FIVLX vs. FMIJX
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and FMI International Fund (FMIJX).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVLX or FMIJX.
Performance
FIVLX vs. FMIJX - Performance Comparison
Returns By Period
In the year-to-date period, FIVLX achieves a 7.84% return, which is significantly lower than FMIJX's 9.03% return. Over the past 10 years, FIVLX has underperformed FMIJX with an annualized return of 4.73%, while FMIJX has yielded a comparatively higher 5.48% annualized return.
FIVLX
7.84%
-1.85%
-1.58%
13.98%
7.80%
4.73%
FMIJX
9.03%
0.54%
1.01%
15.03%
4.83%
5.48%
Key characteristics
| FIVLX | FMIJX | |
|---|---|---|
| Sharpe Ratio | 1.08 | 1.51 |
| Sortino Ratio | 1.49 | 2.13 |
| Omega Ratio | 1.19 | 1.26 |
| Calmar Ratio | 1.66 | 2.06 |
| Martin Ratio | 5.24 | 7.04 |
| Ulcer Index | 2.67% | 2.14% |
| Daily Std Dev | 12.95% | 9.97% |
| Max Drawdown | -64.54% | -37.45% |
| Current Drawdown | -7.02% | -1.94% |
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FIVLX vs. FMIJX - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than FMIJX's 0.94% expense ratio.
Correlation
The correlation between FIVLX and FMIJX is 0.82, 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
FIVLX vs. FMIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and FMI International Fund (FMIJX). 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
FIVLX vs. FMIJX - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.91%, while FMIJX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 1.91% | 2.06% | 1.85% | 4.35% | 1.74% | 3.19% | 3.33% | 1.50% | 2.57% | 1.44% | 3.94% | 4.51% |
FMIJX FMI International Fund | 0.00% | 0.00% | 15.23% | 3.46% | 0.00% | 3.55% | 4.60% | 0.28% | 3.05% | 1.82% | 2.10% | 0.71% |
Drawdowns
FIVLX vs. FMIJX - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for FIVLX and FMIJX. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. FMIJX - Volatility Comparison
Fidelity International Value Fund (FIVLX) and FMI International Fund (FMIJX) have volatilities of 3.51% and 3.35%, 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.