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FIGSX vs. FPADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGSX and FPADX is 0.65, 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.


Performance

FIGSX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Growth Fund (FIGSX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIGSX:

0.25

FPADX:

0.62

Sortino Ratio

FIGSX:

0.57

FPADX:

1.03

Omega Ratio

FIGSX:

1.07

FPADX:

1.13

Calmar Ratio

FIGSX:

0.30

FPADX:

0.45

Martin Ratio

FIGSX:

1.19

FPADX:

1.98

Ulcer Index

FIGSX:

4.91%

FPADX:

5.69%

Daily Std Dev

FIGSX:

18.81%

FPADX:

17.37%

Max Drawdown

FIGSX:

-38.71%

FPADX:

-39.16%

Current Drawdown

FIGSX:

-4.41%

FPADX:

-11.44%

Returns By Period

The year-to-date returns for both investments are quite close, with FIGSX having a 9.12% return and FPADX slightly higher at 9.46%. Over the past 10 years, FIGSX has outperformed FPADX with an annualized return of 4.19%, while FPADX has yielded a comparatively lower 3.28% annualized return.


FIGSX

YTD

9.12%

1M

9.50%

6M

1.76%

1Y

4.68%

5Y*

5.55%

10Y*

4.19%

FPADX

YTD

9.46%

1M

10.52%

6M

4.90%

1Y

10.63%

5Y*

7.53%

10Y*

3.28%

*Annualized

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FIGSX vs. FPADX - Expense Ratio Comparison

FIGSX has a 0.01% expense ratio, which is lower than FPADX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FIGSX vs. FPADX — Risk-Adjusted Performance Rank

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

FIGSX
The Risk-Adjusted Performance Rank of FIGSX is 3838
Overall Rank
The Sharpe Ratio Rank of FIGSX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGSX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FIGSX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FIGSX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FIGSX is 4141
Martin Ratio Rank

FPADX
The Risk-Adjusted Performance Rank of FPADX is 5858
Overall Rank
The Sharpe Ratio Rank of FPADX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FPADX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FPADX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FPADX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FPADX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIGSX vs. FPADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Growth Fund (FIGSX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


The current FIGSX Sharpe Ratio is 0.25, which is lower than the FPADX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FIGSX and FPADX, 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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Dividends

FIGSX vs. FPADX - Dividend Comparison

FIGSX's dividend yield for the trailing twelve months is around 1.46%, less than FPADX's 2.46% yield.


TTM20242023202220212020201920182017201620152014
FIGSX
Fidelity Series International Growth Fund
1.46%1.59%1.27%1.40%1.49%1.36%2.09%2.11%1.49%1.24%4.69%4.31%
FPADX
Fidelity Emerging Markets Index Fund
2.46%2.70%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%

Drawdowns

FIGSX vs. FPADX - Drawdown Comparison

The maximum FIGSX drawdown since its inception was -38.71%, roughly equal to the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for FIGSX and FPADX. For additional features, visit the drawdowns tool.


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Volatility

FIGSX vs. FPADX - Volatility Comparison

The current volatility for Fidelity Series International Growth Fund (FIGSX) is 4.28%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 4.80%. This indicates that FIGSX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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