FIGRX vs. RWIIX
Compare and contrast key facts about Fidelity International Discovery Fund (FIGRX) and Redwood AlphaFactor Tactical International Fund (RWIIX).
FIGRX is managed by Fidelity. It was launched on Dec 31, 1986. RWIIX is managed by Redwood. It was launched on Nov 2, 2017.
Performance
FIGRX vs. RWIIX - Performance Comparison
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FIGRX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIGRX Fidelity International Discovery Fund | -0.75% | 27.61% | 10.96% | 14.17% | -24.83% | 11.09% | 21.42% | 27.53% | -17.16% | 0.88% |
RWIIX Redwood AlphaFactor Tactical International Fund | 2.70% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Returns By Period
In the year-to-date period, FIGRX achieves a -0.75% return, which is significantly lower than RWIIX's 2.70% return.
FIGRX
- 1D
- -0.77%
- 1M
- -4.46%
- YTD
- -0.75%
- 6M
- -0.58%
- 1Y
- 24.18%
- 3Y*
- 14.17%
- 5Y*
- 5.05%
- 10Y*
- 8.28%
RWIIX
- 1D
- -0.52%
- 1M
- -1.70%
- YTD
- 2.70%
- 6M
- 4.32%
- 1Y
- 5.77%
- 3Y*
- 2.08%
- 5Y*
- 1.46%
- 10Y*
- —
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FIGRX vs. RWIIX - Expense Ratio Comparison
FIGRX has a 0.99% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Return for Risk
FIGRX vs. RWIIX — Risk / Return Rank
FIGRX
RWIIX
FIGRX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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.
| FIGRX | RWIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.31 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.55 | 0.45 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 0.34 | +1.28 |
Martin ratioReturn relative to average drawdown | 6.16 | 0.68 | +5.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIGRX | RWIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.31 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.13 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.30 | +0.15 |
Correlation
The correlation between FIGRX and RWIIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FIGRX vs. RWIIX - Dividend Comparison
FIGRX's dividend yield for the trailing twelve months is around 7.00%, less than RWIIX's 8.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGRX Fidelity International Discovery Fund | 7.00% | 6.94% | 2.88% | 1.91% | 0.35% | 11.18% | 3.70% | 2.33% | 3.85% | 4.01% | 1.81% | 0.01% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.51% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% | 0.00% |
Drawdowns
FIGRX vs. RWIIX - Drawdown Comparison
The maximum FIGRX drawdown since its inception was -60.47%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for FIGRX and RWIIX.
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Drawdown Indicators
| FIGRX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.47% | -20.34% | -40.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -6.94% | -6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -20.34% | -16.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.54% | — | — |
Current DrawdownCurrent decline from peak | -9.03% | -6.59% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -7.92% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 6.10% | -2.64% |
Volatility
FIGRX vs. RWIIX - Volatility Comparison
Fidelity International Discovery Fund (FIGRX) has a higher volatility of 8.64% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 1.39%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIGRX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 1.39% | +7.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 7.82% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 12.65% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 11.38% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 10.86% | +5.99% |