FIVFX vs. IEFA
Compare and contrast key facts about Fidelity International Capital Appreciation Fund (FIVFX) and iShares Core MSCI EAFE ETF (IEFA).
FIVFX is managed by Fidelity. It was launched on Nov 1, 1994. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVFX or IEFA.
Performance
FIVFX vs. IEFA - Performance Comparison
Returns By Period
In the year-to-date period, FIVFX achieves a 8.22% return, which is significantly higher than IEFA's 3.97% return. Over the past 10 years, FIVFX has outperformed IEFA with an annualized return of 6.30%, while IEFA has yielded a comparatively lower 5.16% annualized return.
FIVFX
8.22%
-3.53%
0.35%
17.27%
5.05%
6.30%
IEFA
3.97%
-5.33%
-3.57%
12.25%
5.30%
5.16%
Key characteristics
| FIVFX | IEFA | |
|---|---|---|
| Sharpe Ratio | 1.28 | 0.93 |
| Sortino Ratio | 1.85 | 1.35 |
| Omega Ratio | 1.22 | 1.16 |
| Calmar Ratio | 0.79 | 1.20 |
| Martin Ratio | 6.39 | 4.51 |
| Ulcer Index | 2.78% | 2.65% |
| Daily Std Dev | 13.91% | 12.87% |
| Max Drawdown | -66.32% | -34.78% |
| Current Drawdown | -9.18% | -8.72% |
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FIVFX vs. IEFA - Expense Ratio Comparison
FIVFX has a 1.00% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Correlation
The correlation between FIVFX and IEFA is 0.88, 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. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation Fund (FIVFX) and iShares Core MSCI EAFE ETF (IEFA). 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. IEFA - Dividend Comparison
FIVFX's dividend yield for the trailing twelve months is around 0.35%, less than IEFA's 3.17% 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% |
IEFA iShares Core MSCI EAFE ETF | 3.17% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
FIVFX vs. IEFA - Drawdown Comparison
The maximum FIVFX drawdown since its inception was -66.32%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for FIVFX and IEFA. For additional features, visit the drawdowns tool.
Volatility
FIVFX vs. IEFA - Volatility Comparison
Fidelity International Capital Appreciation Fund (FIVFX) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 3.86% and 3.98%, 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.