FIVLX vs. ICOW
Compare and contrast key facts about Fidelity International Value Fund (FIVLX) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW).
FIVLX is managed by Fidelity. It was launched on May 18, 2006. ICOW is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Developed Markets International Cash Cows 100 Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVLX or ICOW.
Key characteristics
| FIVLX | ICOW | |
|---|---|---|
| YTD Return | 12.73% | 2.80% |
| 1Y Return | 24.94% | 9.39% |
| 3Y Return (Ann) | 7.71% | 4.21% |
| 5Y Return (Ann) | 9.33% | 7.85% |
| Sharpe Ratio | 1.75 | 0.61 |
| Sortino Ratio | 2.38 | 0.92 |
| Omega Ratio | 1.30 | 1.11 |
| Calmar Ratio | 2.68 | 0.88 |
| Martin Ratio | 11.44 | 3.00 |
| Ulcer Index | 2.01% | 2.70% |
| Daily Std Dev | 13.18% | 13.26% |
| Max Drawdown | -64.54% | -43.49% |
| Current Drawdown | -2.81% | -2.98% |
Correlation
The correlation between FIVLX and ICOW is 0.87, 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.
Performance
FIVLX vs. ICOW - Performance Comparison
In the year-to-date period, FIVLX achieves a 12.73% return, which is significantly higher than ICOW's 2.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIVLX vs. ICOW - Expense Ratio Comparison
FIVLX has a 1.01% expense ratio, which is higher than ICOW's 0.65% expense ratio.
Risk-Adjusted Performance
FIVLX vs. ICOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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. ICOW - Dividend Comparison
FIVLX's dividend yield for the trailing twelve months is around 1.82%, less than ICOW's 4.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVLX Fidelity International Value Fund | 1.82% | 2.06% | 1.85% | 4.35% | 1.74% | 3.54% | 3.33% | 1.66% | 2.71% | 1.44% | 3.94% | 4.51% |
ICOW Pacer Developed Markets International Cash Cows 100 ETF | 4.66% | 3.61% | 5.26% | 2.11% | 2.46% | 3.10% | 2.61% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIVLX vs. ICOW - Drawdown Comparison
The maximum FIVLX drawdown since its inception was -64.54%, which is greater than ICOW's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for FIVLX and ICOW. For additional features, visit the drawdowns tool.
Volatility
FIVLX vs. ICOW - Volatility Comparison
Fidelity International Value Fund (FIVLX) has a higher volatility of 4.16% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 3.25%. This indicates that FIVLX's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.