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FIEUX vs. FIENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIEUX and FIENX is 0.90, 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.


-0.50.00.51.00.9

Performance

FIEUX vs. FIENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Europe Fund (FIEUX) and Fidelity International Enhanced Index Fund (FIENX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%AugustSeptemberOctoberNovemberDecember2025
-6.48%
0
FIEUX
FIENX

Key characteristics

Returns By Period


FIEUX

YTD

-0.06%

1M

-2.94%

6M

-6.48%

1Y

5.37%

5Y*

0.84%

10Y*

1.85%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FIEUX vs. FIENX - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is higher than FIENX's 0.55% expense ratio.


FIEUX
Fidelity Europe Fund
Expense ratio chart for FIEUX: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FIEUX vs. FIENX — Risk-Adjusted Performance Rank

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

FIEUX
The Risk-Adjusted Performance Rank of FIEUX is 3636
Overall Rank
The Sharpe Ratio Rank of FIEUX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FIEUX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FIEUX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FIEUX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FIEUX is 3434
Martin Ratio Rank

FIENX
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.

FIEUX vs. FIENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Fidelity International Enhanced Index Fund (FIENX). 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 FIEUX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.47
The chart of Sortino ratio for FIEUX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.000.73
The chart of Omega ratio for FIEUX, currently valued at 1.08, compared to the broader market1.002.003.001.08
The chart of Calmar ratio for FIEUX, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.21
The chart of Martin ratio for FIEUX, currently valued at 1.40, compared to the broader market0.0020.0040.0060.001.40
FIEUX
FIENX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.47
1.00
FIEUX
FIENX

Dividends

FIEUX vs. FIENX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 3.28%, while FIENX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIEUX
Fidelity Europe Fund
3.28%3.28%1.62%0.00%2.87%1.15%4.44%1.01%0.97%1.14%2.78%2.59%
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%

Drawdowns

FIEUX vs. FIENX - Drawdown Comparison


-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-22.50%
-6.43%
FIEUX
FIENX

Volatility

FIEUX vs. FIENX - Volatility Comparison

Fidelity Europe Fund (FIEUX) has a higher volatility of 3.42% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.42%
0
FIEUX
FIENX
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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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