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FPADX vs. FIGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, FPADX achieves a 30.04% return, which is significantly higher than FIGSX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with FPADX having a 10.42% annualized return and FIGSX not far behind at 10.19%.


FPADX

1D
1.25%
1M
10.70%
YTD
30.04%
6M
32.95%
1Y
58.94%
3Y*
24.97%
5Y*
7.99%
10Y*
10.42%

FIGSX

1D
1.23%
1M
3.27%
YTD
7.48%
6M
8.70%
1Y
15.33%
3Y*
13.32%
5Y*
6.48%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPADX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPADX
Fidelity Emerging Markets Index Fund
30.04%33.90%6.80%9.51%-20.06%-3.07%17.84%18.28%-14.65%35.16%
FIGSX
Fidelity Series International Growth Fund
7.48%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Correlation

The correlation between FPADX and FIGSX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2011

0.74

The correlation between FPADX and FIGSX has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

FPADX vs. FIGSX — Risk / Return Rank

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

FPADX
FPADX Risk / Return Rank: 9090
Overall Rank
FPADX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8989
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8989
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 1212
Overall Rank
FIGSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1111
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FPADX vs. FIGSX - Risk-Adjusted Trends 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.


FPADXFIGSXDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.62

1.16

+0.46

Calmar ratioReturn relative to maximum drawdown

4.48

1.10

+3.38

Martin ratioReturn relative to average drawdown

17.77

4.07

+13.70

FPADX vs. FIGSX - Sharpe Ratio Comparison

The current FPADX Sharpe Ratio is 3.34, which is higher than the FIGSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FPADX and FIGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FPADXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.34

0.84

+2.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.36

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.51

-0.14

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 -34.47%. Use the drawdown chart below to compare losses from any high point for FPADX and FIGSX.


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Drawdown Indicators


FPADXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-39.16%

-34.47%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-13.89%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-16.29%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.00%

-34.47%

-2.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-34.47%

-4.69%

Current Drawdown

Current decline from peak

0.00%

-2.14%

+2.14%

Average Drawdown

Average peak-to-trough decline

-13.26%

-6.46%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.75%

-0.41%

Volatility

FPADX vs. FIGSX - Volatility Comparison

Fidelity Emerging Markets Index Fund (FPADX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 7.57% and 7.37%, 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.


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Volatility by Period


FPADXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

7.37%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.40%

15.91%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

18.26%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

18.04%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

17.81%

+0.01%

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%.


Dividends

FPADX vs. FIGSX - Dividend Comparison

FPADX's dividend yield for the trailing twelve months is around 1.81%, less than FIGSX's 8.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
8.07%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
FPADX
Fidelity Emerging Markets Index Fund
1.81%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Frequently Asked Questions


FPADX and FIGSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPADX has higher volatility (7.57%) compared to FIGSX (7.37%). In terms of maximum drawdown, FPADX dropped -39.16% vs FIGSX's -34.47%.

FPADX currently has the higher Sharpe Ratio (3.34 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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