FIGRX vs. DFIVX
Compare and contrast key facts about Fidelity International Discovery Fund (FIGRX) and DFA International Value Portfolio (DFIVX).
FIGRX is managed by Fidelity. It was launched on Dec 31, 1986. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIGRX or DFIVX.
Key characteristics
| FIGRX | DFIVX | |
|---|---|---|
| YTD Return | 13.34% | 8.16% |
| 1Y Return | 24.48% | 17.98% |
| 3Y Return (Ann) | -1.97% | 6.64% |
| 5Y Return (Ann) | 6.77% | 8.00% |
| 10Y Return (Ann) | 5.87% | 5.44% |
| Sharpe Ratio | 1.82 | 1.45 |
| Sortino Ratio | 2.52 | 1.97 |
| Omega Ratio | 1.32 | 1.25 |
| Calmar Ratio | 1.00 | 2.52 |
| Martin Ratio | 9.76 | 8.22 |
| Ulcer Index | 2.52% | 2.24% |
| Daily Std Dev | 13.52% | 12.72% |
| Max Drawdown | -60.02% | -65.67% |
| Current Drawdown | -6.33% | -5.62% |
Correlation
The correlation between FIGRX and DFIVX is 0.87, 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.
Performance
FIGRX vs. DFIVX - Performance Comparison
In the year-to-date period, FIGRX achieves a 13.34% return, which is significantly higher than DFIVX's 8.16% return. Over the past 10 years, FIGRX has outperformed DFIVX with an annualized return of 5.87%, while DFIVX has yielded a comparatively lower 5.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIGRX vs. DFIVX - Expense Ratio Comparison
FIGRX has a 0.99% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Risk-Adjusted Performance
FIGRX vs. DFIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and DFA International Value Portfolio (DFIVX). 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.
Dividends
FIGRX vs. DFIVX - Dividend Comparison
FIGRX's dividend yield for the trailing twelve months is around 1.68%, less than DFIVX's 4.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGRX Fidelity International Discovery Fund | 1.68% | 1.91% | 0.35% | 2.90% | 0.47% | 1.72% | 1.35% | 1.10% | 1.68% | 1.05% | 0.68% | 3.10% |
DFIVX DFA International Value Portfolio | 4.26% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
Drawdowns
FIGRX vs. DFIVX - Drawdown Comparison
The maximum FIGRX drawdown since its inception was -60.02%, smaller than the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for FIGRX and DFIVX. For additional features, visit the drawdowns tool.
Volatility
FIGRX vs. DFIVX - Volatility Comparison
Fidelity International Discovery Fund (FIGRX) and DFA International Value Portfolio (DFIVX) have volatilities of 3.82% and 3.96%, 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.