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FIVLX vs. FIENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVLX and FIENX is 0.94, 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.


-0.50.00.51.00.9

Performance

FIVLX vs. FIENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Value Fund (FIVLX) and Fidelity International Enhanced Index Fund (FIENX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
1.38%
0
FIVLX
FIENX

Key characteristics

Returns By Period


FIVLX

YTD

5.47%

1M

4.98%

6M

1.19%

1Y

12.34%

5Y*

8.26%

10Y*

5.44%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIVLX vs. FIENX - Expense Ratio Comparison

FIVLX has a 1.01% expense ratio, which is higher than FIENX's 0.55% expense ratio.


FIVLX
Fidelity International Value Fund
Expense ratio chart for FIVLX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FIVLX vs. FIENX — Risk-Adjusted Performance Rank

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

FIVLX
The Risk-Adjusted Performance Rank of FIVLX is 4949
Overall Rank
The Sharpe Ratio Rank of FIVLX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVLX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FIVLX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FIVLX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FIVLX is 4242
Martin Ratio Rank

FIENX
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.

FIVLX vs. FIENX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Fidelity International Enhanced Index Fund (FIENX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIVLX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.001.00
The chart of Sortino ratio for FIVLX, currently valued at 1.38, compared to the broader market0.005.0010.001.38
The chart of Omega ratio for FIVLX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
The chart of Calmar ratio for FIVLX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.001.30
The chart of Martin ratio for FIVLX, currently valued at 3.31, compared to the broader market0.0020.0040.0060.0080.003.31
FIVLX
FIENX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.00
1.00
FIVLX
FIENX

Dividends

FIVLX vs. FIENX - Dividend Comparison

FIVLX's dividend yield for the trailing twelve months is around 2.75%, while FIENX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIVLX
Fidelity International Value Fund
2.75%2.90%2.06%1.85%4.35%1.74%3.19%3.33%1.50%2.57%2.89%7.88%
FIENX
Fidelity International Enhanced Index Fund
0.00%0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%

Drawdowns

FIVLX vs. FIENX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.23%
-6.43%
FIVLX
FIENX

Volatility

FIVLX vs. FIENX - Volatility Comparison

Fidelity International Value Fund (FIVLX) has a higher volatility of 3.47% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FIVLX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.47%
0
FIVLX
FIENX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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