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FINVX vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FINVX and STAG is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FINVX vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Value Fund (FINVX) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
142.08%
474.17%
FINVX
STAG

Key characteristics

Sharpe Ratio

FINVX:

1.02

STAG:

-0.07

Sortino Ratio

FINVX:

1.45

STAG:

0.07

Omega Ratio

FINVX:

1.20

STAG:

1.01

Calmar Ratio

FINVX:

1.27

STAG:

-0.06

Martin Ratio

FINVX:

4.14

STAG:

-0.16

Ulcer Index

FINVX:

4.46%

STAG:

9.92%

Daily Std Dev

FINVX:

18.12%

STAG:

23.45%

Max Drawdown

FINVX:

-42.69%

STAG:

-45.08%

Current Drawdown

FINVX:

-0.28%

STAG:

-21.56%

Returns By Period

In the year-to-date period, FINVX achieves a 18.04% return, which is significantly higher than STAG's -1.86% return. Over the past 10 years, FINVX has underperformed STAG with an annualized return of 6.50%, while STAG has yielded a comparatively higher 9.54% annualized return.


FINVX

YTD

18.04%

1M

2.40%

6M

12.60%

1Y

18.98%

5Y*

17.03%

10Y*

6.50%

STAG

YTD

-1.86%

1M

-7.40%

6M

-10.54%

1Y

-0.79%

5Y*

8.41%

10Y*

9.54%

*Annualized

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Risk-Adjusted Performance

FINVX vs. STAG — Risk-Adjusted Performance Rank

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

FINVX
The Risk-Adjusted Performance Rank of FINVX is 8080
Overall Rank
The Sharpe Ratio Rank of FINVX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FINVX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FINVX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FINVX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FINVX is 8181
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 4545
Overall Rank
The Sharpe Ratio Rank of STAG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 4949
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.

FINVX vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and STAG Industrial, Inc. (STAG). 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 chart of Sharpe ratio for FINVX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.00
FINVX: 1.02
STAG: -0.07
The chart of Sortino ratio for FINVX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.00
FINVX: 1.45
STAG: 0.07
The chart of Omega ratio for FINVX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
FINVX: 1.20
STAG: 1.01
The chart of Calmar ratio for FINVX, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.00
FINVX: 1.27
STAG: -0.06
The chart of Martin ratio for FINVX, currently valued at 4.14, compared to the broader market0.0010.0020.0030.0040.0050.00
FINVX: 4.14
STAG: -0.16

The current FINVX Sharpe Ratio is 1.02, which is higher than the STAG Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of FINVX and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.02
-0.07
FINVX
STAG

Dividends

FINVX vs. STAG - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 3.95%, less than STAG's 4.51% yield.


TTM20242023202220212020201920182017201620152014
FINVX
Fidelity Series International Value Fund
3.95%4.66%3.29%3.33%5.02%2.83%3.68%4.05%2.90%2.43%2.14%12.37%
STAG
STAG Industrial, Inc.
4.51%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

FINVX vs. STAG - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.69%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for FINVX and STAG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.28%
-21.56%
FINVX
STAG

Volatility

FINVX vs. STAG - Volatility Comparison

The current volatility for Fidelity Series International Value Fund (FINVX) is 11.88%, while STAG Industrial, Inc. (STAG) has a volatility of 13.62%. This indicates that FINVX experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.88%
13.62%
FINVX
STAG