PortfoliosLab logo
FPADX vs. FIGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPADX and FIGSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FPADX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Markets Index Fund (FPADX) and Fidelity Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FPADX:

0.48

FIGSX:

0.19

Sortino Ratio

FPADX:

0.80

FIGSX:

0.46

Omega Ratio

FPADX:

1.10

FIGSX:

1.06

Calmar Ratio

FPADX:

0.33

FIGSX:

0.23

Martin Ratio

FPADX:

1.47

FIGSX:

0.89

Ulcer Index

FPADX:

5.69%

FIGSX:

4.91%

Daily Std Dev

FPADX:

17.14%

FIGSX:

18.72%

Max Drawdown

FPADX:

-39.16%

FIGSX:

-38.71%

Current Drawdown

FPADX:

-13.76%

FIGSX:

-5.87%

Returns By Period

In the year-to-date period, FPADX achieves a 6.60% return, which is significantly lower than FIGSX's 7.46% return. Over the past 10 years, FPADX has underperformed FIGSX with an annualized return of 3.07%, while FIGSX has yielded a comparatively higher 4.05% annualized return.


FPADX

YTD

6.60%

1M

7.63%

6M

1.34%

1Y

7.73%

5Y*

6.94%

10Y*

3.07%

FIGSX

YTD

7.46%

1M

7.83%

6M

0.68%

1Y

3.08%

5Y*

5.09%

10Y*

4.05%

*Annualized

Compare stocks, funds, or ETFs

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


FPADX vs. FIGSX - Expense Ratio Comparison

FPADX has a 0.08% expense ratio, which is higher than FIGSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FPADX vs. FIGSX — Risk-Adjusted Performance Rank

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

FPADX
The Risk-Adjusted Performance Rank of FPADX is 5353
Overall Rank
The Sharpe Ratio Rank of FPADX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FPADX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FPADX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FPADX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FPADX is 5050
Martin Ratio Rank

FIGSX
The Risk-Adjusted Performance Rank of FIGSX is 4141
Overall Rank
The Sharpe Ratio Rank of FIGSX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGSX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FIGSX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FIGSX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FIGSX is 4444
Martin Ratio Rank
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.

FPADX vs. FIGSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Index Fund (FPADX) and Fidelity Series International Growth Fund (FIGSX). 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.


The current FPADX Sharpe Ratio is 0.48, which is higher than the FIGSX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FPADX and FIGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FPADX vs. FIGSX - Dividend Comparison

FPADX's dividend yield for the trailing twelve months is around 2.53%, more than FIGSX's 1.48% yield.


TTM20242023202220212020201920182017201620152014
FPADX
Fidelity Emerging Markets Index Fund
2.53%2.70%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%
FIGSX
Fidelity Series International Growth Fund
1.48%1.59%1.27%1.40%1.49%1.36%2.09%2.11%1.49%1.24%4.69%4.31%

Drawdowns

FPADX vs. FIGSX - Drawdown Comparison

The maximum FPADX drawdown since its inception was -39.16%, roughly equal to the maximum FIGSX drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for FPADX and FIGSX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FPADX vs. FIGSX - Volatility Comparison

Fidelity Emerging Markets Index Fund (FPADX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 4.58% and 4.80%, 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.


Loading data...