PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIGFX vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGFX and VEU is 0.92, 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. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Growth Fund (FIGFX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.89%
-0.58%
FIGFX
VEU

Key characteristics

Sharpe Ratio

FIGFX:

0.58

VEU:

0.61

Sortino Ratio

FIGFX:

0.89

VEU:

0.92

Omega Ratio

FIGFX:

1.10

VEU:

1.11

Calmar Ratio

FIGFX:

0.71

VEU:

0.85

Martin Ratio

FIGFX:

2.50

VEU:

2.58

Ulcer Index

FIGFX:

3.18%

VEU:

3.03%

Daily Std Dev

FIGFX:

13.81%

VEU:

12.80%

Max Drawdown

FIGFX:

-55.48%

VEU:

-61.52%

Current Drawdown

FIGFX:

-6.78%

VEU:

-8.67%

Returns By Period

In the year-to-date period, FIGFX achieves a 5.54% return, which is significantly higher than VEU's 5.23% return. Over the past 10 years, FIGFX has outperformed VEU with an annualized return of 7.41%, while VEU has yielded a comparatively lower 5.05% annualized return.


FIGFX

YTD

5.54%

1M

-0.49%

6M

-1.89%

1Y

7.16%

5Y*

5.87%

10Y*

7.41%

VEU

YTD

5.23%

1M

-1.66%

6M

-0.64%

1Y

6.89%

5Y*

4.48%

10Y*

5.05%

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. VEU - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than VEU's 0.07% 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 VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FIGFX vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 0.58, compared to the broader market-1.000.001.002.003.004.000.580.61
The chart of Sortino ratio for FIGFX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.890.92
The chart of Omega ratio for FIGFX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.11
The chart of Calmar ratio for FIGFX, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.710.85
The chart of Martin ratio for FIGFX, currently valued at 2.50, compared to the broader market0.0020.0040.0060.002.502.58
FIGFX
VEU

The current FIGFX Sharpe Ratio is 0.58, which is comparable to the VEU Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FIGFX and VEU, 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
0.58
0.61
FIGFX
VEU

Dividends

FIGFX vs. VEU - Dividend Comparison

FIGFX has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 1.58%.


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%
VEU
Vanguard FTSE All-World ex-US ETF
1.58%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

FIGFX vs. VEU - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for FIGFX and VEU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.78%
-8.67%
FIGFX
VEU

Volatility

FIGFX vs. VEU - Volatility Comparison

Fidelity International Growth Fund (FIGFX) has a higher volatility of 3.64% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.36%. This indicates that FIGFX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
3.36%
FIGFX
VEU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab