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FIVFX vs. FIREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVFX and FIREX is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FIVFX vs. FIREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity International Real Estate Fund (FIREX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
324.39%
57.63%
FIVFX
FIREX

Key characteristics

Sharpe Ratio

FIVFX:

0.31

FIREX:

0.39

Sortino Ratio

FIVFX:

0.58

FIREX:

0.63

Omega Ratio

FIVFX:

1.08

FIREX:

1.08

Calmar Ratio

FIVFX:

0.32

FIREX:

0.13

Martin Ratio

FIVFX:

1.18

FIREX:

0.56

Ulcer Index

FIVFX:

5.36%

FIREX:

9.17%

Daily Std Dev

FIVFX:

20.17%

FIREX:

13.31%

Max Drawdown

FIVFX:

-66.30%

FIREX:

-74.26%

Current Drawdown

FIVFX:

-6.70%

FIREX:

-30.91%

Returns By Period

In the year-to-date period, FIVFX achieves a 6.28% return, which is significantly lower than FIREX's 8.56% return. Over the past 10 years, FIVFX has outperformed FIREX with an annualized return of 5.80%, while FIREX has yielded a comparatively lower 1.01% annualized return.


FIVFX

YTD

6.28%

1M

1.56%

6M

0.39%

1Y

6.94%

5Y*

8.27%

10Y*

5.80%

FIREX

YTD

8.56%

1M

4.90%

6M

0.37%

1Y

6.59%

5Y*

0.41%

10Y*

1.01%

*Annualized

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FIVFX vs. FIREX - Expense Ratio Comparison

FIVFX has a 1.00% expense ratio, which is higher than FIREX's 0.95% expense ratio.


Expense ratio chart for FIVFX: current value is 1.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIVFX: 1.00%
Expense ratio chart for FIREX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIREX: 0.95%

Risk-Adjusted Performance

FIVFX vs. FIREX — Risk-Adjusted Performance Rank

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

FIVFX
The Risk-Adjusted Performance Rank of FIVFX is 4343
Overall Rank
The Sharpe Ratio Rank of FIVFX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVFX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FIVFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIVFX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FIVFX is 4343
Martin Ratio Rank

FIREX
The Risk-Adjusted Performance Rank of FIREX is 4040
Overall Rank
The Sharpe Ratio Rank of FIREX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FIREX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FIREX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FIREX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FIREX is 3333
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.

FIVFX vs. FIREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity International Real Estate Fund (FIREX). 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 FIVFX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.00
FIVFX: 0.31
FIREX: 0.39
The chart of Sortino ratio for FIVFX, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.00
FIVFX: 0.58
FIREX: 0.63
The chart of Omega ratio for FIVFX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FIVFX: 1.08
FIREX: 1.08
The chart of Calmar ratio for FIVFX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
FIVFX: 0.32
FIREX: 0.13
The chart of Martin ratio for FIVFX, currently valued at 1.18, compared to the broader market0.0010.0020.0030.0040.0050.00
FIVFX: 1.18
FIREX: 0.56

The current FIVFX Sharpe Ratio is 0.31, which is comparable to the FIREX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FIVFX and FIREX, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.31
0.39
FIVFX
FIREX

Dividends

FIVFX vs. FIREX - Dividend Comparison

FIVFX's dividend yield for the trailing twelve months is around 0.73%, less than FIREX's 4.85% yield.


TTM20242023202220212020201920182017201620152014
FIVFX
Fidelity International Capital Appreciation Fund
0.73%0.78%0.38%0.05%0.00%0.17%0.58%0.47%0.33%0.68%1.98%6.09%
FIREX
Fidelity International Real Estate Fund
4.85%5.27%1.86%0.44%3.76%1.77%2.18%1.72%2.09%1.55%4.16%6.23%

Drawdowns

FIVFX vs. FIREX - Drawdown Comparison

The maximum FIVFX drawdown since its inception was -66.30%, smaller than the maximum FIREX drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for FIVFX and FIREX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.70%
-30.91%
FIVFX
FIREX

Volatility

FIVFX vs. FIREX - Volatility Comparison

Fidelity International Capital Appreciation Fund (FIVFX) has a higher volatility of 13.46% compared to Fidelity International Real Estate Fund (FIREX) at 7.30%. This indicates that FIVFX's price experiences larger fluctuations and is considered to be riskier than FIREX 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
13.46%
7.30%
FIVFX
FIREX