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

Key characteristics


FPADXFIGSX
YTD Return8.86%11.91%
1Y Return14.00%21.12%
3Y Return (Ann)-3.37%1.85%
5Y Return (Ann)4.43%10.32%
10Y Return (Ann)2.37%8.58%
Sharpe Ratio0.981.51
Daily Std Dev13.04%13.34%
Max Drawdown-39.16%-34.46%
Current Drawdown-17.54%0.00%

Correlation

-0.50.00.51.00.7

The correlation between FPADX and FIGSX is 0.75, 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

FPADX vs. FIGSX - Performance Comparison

In the year-to-date period, FPADX achieves a 8.86% return, which is significantly lower than FIGSX's 11.91% return. Over the past 10 years, FPADX has underperformed FIGSX with an annualized return of 2.37%, while FIGSX has yielded a comparatively higher 8.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%AprilMayJuneJulyAugust
52.83%
244.09%
FPADX
FIGSX

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Fidelity Emerging Markets Index Fund

Fidelity Series International Growth Fund

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%.


FPADX
Fidelity Emerging Markets Index Fund
Expense ratio chart for FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FIGSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

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.


FPADX
Sharpe ratio
The chart of Sharpe ratio for FPADX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.98
Sortino ratio
The chart of Sortino ratio for FPADX, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.001.44
Omega ratio
The chart of Omega ratio for FPADX, currently valued at 1.17, compared to the broader market1.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for FPADX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.39
Martin ratio
The chart of Martin ratio for FPADX, currently valued at 4.36, compared to the broader market0.0020.0040.0060.0080.004.36
FIGSX
Sharpe ratio
The chart of Sharpe ratio for FIGSX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for FIGSX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.0012.002.18
Omega ratio
The chart of Omega ratio for FIGSX, currently valued at 1.26, compared to the broader market1.001.502.002.503.003.501.26
Calmar ratio
The chart of Calmar ratio for FIGSX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.90
Martin ratio
The chart of Martin ratio for FIGSX, currently valued at 6.01, compared to the broader market0.0020.0040.0060.0080.006.01

FPADX vs. FIGSX - Sharpe Ratio Comparison

The current FPADX Sharpe Ratio is 0.98, which is lower than the FIGSX Sharpe Ratio of 1.51. The chart below compares the 12-month rolling Sharpe Ratio of FPADX and FIGSX.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugust
0.98
1.51
FPADX
FIGSX

Dividends

FPADX vs. FIGSX - Dividend Comparison

FPADX's dividend yield for the trailing twelve months is around 2.46%, more than FIGSX's 1.14% yield.


TTM20232022202120202019201820172016201520142013
FPADX
Fidelity Emerging Markets Index Fund
2.46%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%2.15%
FIGSX
Fidelity Series International Growth Fund
1.14%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%4.69%4.31%1.72%

Drawdowns

FPADX vs. FIGSX - Drawdown Comparison

The maximum FPADX drawdown since its inception was -39.16%, which is greater than FIGSX's maximum drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for FPADX and FIGSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugust
-17.54%
0
FPADX
FIGSX

Volatility

FPADX vs. FIGSX - Volatility Comparison

Fidelity Emerging Markets Index Fund (FPADX) has a higher volatility of 5.20% compared to Fidelity Series International Growth Fund (FIGSX) at 4.93%. This indicates that FPADX's price experiences larger fluctuations and is considered to be riskier than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugust
5.20%
4.93%
FPADX
FIGSX