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FIEUX vs. FIUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIEUX vs. FIUIX - Performance Comparison

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

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FIEUX vs. FIUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIEUX
Fidelity Europe Fund
-6.11%37.53%4.21%13.68%-20.62%6.63%18.29%24.43%-17.22%29.16%
FIUIX
Fidelity Telecom and Utilities Fund
7.85%4.91%30.29%3.37%5.00%7.18%2.08%22.09%3.33%11.98%

Returns By Period

In the year-to-date period, FIEUX achieves a -6.11% return, which is significantly lower than FIUIX's 7.85% return. Over the past 10 years, FIEUX has underperformed FIUIX with an annualized return of 7.02%, while FIUIX has yielded a comparatively higher 9.93% annualized return.


FIEUX

1D
0.27%
1M
-10.92%
YTD
-6.11%
6M
-2.95%
1Y
16.25%
3Y*
12.20%
5Y*
4.59%
10Y*
7.02%

FIUIX

1D
-0.31%
1M
-4.03%
YTD
7.85%
6M
-0.97%
1Y
6.74%
3Y*
15.50%
5Y*
10.99%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIEUX vs. FIUIX - Expense Ratio Comparison

FIEUX has a 1.06% expense ratio, which is higher than FIUIX's 0.60% expense ratio.


Return for Risk

FIEUX vs. FIUIX — Risk / Return Rank

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

FIEUX
FIEUX Risk / Return Rank: 4343
Overall Rank
FIEUX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FIEUX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FIEUX Omega Ratio Rank: 3939
Omega Ratio Rank
FIEUX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FIEUX Martin Ratio Rank: 4343
Martin Ratio Rank

FIUIX
FIUIX Risk / Return Rank: 1818
Overall Rank
FIUIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FIUIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIUIX Omega Ratio Rank: 1717
Omega Ratio Rank
FIUIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FIUIX Martin Ratio Rank: 1717
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.

FIEUX vs. FIUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Fidelity Telecom and Utilities Fund (FIUIX). 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.


FIEUXFIUIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.47

+0.39

Sortino ratio

Return per unit of downside risk

1.24

0.69

+0.55

Omega ratio

Gain probability vs. loss probability

1.17

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

1.16

0.60

+0.56

Martin ratio

Return relative to average drawdown

4.43

1.67

+2.76

FIEUX vs. FIUIX - Sharpe Ratio Comparison

The current FIEUX Sharpe Ratio is 0.86, which is higher than the FIUIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FIEUX and FIUIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIEUXFIUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.47

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.70

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.58

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.58

-0.15

Correlation

The correlation between FIEUX and FIUIX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIEUX vs. FIUIX - Dividend Comparison

FIEUX's dividend yield for the trailing twelve months is around 2.38%, less than FIUIX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FIEUX
Fidelity Europe Fund
2.38%2.23%3.28%1.62%0.00%16.10%1.15%7.42%11.93%2.52%1.51%0.43%
FIUIX
Fidelity Telecom and Utilities Fund
3.27%2.34%6.50%7.60%3.77%5.19%3.73%6.88%10.10%5.99%3.33%3.65%

Drawdowns

FIEUX vs. FIUIX - Drawdown Comparison

The maximum FIEUX drawdown since its inception was -59.96%, smaller than the maximum FIUIX drawdown of -66.48%. Use the drawdown chart below to compare losses from any high point for FIEUX and FIUIX.


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Drawdown Indicators


FIEUXFIUIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-66.48%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-13.84%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-38.04%

-16.64%

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

-33.51%

-4.53%

Current Drawdown

Current decline from peak

-11.87%

-5.08%

-6.79%

Average Drawdown

Average peak-to-trough decline

-14.09%

-11.78%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

4.96%

-1.73%

Volatility

FIEUX vs. FIUIX - Volatility Comparison

Fidelity Europe Fund (FIEUX) has a higher volatility of 7.64% compared to Fidelity Telecom and Utilities Fund (FIUIX) at 4.97%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than FIUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIEUXFIUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

4.97%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

12.23%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

16.40%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

15.73%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.06%

+0.70%