FIGFX vs. EFA
FIGFX (Fidelity International Growth Fund) and EFA (iShares MSCI EAFE ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, FIGFX returned 9.27%/yr vs 9.11%/yr for EFA. Their correlation of 0.93 suggests significant overlap in exposure. FIGFX charges 0.99%/yr vs 0.32%/yr for EFA.
Performance
FIGFX vs. EFA - Performance Comparison
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Returns By Period
In the year-to-date period, FIGFX achieves a 7.22% return, which is significantly lower than EFA's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with FIGFX having a 9.27% annualized return and EFA not far behind at 9.11%.
FIGFX
- 1D
- 1.25%
- 1M
- 3.18%
- YTD
- 7.22%
- 6M
- 8.42%
- 1Y
- 14.47%
- 3Y*
- 12.39%
- 5Y*
- 5.67%
- 10Y*
- 9.27%
EFA
- 1D
- -0.86%
- 1M
- 3.40%
- YTD
- 8.42%
- 6M
- 10.94%
- 1Y
- 21.06%
- 3Y*
- 16.44%
- 5Y*
- 8.29%
- 10Y*
- 9.11%
FIGFX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIGFX Fidelity International Growth Fund | 7.22% | 17.91% | 4.90% | 20.89% | -23.19% | 15.42% | 16.95% | 33.97% | -11.52% | 28.83% |
EFA iShares MSCI EAFE ETF | 8.42% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Correlation
The correlation between FIGFX and EFA is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2007 | 0.93 |
The correlation between FIGFX and EFA has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
FIGFX vs. EFA — Risk / Return Rank
FIGFX
EFA
FIGFX vs. EFA - Risk-Adjusted Trends 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.
| FIGFX | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.85 | -0.82 |
| Martin ratioReturn relative to average drawdown | 3.80 | 6.94 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIGFX | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.41 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.51 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.53 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.31 | 0.00 |
Drawdowns
FIGFX vs. EFA - Drawdown Comparison
The maximum FIGFX drawdown since its inception was -55.97%, 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.
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Drawdown Indicators
| FIGFX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -61.04% | +5.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.42% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -14.05% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -34.91% | -29.53% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.91% | -34.19% | -0.72% |
Current DrawdownCurrent decline from peak | -2.17% | -1.46% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -10.40% | -11.93% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.04% | +0.73% |
Volatility
FIGFX vs. EFA - Volatility Comparison
Fidelity International Growth Fund (FIGFX) has a higher volatility of 7.29% compared to iShares MSCI EAFE ETF (EFA) at 4.98%. This indicates that FIGFX's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIGFX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.98% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.88% | 12.51% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 15.05% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.08% | 16.48% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.83% | 17.26% | +0.57% |
FIGFX vs. EFA - Expense Ratio Comparison
FIGFX has a 0.99% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
FIGFX vs. EFA - Dividend Comparison
FIGFX's dividend yield for the trailing twelve months is around 3.21%, more than EFA's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.12% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
FIGFX Fidelity International Growth Fund | 3.21% | 3.44% | 0.78% | 0.48% | 1.66% | 1.93% | 0.11% | 0.97% | 0.88% | 0.12% | 1.24% | 0.77% |
Frequently Asked Questions
With a correlation of 0.91, FIGFX and EFA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FIGFX has higher volatility (7.29%) compared to EFA (4.98%). In terms of maximum drawdown, FIGFX dropped -55.97% vs EFA's -61.04%.
EFA currently has the higher Sharpe Ratio (1.41 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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