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

Correlation

The correlation between FIGFX and VWIGX 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. VWIGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-4.91%
-10.29%
FIGFX
VWIGX

Key characteristics

Sharpe Ratio

FIGFX:

0.51

VWIGX:

0.12

Sortino Ratio

FIGFX:

0.80

VWIGX:

0.27

Omega Ratio

FIGFX:

1.09

VWIGX:

1.04

Calmar Ratio

FIGFX:

0.52

VWIGX:

0.05

Martin Ratio

FIGFX:

1.93

VWIGX:

0.50

Ulcer Index

FIGFX:

3.60%

VWIGX:

4.38%

Daily Std Dev

FIGFX:

13.56%

VWIGX:

19.18%

Max Drawdown

FIGFX:

-55.48%

VWIGX:

-65.63%

Current Drawdown

FIGFX:

-7.20%

VWIGX:

-41.68%

Returns By Period

In the year-to-date period, FIGFX achieves a 0.50% return, which is significantly higher than VWIGX's 0.13% return. Over the past 10 years, FIGFX has outperformed VWIGX with an annualized return of 7.13%, while VWIGX has yielded a comparatively lower 5.18% annualized return.


FIGFX

YTD

0.50%

1M

-3.38%

6M

-4.92%

1Y

6.12%

5Y*

4.54%

10Y*

7.13%

VWIGX

YTD

0.13%

1M

-11.79%

6M

-10.29%

1Y

2.01%

5Y*

-0.07%

10Y*

5.18%

*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. VWIGX - Expense Ratio Comparison

FIGFX has a 0.99% expense ratio, which is higher than VWIGX's 0.43% 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 VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

FIGFX vs. VWIGX — 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 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 4242
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 1818
Overall Rank
The Sharpe Ratio Rank of VWIGX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 1919
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. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Growth Fund (FIGFX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 0.51, compared to the broader market-1.000.001.002.003.004.000.510.12
The chart of Sortino ratio for FIGFX, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.000.800.27
The chart of Omega ratio for FIGFX, currently valued at 1.09, compared to the broader market1.002.003.001.091.04
The chart of Calmar ratio for FIGFX, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.05
The chart of Martin ratio for FIGFX, currently valued at 1.93, compared to the broader market0.0020.0040.0060.001.930.50
FIGFX
VWIGX

The current FIGFX Sharpe Ratio is 0.51, which is higher than the VWIGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FIGFX and VWIGX, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.51
0.12
FIGFX
VWIGX

Dividends

FIGFX vs. VWIGX - Dividend Comparison

FIGFX's dividend yield for the trailing twelve months is around 0.41%, less than VWIGX's 0.83% 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%
VWIGX
Vanguard International Growth Fund Investor Shares
0.83%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

FIGFX vs. VWIGX - Drawdown Comparison

The maximum FIGFX drawdown since its inception was -55.48%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for FIGFX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.20%
-41.68%
FIGFX
VWIGX

Volatility

FIGFX vs. VWIGX - Volatility Comparison

The current volatility for Fidelity International Growth Fund (FIGFX) is 3.39%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 11.71%. This indicates that FIGFX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
3.39%
11.71%
FIGFX
VWIGX
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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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