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FIGRX vs. FDIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.0
Correlation: 1.0

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.

800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
790.48%
1,088.13%
FIGRX
FDIVX

Key characteristics

Sharpe Ratio

FIGRX:

-0.33

FDIVX:

-0.45

Sortino Ratio

FIGRX:

-0.32

FDIVX:

-0.49

Omega Ratio

FIGRX:

0.96

FDIVX:

0.94

Calmar Ratio

FIGRX:

-0.26

FDIVX:

-0.31

Martin Ratio

FIGRX:

-1.33

FDIVX:

-1.62

Ulcer Index

FIGRX:

4.08%

FDIVX:

4.65%

Daily Std Dev

FIGRX:

16.63%

FDIVX:

16.67%

Max Drawdown

FIGRX:

-60.02%

FDIVX:

-59.98%

Current Drawdown

FIGRX:

-21.16%

FDIVX:

-23.86%

Returns By Period

In the year-to-date period, FIGRX achieves a -6.76% return, which is significantly lower than FDIVX's -5.76% return. Over the past 10 years, FIGRX has outperformed FDIVX with an annualized return of 2.25%, while FDIVX has yielded a comparatively lower 1.69% annualized return.


FIGRX

YTD

-6.76%

1M

-13.81%

6M

-11.06%

1Y

-6.00%

5Y*

5.55%

10Y*

2.25%

FDIVX

YTD

-5.76%

1M

-13.86%

6M

-12.64%

1Y

-8.08%

5Y*

4.50%

10Y*

1.69%

*Annualized

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 is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIVX: 1.01%
Expense ratio chart for FIGRX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIGRX: 0.99%

Risk-Adjusted Performance

FIGRX vs. FDIVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 3333
Overall Rank
The Sharpe Ratio Rank of FIGRX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 2828
Martin Ratio Rank

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 2626
Overall Rank
The Sharpe Ratio Rank of FDIVX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 2020
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.

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 -0.33, compared to the broader market-1.000.001.002.003.00
FIGRX: -0.33
FDIVX: -0.45
The chart of Sortino ratio for FIGRX, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.0010.00
FIGRX: -0.32
FDIVX: -0.49
The chart of Omega ratio for FIGRX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.00
FIGRX: 0.96
FDIVX: 0.94
The chart of Calmar ratio for FIGRX, currently valued at -0.26, compared to the broader market0.005.0010.0015.00
FIGRX: -0.26
FDIVX: -0.31
The chart of Martin ratio for FIGRX, currently valued at -1.33, compared to the broader market0.0020.0040.0060.00
FIGRX: -1.33
FDIVX: -1.62

The current FIGRX Sharpe Ratio is -0.33, which is comparable to the FDIVX Sharpe Ratio of -0.45. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.33
-0.45
FIGRX
FDIVX

Dividends

FIGRX vs. FDIVX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 3.09%, more than FDIVX's 2.18% yield.


TTM20242023202220212020201920182017201620152014
FIGRX
Fidelity International Discovery Fund
3.09%2.88%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%
FDIVX
Fidelity Diversified International Fund
2.18%2.05%1.71%0.38%1.17%0.04%1.32%1.35%1.08%1.15%2.23%4.97%

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.


-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-21.16%
-23.86%
FIGRX
FDIVX

Volatility

FIGRX vs. FDIVX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) and Fidelity Diversified International Fund (FDIVX) have volatilities of 9.24% and 9.27%, 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%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.24%
9.27%
FIGRX
FDIVX
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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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