FIGRX vs. FIVFX
Compare and contrast key facts about Fidelity International Discovery Fund (FIGRX) and Fidelity International Capital Appreciation Fund (FIVFX).
FIGRX is managed by Fidelity. It was launched on Dec 31, 1986. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIGRX or FIVFX.
Performance
FIGRX vs. FIVFX - Performance Comparison
Returns By Period
In the year-to-date period, FIGRX achieves a 11.67% return, which is significantly higher than FIVFX's 8.67% return. Over the past 10 years, FIGRX has underperformed FIVFX with an annualized return of 5.65%, while FIVFX has yielded a comparatively higher 6.31% annualized return.
FIGRX
11.67%
-3.77%
0.12%
18.14%
6.41%
5.65%
FIVFX
8.67%
-3.39%
1.05%
16.67%
5.24%
6.31%
Key characteristics
| FIGRX | FIVFX | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.18 |
| Sortino Ratio | 1.88 | 1.73 |
| Omega Ratio | 1.23 | 1.21 |
| Calmar Ratio | 0.82 | 0.75 |
| Martin Ratio | 6.52 | 5.73 |
| Ulcer Index | 2.74% | 2.87% |
| Daily Std Dev | 13.40% | 13.90% |
| Max Drawdown | -60.02% | -66.32% |
| Current Drawdown | -7.71% | -8.80% |
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FIGRX vs. FIVFX - Expense Ratio Comparison
FIGRX has a 0.99% expense ratio, which is lower than FIVFX's 1.00% expense ratio.
Correlation
The correlation between FIGRX and FIVFX is 0.94, 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. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity International Capital Appreciation Fund (FIVFX). 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. FIVFX - Dividend Comparison
FIGRX's dividend yield for the trailing twelve months is around 1.71%, more than FIVFX's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FIGRX vs. FIVFX - Drawdown Comparison
The maximum FIGRX drawdown since its inception was -60.02%, smaller than the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FIGRX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FIGRX vs. FIVFX - Volatility Comparison
The current volatility for Fidelity International Discovery Fund (FIGRX) is 3.54%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 3.75%. This indicates that FIGRX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.