PortfoliosLab logoPortfoliosLab logo
FIGRX vs. FTIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGRX vs. FTIEX - Performance Comparison

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

Loading graphics...

FIGRX vs. FTIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGRX
Fidelity International Discovery Fund
-2.07%27.61%10.96%14.17%-24.83%11.09%21.42%27.53%-17.16%30.27%
FTIEX
Fidelity Total International Equity Fund
1.14%32.46%6.58%16.31%-17.03%11.11%17.91%27.63%-15.19%28.22%

Returns By Period

In the year-to-date period, FIGRX achieves a -2.07% return, which is significantly lower than FTIEX's 1.14% return. Over the past 10 years, FIGRX has underperformed FTIEX with an annualized return of 8.14%, while FTIEX has yielded a comparatively higher 9.82% annualized return.


FIGRX

1D
3.27%
1M
-7.82%
YTD
-2.07%
6M
-0.53%
1Y
19.72%
3Y*
13.77%
5Y*
4.77%
10Y*
8.14%

FTIEX

1D
3.08%
1M
-7.55%
YTD
1.14%
6M
4.36%
1Y
24.67%
3Y*
15.94%
5Y*
7.75%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. FTIEX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is lower than FTIEX's 1.05% expense ratio.


Return for Risk

FIGRX vs. FTIEX — Risk / Return Rank

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

FIGRX
FIGRX Risk / Return Rank: 5555
Overall Rank
FIGRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FIGRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FIGRX Omega Ratio Rank: 5151
Omega Ratio Rank
FIGRX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FIGRX Martin Ratio Rank: 5656
Martin Ratio Rank

FTIEX
FTIEX Risk / Return Rank: 8080
Overall Rank
FTIEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTIEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIEX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTIEX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIGRX vs. FTIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity Total International Equity Fund (FTIEX). 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.


FIGRXFTIEXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.50

-0.44

Sortino ratio

Return per unit of downside risk

1.53

2.04

-0.51

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.43

2.06

-0.64

Martin ratio

Return relative to average drawdown

5.54

8.07

-2.53

FIGRX vs. FTIEX - Sharpe Ratio Comparison

The current FIGRX Sharpe Ratio is 1.06, which is comparable to the FTIEX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FIGRX and FTIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIGRXFTIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.50

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.49

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.59

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.23

+0.22

Correlation

The correlation between FIGRX and FTIEX 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.


Dividends

FIGRX vs. FTIEX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 7.09%, more than FTIEX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
FIGRX
Fidelity International Discovery Fund
7.09%6.94%2.88%1.91%0.35%11.18%3.70%2.33%3.85%4.01%1.81%0.01%
FTIEX
Fidelity Total International Equity Fund
1.22%1.23%1.57%1.33%1.07%8.67%2.46%1.66%1.00%2.43%1.47%1.25%

Drawdowns

FIGRX vs. FTIEX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.47%, roughly equal to the maximum FTIEX drawdown of -61.85%. Use the drawdown chart below to compare losses from any high point for FIGRX and FTIEX.


Loading graphics...

Drawdown Indicators


FIGRXFTIEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.47%

-61.85%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-11.81%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.54%

-30.02%

-6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-33.37%

-3.17%

Current Drawdown

Current decline from peak

-10.23%

-9.06%

-1.17%

Average Drawdown

Average peak-to-trough decline

-12.40%

-13.25%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.02%

+0.35%

Volatility

FIGRX vs. FTIEX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) has a higher volatility of 9.03% compared to Fidelity Total International Equity Fund (FTIEX) at 7.91%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than FTIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIGRXFTIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

7.91%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

11.30%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

16.90%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

15.96%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

16.71%

+0.13%