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

Correlation

The correlation between FIGFX and JIG is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Daily Std Dev

FIGFX:

4.89%

JIG:

5.32%

Max Drawdown

FIGFX:

-0.65%

JIG:

-0.84%

Current Drawdown

FIGFX:

-0.42%

JIG:

-0.81%

Returns By Period


FIGFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JIG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FIGFX vs. JIG - Expense Ratio Comparison

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


Risk-Adjusted Performance

FIGFX vs. JIG — 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 4545
Overall Rank
The Sharpe Ratio Rank of FIGFX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 4848
Martin Ratio Rank

JIG
The Risk-Adjusted Performance Rank of JIG is 5252
Overall Rank
The Sharpe Ratio Rank of JIG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JIG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of JIG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of JIG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of JIG is 5757
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. 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.



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Dividends

FIGFX vs. JIG - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 0.39%, while JIG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIGFX
Fidelity International Growth Fund
0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JIG
JPMorgan International Growth ETF
0.00%0.00%0.00%0.00%0.00%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 -0.65%, smaller than the maximum JIG drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for FIGFX and JIG. For additional features, visit the drawdowns tool.


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Volatility

FIGFX vs. JIG - Volatility Comparison


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