FIGSX vs. HEFA
Compare and contrast key facts about Fidelity Series International Growth Fund (FIGSX) and iShares Currency Hedged MSCI EAFE ETF (HEFA).
FIGSX is managed by Fidelity. It was launched on Dec 3, 2009. HEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to USD Index. It was launched on Jan 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIGSX or HEFA.
Key characteristics
| FIGSX | HEFA | |
|---|---|---|
| YTD Return | 7.94% | 12.92% |
| 1Y Return | 17.26% | 17.44% |
| 3Y Return (Ann) | -0.03% | 8.64% |
| 5Y Return (Ann) | 7.91% | 9.93% |
| 10Y Return (Ann) | 8.41% | 8.77% |
| Sharpe Ratio | 1.29 | 1.63 |
| Sortino Ratio | 1.85 | 2.17 |
| Omega Ratio | 1.22 | 1.30 |
| Calmar Ratio | 1.19 | 1.82 |
| Martin Ratio | 6.22 | 8.58 |
| Ulcer Index | 2.82% | 2.08% |
| Daily Std Dev | 13.61% | 10.91% |
| Max Drawdown | -34.46% | -32.39% |
| Current Drawdown | -5.42% | -2.45% |
Correlation
The correlation between FIGSX and HEFA is 0.80, 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.
Performance
FIGSX vs. HEFA - Performance Comparison
In the year-to-date period, FIGSX achieves a 7.94% return, which is significantly lower than HEFA's 12.92% return. Both investments have delivered pretty close results over the past 10 years, with FIGSX having a 8.41% annualized return and HEFA not far ahead at 8.77%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIGSX vs. HEFA - Expense Ratio Comparison
FIGSX has a 0.01% expense ratio, which is lower than HEFA's 0.35% expense ratio.
Risk-Adjusted Performance
FIGSX vs. HEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Growth Fund (FIGSX) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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
FIGSX vs. HEFA - Dividend Comparison
FIGSX's dividend yield for the trailing twelve months is around 1.18%, less than HEFA's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIGSX Fidelity Series International Growth Fund | 1.18% | 1.27% | 1.40% | 1.49% | 1.36% | 2.09% | 2.11% | 1.49% | 1.24% | 4.69% | 4.31% | 1.72% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 2.86% | 3.01% | 25.14% | 3.06% | 2.10% | 5.37% | 4.58% | 2.55% | 3.17% | 3.54% | 3.39% | 0.00% |
Drawdowns
FIGSX vs. HEFA - Drawdown Comparison
The maximum FIGSX drawdown since its inception was -34.46%, which is greater than HEFA's maximum drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for FIGSX and HEFA. For additional features, visit the drawdowns tool.
Volatility
FIGSX vs. HEFA - Volatility Comparison
Fidelity Series International Growth Fund (FIGSX) has a higher volatility of 3.60% compared to iShares Currency Hedged MSCI EAFE ETF (HEFA) at 2.93%. This indicates that FIGSX's price experiences larger fluctuations and is considered to be riskier than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.