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FIGFX vs. FOSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGFX vs. FOSFX - Performance Comparison

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

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FIGFX vs. FOSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGFX
Fidelity International Growth Fund
-5.81%17.91%4.90%20.89%-23.19%15.42%16.95%33.97%-11.52%28.83%
FOSFX
Fidelity Overseas Fund
-5.84%20.81%5.20%20.56%-24.79%19.32%15.42%28.43%-14.73%28.31%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIGFX having a -5.81% return and FOSFX slightly lower at -5.84%. Both investments have delivered pretty close results over the past 10 years, with FIGFX having a 8.29% annualized return and FOSFX not far behind at 7.89%.


FIGFX

1D
-0.46%
1M
-13.42%
YTD
-5.81%
6M
-5.56%
1Y
8.98%
3Y*
8.47%
5Y*
4.44%
10Y*
8.29%

FOSFX

1D
0.43%
1M
-11.40%
YTD
-5.84%
6M
-5.53%
1Y
6.82%
3Y*
9.40%
5Y*
4.94%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGFX vs. FOSFX - Expense Ratio Comparison

Both FIGFX and FOSFX have an expense ratio of 0.99%.


Return for Risk

FIGFX vs. FOSFX — Risk / Return Rank

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

FIGFX
FIGFX Risk / Return Rank: 1818
Overall Rank
FIGFX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FIGFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FIGFX Omega Ratio Rank: 1717
Omega Ratio Rank
FIGFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FIGFX Martin Ratio Rank: 1919
Martin Ratio Rank

FOSFX
FOSFX Risk / Return Rank: 1313
Overall Rank
FOSFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FOSFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FOSFX Omega Ratio Rank: 1313
Omega Ratio Rank
FOSFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FOSFX Martin Ratio Rank: 1515
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.

FIGFX vs. FOSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Fidelity Overseas Fund (FOSFX). 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.


FIGFXFOSFXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.32

+0.12

Sortino ratio

Return per unit of downside risk

0.74

0.56

+0.19

Omega ratio

Gain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

0.51

0.37

+0.13

Martin ratio

Return relative to average drawdown

2.01

1.40

+0.62

FIGFX vs. FOSFX - Sharpe Ratio Comparison

The current FIGFX Sharpe Ratio is 0.44, which is higher than the FOSFX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FIGFX and FOSFX, 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


FIGFXFOSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.32

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.29

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.46

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.45

-0.18

Correlation

The correlation between FIGFX and FOSFX 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.


Dividends

FIGFX vs. FOSFX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 3.66%, less than FOSFX's 5.17% yield.


TTM20252024202320222021202020192018201720162015
FIGFX
Fidelity International Growth Fund
3.66%3.44%0.78%0.48%1.66%1.93%0.11%0.97%0.88%0.12%1.24%0.77%
FOSFX
Fidelity Overseas Fund
5.17%4.87%1.38%1.02%0.77%4.54%0.53%1.35%5.92%0.06%1.96%1.06%

Drawdowns

FIGFX vs. FOSFX - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.97%, smaller than the maximum FOSFX drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for FIGFX and FOSFX.


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Drawdown Indicators


FIGFXFOSFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-63.51%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-12.36%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-34.91%

-36.51%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.91%

-36.51%

+1.60%

Current Drawdown

Current decline from peak

-13.95%

-11.89%

-2.06%

Average Drawdown

Average peak-to-trough decline

-10.46%

-17.02%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.31%

+0.21%

Volatility

FIGFX vs. FOSFX - Volatility Comparison

Fidelity International Growth Fund (FIGFX) and Fidelity Overseas Fund (FOSFX) have volatilities of 7.97% and 8.23%, 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.


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Volatility by Period


FIGFXFOSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

8.23%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

11.88%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

18.05%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

17.39%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

17.02%

+0.50%