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FTEIX vs. FIGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTEIX vs. FIGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class I (FTEIX) 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, FTEIX achieves a 12.70% return, which is significantly higher than FIGSX's 10.83% return. Both investments have delivered pretty close results over the past 10 years, with FTEIX having a 11.02% annualized return and FIGSX not far behind at 10.74%.


FTEIX

1D
0.54%
1M
-1.00%
6M
11.13%
YTD
12.70%
1Y
25.07%
3Y*
18.82%
5Y*
9.11%
10Y*
11.02%

FIGSX

1D
0.28%
1M
2.17%
6M
9.12%
YTD
10.83%
1Y
15.81%
3Y*
14.02%
5Y*
6.67%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTEIX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTEIX
Fidelity Advisor Total International Equity Fund Class I
12.70%32.53%6.45%16.27%-17.02%11.06%17.99%27.51%-15.07%30.31%
FIGSX
Fidelity Series International Growth Fund
10.83%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Correlation

The correlation between FTEIX and FIGSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.95

The correlation between FTEIX and FIGSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

FTEIX vs. FIGSX — Risk / Return Rank

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

FTEIX
FTEIX Risk / Return Rank: 4949
Overall Rank
FTEIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FTEIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FTEIX Omega Ratio Rank: 5050
Omega Ratio Rank
FTEIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FTEIX Martin Ratio Rank: 5252
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 1818
Overall Rank
FIGSX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1717
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2323
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.

FTEIX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class I (FTEIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTEIXFIGSXDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratioReturn relative to maximum drawdown

2.18

1.17

+1.01

Martin ratioReturn relative to average drawdown

8.47

4.25

+4.21

FTEIX vs. FIGSX - Sharpe Ratio Comparison

The current FTEIX Sharpe Ratio is 1.58, which is higher than the FIGSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FTEIX 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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Drawdowns

FTEIX vs. FIGSX - Drawdown Comparison

The maximum FTEIX drawdown since its inception was -61.85%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FTEIX and FIGSX.


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Drawdown Indicators


FTEIXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-34.47%

-27.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-13.89%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-16.29%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-34.47%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-34.47%

+1.10%

Current Drawdown

Current decline from peak

-2.39%

-2.26%

-0.13%

Average Drawdown

Average peak-to-trough decline

-13.19%

-6.44%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.81%

-0.80%

Volatility

FTEIX vs. FIGSX - Volatility Comparison

The current volatility for Fidelity Advisor Total International Equity Fund Class I (FTEIX) is 7.30%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 8.69%. This indicates that FTEIX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTEIXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

8.69%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

17.72%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

19.83%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

18.40%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

17.81%

-1.09%

FTEIX vs. FIGSX - Expense Ratio Comparison

FTEIX has a 1.05% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Dividends

FTEIX vs. FIGSX - Dividend Comparison

FTEIX's dividend yield for the trailing twelve months is around 0.80%, less than FIGSX's 7.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
7.82%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
FTEIX
Fidelity Advisor Total International Equity Fund Class I
0.80%0.90%1.43%1.33%1.07%8.71%2.46%1.72%0.85%4.29%1.33%1.15%

Frequently Asked Questions


With a correlation of 0.94, FTEIX and FIGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIGSX has higher volatility (8.69%) compared to FTEIX (7.30%). In terms of maximum drawdown, FTEIX dropped -61.85% vs FIGSX's -34.47%.

FTEIX currently has the higher Sharpe Ratio (1.58 vs 0.82), 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

Find the right allocation for FTEIX and FIGSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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