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FIGSX vs. EXOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGSX vs. EXOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Growth Fund (FIGSX) and Manning & Napier Overseas Series (EXOSX). The values are adjusted to include any dividend payments, if applicable.

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FIGSX vs. EXOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%
EXOSX
Manning & Napier Overseas Series
-7.05%16.21%3.33%19.89%-24.26%11.50%27.07%27.52%-17.23%23.92%

Returns By Period

In the year-to-date period, FIGSX achieves a -5.60% return, which is significantly higher than EXOSX's -7.05% return. Over the past 10 years, FIGSX has outperformed EXOSX with an annualized return of 9.19%, while EXOSX has yielded a comparatively lower 6.47% annualized return.


FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%

EXOSX

1D
0.44%
1M
-9.74%
YTD
-7.05%
6M
-6.01%
1Y
3.66%
3Y*
6.53%
5Y*
1.56%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGSX vs. EXOSX - Expense Ratio Comparison

FIGSX has a 0.01% expense ratio, which is lower than EXOSX's 0.75% expense ratio.


Return for Risk

FIGSX vs. EXOSX — Risk / Return Rank

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

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
Martin Ratio Rank

EXOSX
EXOSX Risk / Return Rank: 99
Overall Rank
EXOSX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EXOSX Sortino Ratio Rank: 88
Sortino Ratio Rank
EXOSX Omega Ratio Rank: 88
Omega Ratio Rank
EXOSX Calmar Ratio Rank: 99
Calmar Ratio Rank
EXOSX Martin Ratio Rank: 99
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.

FIGSX vs. EXOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Growth Fund (FIGSX) and Manning & Napier Overseas Series (EXOSX). 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.


FIGSXEXOSXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.17

+0.33

Sortino ratio

Return per unit of downside risk

0.82

0.35

+0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

0.58

0.15

+0.44

Martin ratio

Return relative to average drawdown

2.33

0.56

+1.77

FIGSX vs. EXOSX - Sharpe Ratio Comparison

The current FIGSX Sharpe Ratio is 0.50, which is higher than the EXOSX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FIGSX and EXOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIGSXEXOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.17

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.09

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.39

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.38

+0.08

Correlation

The correlation between FIGSX and EXOSX is 0.91, 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

FIGSX vs. EXOSX - Dividend Comparison

FIGSX's dividend yield for the trailing twelve months is around 9.19%, more than EXOSX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
EXOSX
Manning & Napier Overseas Series
1.22%1.13%1.29%1.27%0.82%1.85%0.86%1.72%0.91%1.79%1.71%1.84%

Drawdowns

FIGSX vs. EXOSX - Drawdown Comparison

The maximum FIGSX drawdown since its inception was -34.47%, smaller than the maximum EXOSX drawdown of -55.50%. Use the drawdown chart below to compare losses from any high point for FIGSX and EXOSX.


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Drawdown Indicators


FIGSXEXOSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.47%

-55.50%

+21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-11.77%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

-37.71%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-37.71%

+3.24%

Current Drawdown

Current decline from peak

-13.89%

-11.38%

-2.51%

Average Drawdown

Average peak-to-trough decline

-6.49%

-11.12%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.05%

+0.43%

Volatility

FIGSX vs. EXOSX - Volatility Comparison

Fidelity Series International Growth Fund (FIGSX) has a higher volatility of 8.00% compared to Manning & Napier Overseas Series (EXOSX) at 5.78%. This indicates that FIGSX's price experiences larger fluctuations and is considered to be riskier than EXOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGSXEXOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

5.78%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

9.88%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

16.27%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

16.51%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

16.59%

+0.91%