FIGFX vs. EFA
Compare and contrast key facts about Fidelity International Growth Fund (FIGFX) and iShares MSCI EAFE ETF (EFA).
FIGFX is managed by Fidelity. It was launched on Nov 1, 2007. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIGFX or EFA.
Key characteristics
| FIGFX | EFA | |
|---|---|---|
| YTD Return | 5.48% | 4.15% |
| 1Y Return | 14.31% | 12.09% |
| 3Y Return (Ann) | -1.12% | 1.47% |
| 5Y Return (Ann) | 6.62% | 5.41% |
| 10Y Return (Ann) | 7.25% | 4.88% |
| Sharpe Ratio | 1.09 | 0.94 |
| Sortino Ratio | 1.57 | 1.36 |
| Omega Ratio | 1.19 | 1.17 |
| Calmar Ratio | 0.95 | 1.39 |
| Martin Ratio | 5.08 | 4.51 |
| Ulcer Index | 2.90% | 2.66% |
| Daily Std Dev | 13.57% | 12.76% |
| Max Drawdown | -55.48% | -61.04% |
| Current Drawdown | -6.83% | -8.65% |
Correlation
The correlation between FIGFX and EFA is 0.93, 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.
Performance
FIGFX vs. EFA - Performance Comparison
In the year-to-date period, FIGFX achieves a 5.48% return, which is significantly higher than EFA's 4.15% return. Over the past 10 years, FIGFX has outperformed EFA with an annualized return of 7.25%, while EFA has yielded a comparatively lower 4.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIGFX vs. EFA - Expense Ratio Comparison
FIGFX has a 0.99% expense ratio, which is higher than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
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.
Dividends
FIGFX vs. EFA - Dividend Comparison
FIGFX's dividend yield for the trailing twelve months is around 0.45%, less than EFA's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGFX Fidelity International Growth Fund | 0.45% | 0.48% | 0.22% | 0.43% | 0.11% | 0.97% | 0.88% | 0.58% | 1.24% | 1.47% | 0.84% | 0.97% |
EFA iShares MSCI EAFE ETF | 3.01% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
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.
Volatility
FIGFX vs. EFA - Volatility Comparison
The current volatility for Fidelity International Growth Fund (FIGFX) is 3.74%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.00%. This indicates that FIGFX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.