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

Correlation

The correlation between FIGFX and FIVFX is 0.96, 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: 1.0

Performance

FIGFX vs. FIVFX - Performance Comparison

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

120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
142.70%
119.95%
FIGFX
FIVFX

Key characteristics

Sharpe Ratio

FIGFX:

-0.13

FIVFX:

-0.11

Sortino Ratio

FIGFX:

-0.07

FIVFX:

-0.05

Omega Ratio

FIGFX:

0.99

FIVFX:

0.99

Calmar Ratio

FIGFX:

-0.19

FIVFX:

-0.13

Martin Ratio

FIGFX:

-0.51

FIVFX:

-0.39

Ulcer Index

FIGFX:

3.76%

FIVFX:

4.71%

Daily Std Dev

FIGFX:

14.89%

FIVFX:

15.91%

Max Drawdown

FIGFX:

-55.48%

FIVFX:

-66.30%

Current Drawdown

FIGFX:

-8.46%

FIVFX:

-11.80%

Returns By Period

In the year-to-date period, FIGFX achieves a 0.35% return, which is significantly lower than FIVFX's 0.47% return. Over the past 10 years, FIGFX has outperformed FIVFX with an annualized return of 6.24%, while FIVFX has yielded a comparatively lower 5.39% annualized return.


FIGFX

YTD

0.35%

1M

-5.97%

6M

-4.15%

1Y

-2.34%

5Y*

10.02%

10Y*

6.24%

FIVFX

YTD

0.47%

1M

-4.12%

6M

-6.60%

1Y

-2.24%

5Y*

9.02%

10Y*

5.39%

*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. FIVFX - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is lower than FIVFX's 1.00% expense ratio.


FIVFX
Fidelity International Capital Appreciation Fund
Expense ratio chart for FIVFX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVFX: 1.00%
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%

Risk-Adjusted Performance

FIGFX vs. FIVFX — 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 1919
Overall Rank
The Sharpe Ratio Rank of FIGFX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 1818
Martin Ratio Rank

FIVFX
The Risk-Adjusted Performance Rank of FIVFX is 2929
Overall Rank
The Sharpe Ratio Rank of FIVFX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVFX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FIVFX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FIVFX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FIVFX is 2929
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. FIVFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Fidelity International Capital Appreciation Fund (FIVFX). 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 FIGFX, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
FIGFX: -0.13
FIVFX: -0.11
The chart of Sortino ratio for FIGFX, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00
FIGFX: -0.07
FIVFX: -0.05
The chart of Omega ratio for FIGFX, currently valued at 0.99, compared to the broader market1.002.003.00
FIGFX: 0.99
FIVFX: 0.99
The chart of Calmar ratio for FIGFX, currently valued at -0.19, compared to the broader market0.005.0010.0015.0020.00
FIGFX: -0.19
FIVFX: -0.13
The chart of Martin ratio for FIGFX, currently valued at -0.51, compared to the broader market0.0020.0040.0060.00
FIGFX: -0.51
FIVFX: -0.39

The current FIGFX Sharpe Ratio is -0.13, which is comparable to the FIVFX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FIGFX and FIVFX, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.13
-0.11
FIGFX
FIVFX

Dividends

FIGFX vs. FIVFX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 0.41%, less than FIVFX's 0.78% yield.


TTM20242023202220212020201920182017201620152014
FIGFX
Fidelity International Growth Fund
0.41%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%
FIVFX
Fidelity International Capital Appreciation Fund
0.78%0.78%0.38%0.05%0.00%0.17%0.58%0.47%0.33%0.68%1.98%6.09%

Drawdowns

FIGFX vs. FIVFX - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, smaller than the maximum FIVFX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for FIGFX and FIVFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.46%
-11.80%
FIGFX
FIVFX

Volatility

FIGFX vs. FIVFX - Volatility Comparison

The current volatility for Fidelity International Growth Fund (FIGFX) is 5.98%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 6.82%. This indicates that FIGFX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.98%
6.82%
FIGFX
FIVFX
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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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