FPBFX vs. FIVFX
Compare and contrast key facts about Fidelity Pacific Basin Fund (FPBFX) and Fidelity International Capital Appreciation Fund (FIVFX).
FPBFX is managed by Fidelity. It was launched on Oct 1, 1986. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FPBFX or FIVFX.
Key characteristics
| FPBFX | FIVFX | |
|---|---|---|
| YTD Return | 17.74% | 13.08% |
| 1Y Return | 21.28% | 27.15% |
| 3Y Return (Ann) | -8.43% | -1.73% |
| 5Y Return (Ann) | 1.80% | 6.21% |
| 10Y Return (Ann) | 4.12% | 6.89% |
| Sharpe Ratio | 1.19 | 2.00 |
| Sortino Ratio | 1.74 | 2.81 |
| Omega Ratio | 1.22 | 1.35 |
| Calmar Ratio | 0.50 | 1.09 |
| Martin Ratio | 6.48 | 10.40 |
| Ulcer Index | 3.18% | 2.66% |
| Daily Std Dev | 17.31% | 13.84% |
| Max Drawdown | -68.30% | -66.32% |
| Current Drawdown | -25.99% | -5.09% |
Correlation
The correlation between FPBFX and FIVFX 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.
Performance
FPBFX vs. FIVFX - Performance Comparison
In the year-to-date period, FPBFX achieves a 17.74% return, which is significantly higher than FIVFX's 13.08% return. Over the past 10 years, FPBFX has underperformed FIVFX with an annualized return of 4.12%, while FIVFX has yielded a comparatively higher 6.89% annualized 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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FPBFX vs. FIVFX - Expense Ratio Comparison
FPBFX has a 1.04% expense ratio, which is higher than FIVFX's 1.00% expense ratio.
Risk-Adjusted Performance
FPBFX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) and Fidelity International Capital Appreciation Fund (FIVFX). 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
FPBFX vs. FIVFX - Dividend Comparison
FPBFX's dividend yield for the trailing twelve months is around 0.71%, more than FIVFX's 0.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPBFX Fidelity Pacific Basin Fund | 0.71% | 0.84% | 0.00% | 3.04% | 0.22% | 0.75% | 0.74% | 0.65% | 0.65% | 6.36% | 7.55% | 15.42% |
FIVFX Fidelity International Capital Appreciation Fund | 0.33% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FPBFX vs. FIVFX - Drawdown Comparison
The maximum FPBFX drawdown since its inception was -68.30%, roughly equal to the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FPBFX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FPBFX vs. FIVFX - Volatility Comparison
Fidelity Pacific Basin Fund (FPBFX) has a higher volatility of 4.62% compared to Fidelity International Capital Appreciation Fund (FIVFX) at 4.00%. This indicates that FPBFX's price experiences larger fluctuations and is considered to be riskier than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.