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

Correlation

The correlation between FIGFX and JIG 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.


-0.50.00.51.00.9

Performance

FIGFX vs. JIG - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
-2.38%
-0.28%
FIGFX
JIG

Key characteristics

Sharpe Ratio

FIGFX:

0.48

JIG:

0.86

Sortino Ratio

FIGFX:

0.76

JIG:

1.28

Omega Ratio

FIGFX:

1.09

JIG:

1.16

Calmar Ratio

FIGFX:

0.59

JIG:

0.42

Martin Ratio

FIGFX:

2.06

JIG:

3.73

Ulcer Index

FIGFX:

3.22%

JIG:

3.25%

Daily Std Dev

FIGFX:

13.80%

JIG:

14.08%

Max Drawdown

FIGFX:

-55.48%

JIG:

-43.75%

Current Drawdown

FIGFX:

-7.24%

JIG:

-19.68%

Returns By Period

In the year-to-date period, FIGFX achieves a 5.01% return, which is significantly lower than JIG's 10.07% return.


FIGFX

YTD

5.01%

1M

-0.94%

6M

-2.38%

1Y

7.77%

5Y*

5.76%

10Y*

7.31%

JIG

YTD

10.07%

1M

0.63%

6M

-0.14%

1Y

11.16%

5Y*

N/A

10Y*

N/A

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. JIG - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than JIG's 0.55% expense ratio.


FIGFX
Fidelity International Growth Fund
Expense ratio chart for FIGFX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for JIG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FIGFX vs. JIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and JPMorgan International Growth ETF (JIG). 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 0.48, compared to the broader market-1.000.001.002.003.004.000.480.79
The chart of Sortino ratio for FIGFX, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.761.19
The chart of Omega ratio for FIGFX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.15
The chart of Calmar ratio for FIGFX, currently valued at 0.59, compared to the broader market0.005.0010.000.590.38
The chart of Martin ratio for FIGFX, currently valued at 2.06, compared to the broader market0.0020.0040.0060.002.063.40
FIGFX
JIG

The current FIGFX Sharpe Ratio is 0.48, which is lower than the JIG Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FIGFX and JIG, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.48
0.79
FIGFX
JIG

Dividends

FIGFX vs. JIG - Dividend Comparison

Neither FIGFX nor JIG has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIGFX
Fidelity International Growth Fund
0.00%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%0.97%
JIG
JPMorgan International Growth ETF
0.00%1.69%0.91%1.35%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FIGFX vs. JIG - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, which is greater than JIG's maximum drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for FIGFX and JIG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.24%
-19.68%
FIGFX
JIG

Volatility

FIGFX vs. JIG - Volatility Comparison

Fidelity International Growth Fund (FIGFX) and JPMorgan International Growth ETF (JIG) have volatilities of 3.67% and 3.72%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.67%
3.72%
FIGFX
JIG
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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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