FIGRX vs. FXAIX
Compare and contrast key facts about Fidelity International Discovery Fund (FIGRX) and Fidelity 500 Index Fund (FXAIX).
FIGRX is managed by Fidelity. It was launched on Dec 31, 1986. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIGRX or FXAIX.
Performance
FIGRX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FIGRX achieves a 11.67% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, FIGRX has underperformed FXAIX with an annualized return of 5.65%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
FIGRX
11.67%
-3.77%
0.12%
18.14%
6.41%
5.65%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| FIGRX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.33 | 2.61 |
| Sortino Ratio | 1.88 | 3.49 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 0.82 | 3.78 |
| Martin Ratio | 6.52 | 17.01 |
| Ulcer Index | 2.74% | 1.88% |
| Daily Std Dev | 13.40% | 12.24% |
| Max Drawdown | -60.02% | -33.79% |
| Current Drawdown | -7.71% | -1.35% |
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. FXAIX - Expense Ratio Comparison
FIGRX has a 0.99% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FIGRX and FXAIX is 0.77, 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. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
FIGRX's dividend yield for the trailing twelve months is around 1.71%, more than FXAIX's 1.23% 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% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FIGRX vs. FXAIX - Drawdown Comparison
The maximum FIGRX drawdown since its inception was -60.02%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FIGRX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FIGRX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity International Discovery Fund (FIGRX) is 3.54%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.06%. This indicates that FIGRX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.