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FIDKX vs. FDIKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIDKX and FDIKX is 0.98, 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: 1.0

Performance

FIDKX vs. FDIKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund Class K (FIDKX) and Fidelity Diversified International Fund Class K (FDIKX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
55.64%
44.65%
FIDKX
FDIKX

Key characteristics

Sharpe Ratio

FIDKX:

-0.27

FDIKX:

-0.40

Sortino Ratio

FIDKX:

-0.25

FDIKX:

-0.42

Omega Ratio

FIDKX:

0.97

FDIKX:

0.94

Calmar Ratio

FIDKX:

-0.23

FDIKX:

-0.30

Martin Ratio

FIDKX:

-1.14

FDIKX:

-1.47

Ulcer Index

FIDKX:

3.97%

FDIKX:

4.53%

Daily Std Dev

FIDKX:

16.54%

FDIKX:

16.56%

Max Drawdown

FIDKX:

-56.79%

FDIKX:

-57.95%

Current Drawdown

FIDKX:

-19.34%

FDIKX:

-22.09%

Returns By Period

In the year-to-date period, FIDKX achieves a -4.88% return, which is significantly lower than FDIKX's -3.85% return. Over the past 10 years, FIDKX has outperformed FDIKX with an annualized return of 2.59%, while FDIKX has yielded a comparatively lower 2.05% annualized return.


FIDKX

YTD

-4.88%

1M

-12.09%

6M

-9.71%

1Y

-4.05%

5Y*

6.47%

10Y*

2.59%

FDIKX

YTD

-3.85%

1M

-12.13%

6M

-11.38%

1Y

-6.18%

5Y*

5.40%

10Y*

2.05%

*Annualized

Compare stocks, funds, or ETFs

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


FIDKX vs. FDIKX - Expense Ratio Comparison

FIDKX has a 0.90% expense ratio, which is lower than FDIKX's 0.91% expense ratio.


FDIKX
Fidelity Diversified International Fund Class K
Expense ratio chart for FDIKX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIKX: 0.91%
Expense ratio chart for FIDKX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIDKX: 0.90%

Risk-Adjusted Performance

FIDKX vs. FDIKX — Risk-Adjusted Performance Rank

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

FIDKX
The Risk-Adjusted Performance Rank of FIDKX is 3737
Overall Rank
The Sharpe Ratio Rank of FIDKX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDKX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FIDKX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIDKX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FIDKX is 3434
Martin Ratio Rank

FDIKX
The Risk-Adjusted Performance Rank of FDIKX is 3030
Overall Rank
The Sharpe Ratio Rank of FDIKX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIKX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FDIKX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FDIKX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FDIKX is 2525
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.

FIDKX vs. FDIKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund Class K (FIDKX) and Fidelity Diversified International Fund Class K (FDIKX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIDKX, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.00
FIDKX: -0.27
FDIKX: -0.40
The chart of Sortino ratio for FIDKX, currently valued at -0.25, compared to the broader market-2.000.002.004.006.008.0010.00
FIDKX: -0.25
FDIKX: -0.42
The chart of Omega ratio for FIDKX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.50
FIDKX: 0.97
FDIKX: 0.94
The chart of Calmar ratio for FIDKX, currently valued at -0.23, compared to the broader market0.005.0010.0015.00
FIDKX: -0.23
FDIKX: -0.30
The chart of Martin ratio for FIDKX, currently valued at -1.14, compared to the broader market0.0020.0040.0060.00
FIDKX: -1.14
FDIKX: -1.47

The current FIDKX Sharpe Ratio is -0.27, which is higher than the FDIKX Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of FIDKX and FDIKX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.27
-0.40
FIDKX
FDIKX

Dividends

FIDKX vs. FDIKX - Dividend Comparison

FIDKX's dividend yield for the trailing twelve months is around 3.17%, more than FDIKX's 2.20% yield.


TTM20242023202220212020201920182017201620152014
FIDKX
Fidelity International Discovery Fund Class K
3.17%3.01%2.02%0.47%3.08%0.55%1.82%1.49%1.22%1.83%1.19%0.82%
FDIKX
Fidelity Diversified International Fund Class K
2.20%2.12%1.82%0.52%1.27%0.13%1.42%1.50%1.20%1.29%2.52%5.26%

Drawdowns

FIDKX vs. FDIKX - Drawdown Comparison

The maximum FIDKX drawdown since its inception was -56.79%, roughly equal to the maximum FDIKX drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for FIDKX and FDIKX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-19.34%
-22.09%
FIDKX
FDIKX

Volatility

FIDKX vs. FDIKX - Volatility Comparison

Fidelity International Discovery Fund Class K (FIDKX) and Fidelity Diversified International Fund Class K (FDIKX) have volatilities of 9.24% and 9.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.24%
9.28%
FIDKX
FDIKX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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