, FICQX achieves a 10.16% return, which is significantly lower than LIAGX's 27.78% return.


FICQX

1D
1.08%
1M
5.86%
YTD
10.16%
6M
12.65%
1Y
3Y*
5Y*
10Y*

LIAGX

1D
0.64%
1M
10.09%
YTD
27.78%
6M
28.66%
1Y
41.65%
3Y*
21.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICQX vs. LIAGX - Yearly Performance Comparison


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 27, 2025

0.93

Compare stocks, funds, or ETFs

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


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

LIAGX
LIAGX Risk / Return Rank: 4848
Overall Rank
LIAGX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LIAGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
LIAGX Omega Ratio Rank: 4343
Omega Ratio Rank
LIAGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
LIAGX Martin Ratio Rank: 5656
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. 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.


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

FICQX vs. LIAGX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FICQXLIAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.45

+0.31

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.


Loading charts...

Drawdown Indicators


FICQXLIAGXDifference

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%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.88%

-13.24%

+10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

Volatility

FICQX vs. LIAGX - Volatility Comparison


Loading charts...

Volatility by Period


FICQXLIAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

20.68%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

18.79%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

18.79%

-0.17%

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 5.43%, more than LIAGX's 0.30% yield.


PositionTTM2025202420232022
FICQX
Fidelity International Capital Appreciation Fund
5.43%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


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.

Portfolio Optimizer

Find the right allocation for FICQX and LIAGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer