FIVLX vs. FXAIX
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Fidelity 500 Index Fund (FXAIX).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVLX or FXAIX.
Performance
FIVLX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FIVLX achieves a 7.84% return, which is significantly lower than FXAIX's 26.70% return. Over the past 10 years, FIVLX has underperformed FXAIX with an annualized return of 4.73%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
FIVLX
7.84%
-1.85%
-1.58%
13.98%
7.80%
4.73%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| FIVLX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.08 | 2.68 |
| Sortino Ratio | 1.49 | 3.58 |
| Omega Ratio | 1.19 | 1.50 |
| Calmar Ratio | 1.66 | 3.89 |
| Martin Ratio | 5.24 | 17.48 |
| Ulcer Index | 2.67% | 1.88% |
| Daily Std Dev | 12.95% | 12.24% |
| Max Drawdown | -64.54% | -33.79% |
| Current Drawdown | -7.02% | -0.46% |
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FIVLX vs. FXAIX - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FIVLX and FXAIX is 0.76, 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. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.91%, more than FXAIX's 1.21% yield.
| 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% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FIVLX vs. FXAIX - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FIVLX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity International Value Fund (FIVLX) is 3.51%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.96%. This indicates that FIVLX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.