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. It was launched on Feb 14, 1994.
Performance
FIGRX vs. DFIVX - Performance Comparison
Loading graphics...
FIGRX vs. DFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIGRX Fidelity International Discovery Fund | -5.16% | 27.61% | 10.96% | 14.17% | -24.83% | 11.09% | 21.42% | 27.53% | -17.16% | 30.27% |
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Returns By Period
In the year-to-date period, FIGRX achieves a -5.16% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, FIGRX has underperformed DFIVX with an annualized return of 7.80%, while DFIVX has yielded a comparatively higher 11.29% annualized return.
FIGRX
- 1D
- 0.04%
- 1M
- -12.29%
- YTD
- -5.16%
- 6M
- -3.29%
- 1Y
- 16.54%
- 3Y*
- 12.55%
- 5Y*
- 4.40%
- 10Y*
- 7.80%
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIGRX vs. DFIVX - Expense Ratio Comparison
FIGRX has a 0.99% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Return for Risk
FIGRX vs. DFIVX — Risk / Return Rank
FIGRX
DFIVX
FIGRX vs. DFIVX - Risk-Adjusted Trends 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.
| FIGRX | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 2.03 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.18 | 2.59 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.56 | -1.54 |
Martin ratioReturn relative to average drawdown | 4.01 | 11.62 | -7.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIGRX | DFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 2.03 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.87 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.63 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.38 | +0.07 |
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.
Dividends
FIGRX vs. DFIVX - Dividend Comparison
FIGRX's dividend yield for the trailing twelve months is around 7.32%, more than DFIVX's 4.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGRX Fidelity International Discovery Fund | 7.32% | 6.94% | 2.88% | 1.91% | 0.35% | 11.18% | 3.70% | 2.33% | 3.85% | 4.01% | 1.81% | 0.01% |
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Drawdowns
FIGRX vs. DFIVX - Drawdown Comparison
The maximum FIGRX drawdown since its inception was -60.47%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for FIGRX and DFIVX.
Loading graphics...
Drawdown Indicators
| FIGRX | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.47% | -66.61% | +6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.99% | -1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -25.29% | -11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.54% | -48.11% | +11.57% |
Current DrawdownCurrent decline from peak | -13.07% | -8.44% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -12.30% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.75% | +0.59% |
Volatility
FIGRX vs. DFIVX - Volatility Comparison
Fidelity International Discovery Fund (FIGRX) has a higher volatility of 8.29% compared to DFA International Value Portfolio (DFIVX) at 6.28%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FIGRX | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 6.28% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 10.36% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 16.49% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 16.24% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 18.06% | -1.25% |