FIVFX vs. FSGGX
Compare and contrast key facts about Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity Global ex U.S. Index Fund (FSGGX).
FIVFX is managed by Fidelity. It was launched on Nov 1, 1994. FSGGX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Index. It was launched on Aug 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVFX or FSGGX.
Performance
FIVFX vs. FSGGX - Performance Comparison
Returns By Period
In the year-to-date period, FIVFX achieves a 8.22% return, which is significantly higher than FSGGX's 6.04% return. Over the past 10 years, FIVFX has outperformed FSGGX with an annualized return of 6.30%, while FSGGX has yielded a comparatively lower 4.58% annualized return.
FIVFX
8.22%
-3.53%
0.35%
17.27%
5.05%
6.30%
FSGGX
6.04%
-4.96%
-1.97%
13.34%
5.05%
4.58%
Key characteristics
| FIVFX | FSGGX | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.07 |
| Sortino Ratio | 1.85 | 1.54 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 0.79 | 1.09 |
| Martin Ratio | 6.39 | 5.50 |
| Ulcer Index | 2.78% | 2.36% |
| Daily Std Dev | 13.91% | 12.13% |
| Max Drawdown | -66.32% | -34.76% |
| Current Drawdown | -9.18% | -7.78% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIVFX vs. FSGGX - Expense Ratio Comparison
FIVFX has a 1.00% expense ratio, which is higher than FSGGX's 0.06% expense ratio.
Correlation
The correlation between FIVFX and FSGGX is 0.90, 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.
Risk-Adjusted Performance
FIVFX vs. FSGGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity Global ex U.S. Index Fund (FSGGX). 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
FIVFX vs. FSGGX - Dividend Comparison
FIVFX's dividend yield for the trailing twelve months is around 0.35%, less than FSGGX's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
FSGGX Fidelity Global ex U.S. Index Fund | 2.79% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.09% | 2.06% | 2.44% | 2.61% | 3.42% |
Drawdowns
FIVFX vs. FSGGX - Drawdown Comparison
The maximum FIVFX drawdown since its inception was -66.32%, which is greater than FSGGX's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for FIVFX and FSGGX. For additional features, visit the drawdowns tool.
Volatility
FIVFX vs. FSGGX - Volatility Comparison
Fidelity International Capital Appreciation Fund (FIVFX) and Fidelity Global ex U.S. Index Fund (FSGGX) have volatilities of 3.86% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.