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

Correlation

The correlation between FIGRX and FTIHX is 0.95, 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. FTIHX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.80%
-2.46%
FIGRX
FTIHX

Key characteristics

Sharpe Ratio

FIGRX:

0.94

FTIHX:

0.35

Sortino Ratio

FIGRX:

1.35

FTIHX:

0.55

Omega Ratio

FIGRX:

1.17

FTIHX:

1.07

Calmar Ratio

FIGRX:

0.50

FTIHX:

0.39

Martin Ratio

FIGRX:

3.96

FTIHX:

1.27

Ulcer Index

FIGRX:

3.23%

FTIHX:

3.40%

Daily Std Dev

FIGRX:

13.59%

FTIHX:

12.45%

Max Drawdown

FIGRX:

-60.02%

FTIHX:

-35.75%

Current Drawdown

FIGRX:

-14.93%

FTIHX:

-10.35%

Returns By Period

In the year-to-date period, FIGRX achieves a 11.63% return, which is significantly higher than FTIHX's 2.74% return.


FIGRX

YTD

11.63%

1M

-0.94%

6M

-1.26%

1Y

12.77%

5Y*

2.97%

10Y*

3.85%

FTIHX

YTD

2.74%

1M

-3.57%

6M

-2.88%

1Y

4.32%

5Y*

3.70%

10Y*

N/A

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. FTIHX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is higher than FTIHX's 0.06% 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 FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FIGRX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity Total International Index Fund (FTIHX). 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 0.94, compared to the broader market-1.000.001.002.003.004.000.940.35
The chart of Sortino ratio for FIGRX, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.350.55
The chart of Omega ratio for FIGRX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.07
The chart of Calmar ratio for FIGRX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.0014.000.500.39
The chart of Martin ratio for FIGRX, currently valued at 3.96, compared to the broader market0.0020.0040.0060.003.961.27
FIGRX
FTIHX

The current FIGRX Sharpe Ratio is 0.94, which is higher than the FTIHX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FIGRX and FTIHX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.35
FIGRX
FTIHX

Dividends

FIGRX vs. FTIHX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 2.86%, while FTIHX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIGRX
Fidelity International Discovery Fund
2.86%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%3.10%
FTIHX
Fidelity Total International Index Fund
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%0.00%

Drawdowns

FIGRX vs. FTIHX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.02%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FIGRX and FTIHX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.93%
-10.35%
FIGRX
FTIHX

Volatility

FIGRX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity International Discovery Fund (FIGRX) is 3.69%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 4.33%. This indicates that FIGRX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
4.33%
FIGRX
FTIHX
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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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