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

Performance

FIGRX vs. FDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund (FIGRX) and Fidelity Diversified International Fund (FDIVX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.08%
-0.65%
FIGRX
FDIVX

Returns By Period

In the year-to-date period, FIGRX achieves a 11.67% return, which is significantly higher than FDIVX's 7.89% return. Over the past 10 years, FIGRX has underperformed FDIVX with an annualized return of 5.65%, while FDIVX has yielded a comparatively higher 6.01% annualized return.


FIGRX

YTD

11.67%

1M

-3.77%

6M

0.12%

1Y

18.14%

5Y (annualized)

6.41%

10Y (annualized)

5.65%

FDIVX

YTD

7.89%

1M

-4.28%

6M

-0.83%

1Y

13.98%

5Y (annualized)

6.43%

10Y (annualized)

6.01%

Key characteristics


FIGRXFDIVX
Sharpe Ratio1.330.94
Sortino Ratio1.881.39
Omega Ratio1.231.17
Calmar Ratio0.820.81
Martin Ratio6.525.01
Ulcer Index2.74%2.73%
Daily Std Dev13.40%14.48%
Max Drawdown-60.02%-59.98%
Current Drawdown-7.71%-7.36%

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. FDIVX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is lower than FDIVX's 1.01% expense ratio.


FDIVX
Fidelity Diversified International Fund
Expense ratio chart for FDIVX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FIGRX: 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%

Correlation

-0.50.00.51.01.0

The correlation between FIGRX and FDIVX is 0.97, 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.

Risk-Adjusted Performance

FIGRX vs. FDIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity Diversified International Fund (FDIVX). 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 FIGRX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.005.001.330.94
The chart of Sortino ratio for FIGRX, currently valued at 1.88, compared to the broader market0.005.0010.001.881.39
The chart of Omega ratio for FIGRX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.17
The chart of Calmar ratio for FIGRX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.0025.000.820.81
The chart of Martin ratio for FIGRX, currently valued at 6.52, compared to the broader market0.0020.0040.0060.0080.00100.006.525.01
FIGRX
FDIVX

The current FIGRX Sharpe Ratio is 1.33, which is higher than the FDIVX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FIGRX and FDIVX, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.33
0.94
FIGRX
FDIVX

Dividends

FIGRX vs. FDIVX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 1.71%, more than FDIVX's 1.58% yield.


TTM20232022202120202019201820172016201520142013
FIGRX
Fidelity International Discovery Fund
1.71%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%3.10%
FDIVX
Fidelity Diversified International Fund
1.58%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%2.36%

Drawdowns

FIGRX vs. FDIVX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.02%, roughly equal to the maximum FDIVX drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for FIGRX and FDIVX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.71%
-7.36%
FIGRX
FDIVX

Volatility

FIGRX vs. FDIVX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) and Fidelity Diversified International Fund (FDIVX) have volatilities of 3.54% and 3.51%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.54%
3.51%
FIGRX
FDIVX