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

Correlation

The correlation between FIGRX and FIENX is 0.93, 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

FIGRX vs. FIENX - Performance Comparison

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

50.00%55.00%60.00%65.00%AugustSeptemberOctoberNovemberDecember2025
51.90%
61.49%
FIGRX
FIENX

Key characteristics

Returns By Period


FIGRX

YTD

-0.54%

1M

-3.93%

6M

-6.29%

1Y

10.73%

5Y*

2.45%

10Y*

4.03%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FIGRX vs. FIENX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is higher than FIENX's 0.55% expense ratio.


FIGRX
Fidelity International Discovery Fund
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%
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FIGRX vs. FIENX — 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 5959
Overall Rank
The Sharpe Ratio Rank of FIGRX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 5757
Martin Ratio Rank

FIENX
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. FIENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity International Enhanced Index Fund (FIENX). 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 0.91, compared to the broader market-1.000.001.002.003.004.000.91
The chart of Sortino ratio for FIGRX, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.001.31
The chart of Omega ratio for FIGRX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.16
The chart of Calmar ratio for FIGRX, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.48
The chart of Martin ratio for FIGRX, currently valued at 3.51, compared to the broader market0.0020.0040.0060.003.51
FIGRX
FIENX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.91
1.00
FIGRX
FIENX

Dividends

FIGRX vs. FIENX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 2.89%, while FIENX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIGRX
Fidelity International Discovery Fund
2.89%2.88%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%

Drawdowns

FIGRX vs. FIENX - Drawdown Comparison


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%AugustSeptemberOctoberNovemberDecember2025
-15.90%
-6.43%
FIGRX
FIENX

Volatility

FIGRX vs. FIENX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) has a higher volatility of 3.72% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.72%
0
FIGRX
FIENX
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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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