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FIGFX vs. EFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGFX and EFA is 0.83, 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: 0.8

Performance

FIGFX vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Growth Fund (FIGFX) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
150.10%
71.92%
FIGFX
EFA

Key characteristics

Sharpe Ratio

FIGFX:

0.24

EFA:

0.65

Sortino Ratio

FIGFX:

0.47

EFA:

1.03

Omega Ratio

FIGFX:

1.06

EFA:

1.14

Calmar Ratio

FIGFX:

0.27

EFA:

0.81

Martin Ratio

FIGFX:

1.00

EFA:

2.44

Ulcer Index

FIGFX:

4.44%

EFA:

4.69%

Daily Std Dev

FIGFX:

18.57%

EFA:

17.61%

Max Drawdown

FIGFX:

-55.48%

EFA:

-61.04%

Current Drawdown

FIGFX:

-5.67%

EFA:

-0.91%

Returns By Period

In the year-to-date period, FIGFX achieves a 3.41% return, which is significantly lower than EFA's 11.26% return. Over the past 10 years, FIGFX has outperformed EFA with an annualized return of 6.35%, while EFA has yielded a comparatively lower 5.19% annualized return.


FIGFX

YTD

3.41%

1M

-0.43%

6M

0.11%

1Y

5.09%

5Y*

8.63%

10Y*

6.35%

EFA

YTD

11.26%

1M

1.32%

6M

6.74%

1Y

12.17%

5Y*

12.00%

10Y*

5.19%

*Annualized

Compare stocks, funds, or ETFs

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


FIGFX vs. EFA - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than EFA's 0.32% expense ratio.


Expense ratio chart for FIGFX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIGFX: 0.99%
Expense ratio chart for EFA: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFA: 0.32%

Risk-Adjusted Performance

FIGFX vs. EFA — Risk-Adjusted Performance Rank

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

FIGFX
The Risk-Adjusted Performance Rank of FIGFX is 3939
Overall Rank
The Sharpe Ratio Rank of FIGFX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 4040
Martin Ratio Rank

EFA
The Risk-Adjusted Performance Rank of EFA is 6868
Overall Rank
The Sharpe Ratio Rank of EFA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of EFA is 6666
Sortino Ratio Rank
The Omega Ratio Rank of EFA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EFA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of EFA is 6565
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.

FIGFX vs. EFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and iShares MSCI EAFE ETF (EFA). 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.


The chart of Sharpe ratio for FIGFX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
FIGFX: 0.24
EFA: 0.65
The chart of Sortino ratio for FIGFX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
FIGFX: 0.47
EFA: 1.03
The chart of Omega ratio for FIGFX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
FIGFX: 1.06
EFA: 1.14
The chart of Calmar ratio for FIGFX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
FIGFX: 0.27
EFA: 0.81
The chart of Martin ratio for FIGFX, currently valued at 1.00, compared to the broader market0.0010.0020.0030.0040.0050.00
FIGFX: 1.00
EFA: 2.44

The current FIGFX Sharpe Ratio is 0.24, which is lower than the EFA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FIGFX and EFA, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.24
0.65
FIGFX
EFA

Dividends

FIGFX vs. EFA - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 0.40%, less than EFA's 2.91% yield.


TTM20242023202220212020201920182017201620152014
FIGFX
Fidelity International Growth Fund
0.40%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%
EFA
iShares MSCI EAFE ETF
2.91%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%

Drawdowns

FIGFX vs. EFA - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for FIGFX and EFA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.67%
-0.91%
FIGFX
EFA

Volatility

FIGFX vs. EFA - Volatility Comparison

Fidelity International Growth Fund (FIGFX) and iShares MSCI EAFE ETF (EFA) have volatilities of 12.10% and 11.86%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.10%
11.86%
FIGFX
EFA