FITGX vs. LLOY.L
Compare and contrast key facts about Fidelity Advisor International Growth Fund Class M (FITGX) and Lloyds Banking Group plc (LLOY.L).
FITGX is managed by Fidelity. It was launched on Nov 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FITGX or LLOY.L.
Key characteristics
| FITGX | LLOY.L | |
|---|---|---|
| YTD Return | 6.32% | 18.04% |
| 1Y Return | 23.37% | 40.29% |
| 3Y Return (Ann) | -0.72% | 6.84% |
| 5Y Return (Ann) | 6.46% | 3.87% |
| 10Y Return (Ann) | 6.81% | 0.91% |
| Sharpe Ratio | 1.81 | 1.58 |
| Sortino Ratio | 2.56 | 2.17 |
| Omega Ratio | 1.31 | 1.29 |
| Calmar Ratio | 1.12 | 0.49 |
| Martin Ratio | 9.00 | 7.07 |
| Ulcer Index | 2.75% | 4.93% |
| Daily Std Dev | 13.65% | 22.23% |
| Max Drawdown | -55.82% | -90.48% |
| Current Drawdown | -5.70% | -59.95% |
Correlation
The correlation between FITGX and LLOY.L is 0.45, 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
FITGX vs. LLOY.L - Performance Comparison
In the year-to-date period, FITGX achieves a 6.32% return, which is significantly lower than LLOY.L's 18.04% return. Over the past 10 years, FITGX has outperformed LLOY.L with an annualized return of 6.81%, while LLOY.L has yielded a comparatively lower 0.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
FITGX vs. LLOY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class M (FITGX) and Lloyds Banking Group plc (LLOY.L). 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
FITGX vs. LLOY.L - Dividend Comparison
FITGX has not paid dividends to shareholders, while LLOY.L's dividend yield for the trailing twelve months is around 5.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITGX Fidelity Advisor International Growth Fund Class M | 0.00% | 0.00% | 1.47% | 1.52% | 0.00% | 0.42% | 0.27% | 0.15% | 0.66% | 0.25% | 0.11% | 0.40% |
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% | 0.00% | 0.00% |
Drawdowns
FITGX vs. LLOY.L - Drawdown Comparison
The maximum FITGX drawdown since its inception was -55.82%, smaller than the maximum LLOY.L drawdown of -90.48%. Use the drawdown chart below to compare losses from any high point for FITGX and LLOY.L. For additional features, visit the drawdowns tool.
Volatility
FITGX vs. LLOY.L - Volatility Comparison
The current volatility for Fidelity Advisor International Growth Fund Class M (FITGX) is 3.41%, while Lloyds Banking Group plc (LLOY.L) has a volatility of 9.90%. This indicates that FITGX experiences smaller price fluctuations and is considered to be less risky than LLOY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.