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FIGSX vs. HDVYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGSX vs. HDVYX - Performance Comparison

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

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FIGSX vs. HDVYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%
HDVYX
Hartford International Equity Fund
-0.27%33.23%4.70%15.24%-14.14%6.81%9.72%20.78%-16.30%29.04%

Returns By Period

In the year-to-date period, FIGSX achieves a -1.99% return, which is significantly lower than HDVYX's -0.27% return. Over the past 10 years, FIGSX has outperformed HDVYX with an annualized return of 9.60%, while HDVYX has yielded a comparatively lower 8.34% annualized return.


FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%

HDVYX

1D
2.98%
1M
-7.37%
YTD
-0.27%
6M
3.11%
1Y
24.85%
3Y*
14.08%
5Y*
6.75%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGSX vs. HDVYX - Expense Ratio Comparison

FIGSX has a 0.01% expense ratio, which is lower than HDVYX's 0.63% expense ratio.


Return for Risk

FIGSX vs. HDVYX — Risk / Return Rank

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

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
Martin Ratio Rank

HDVYX
HDVYX Risk / Return Rank: 7979
Overall Rank
HDVYX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HDVYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
HDVYX Omega Ratio Rank: 7878
Omega Ratio Rank
HDVYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
HDVYX Martin Ratio Rank: 7777
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. HDVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Growth Fund (FIGSX) and Hartford International Equity Fund (HDVYX). 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.


FIGSXHDVYXDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.58

-0.83

Sortino ratio

Return per unit of downside risk

1.16

2.13

-0.97

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.16

Calmar ratio

Return relative to maximum drawdown

0.98

2.07

-1.09

Martin ratio

Return relative to average drawdown

3.83

8.17

-4.35

FIGSX vs. HDVYX - Sharpe Ratio Comparison

The current FIGSX Sharpe Ratio is 0.74, which is lower than the HDVYX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FIGSX and HDVYX, 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


FIGSXHDVYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.58

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.46

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.25

+0.23

Correlation

The correlation between FIGSX and HDVYX is 0.93, 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. HDVYX - Dividend Comparison

FIGSX's dividend yield for the trailing twelve months is around 8.85%, more than HDVYX's 7.32% yield.


TTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
HDVYX
Hartford International Equity Fund
7.32%7.30%2.27%2.32%3.04%3.63%1.29%2.52%0.64%3.43%2.23%3.05%

Drawdowns

FIGSX vs. HDVYX - Drawdown Comparison

The maximum FIGSX drawdown since its inception was -34.47%, smaller than the maximum HDVYX drawdown of -54.86%. Use the drawdown chart below to compare losses from any high point for FIGSX and HDVYX.


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Drawdown Indicators


FIGSXHDVYXDifference

Max Drawdown

Largest peak-to-trough decline

-34.47%

-54.86%

+20.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-11.70%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

-31.13%

-3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-37.42%

+2.95%

Current Drawdown

Current decline from peak

-10.60%

-9.07%

-1.53%

Average Drawdown

Average peak-to-trough decline

-6.49%

-10.92%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.96%

+0.59%

Volatility

FIGSX vs. HDVYX - Volatility Comparison

Fidelity Series International Growth Fund (FIGSX) has a higher volatility of 9.09% compared to Hartford International Equity Fund (HDVYX) at 7.83%. This indicates that FIGSX's price experiences larger fluctuations and is considered to be riskier than HDVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGSXHDVYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

7.83%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

11.18%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

16.12%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

14.64%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

15.57%

+1.97%