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FTIEX vs. FIGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTIEX and FIGFX is 0.96, 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.


-0.50.00.51.01.0

Performance

FTIEX vs. FIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total International Equity Fund (FTIEX) and Fidelity International Growth Fund (FIGFX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
4.92%
3.81%
FTIEX
FIGFX

Key characteristics

Sharpe Ratio

FTIEX:

1.12

FIGFX:

0.67

Sortino Ratio

FTIEX:

1.62

FIGFX:

1.02

Omega Ratio

FTIEX:

1.20

FIGFX:

1.12

Calmar Ratio

FTIEX:

1.39

FIGFX:

0.90

Martin Ratio

FTIEX:

4.06

FIGFX:

2.49

Ulcer Index

FTIEX:

3.58%

FIGFX:

3.67%

Daily Std Dev

FTIEX:

12.99%

FIGFX:

13.74%

Max Drawdown

FTIEX:

-61.67%

FIGFX:

-55.48%

Current Drawdown

FTIEX:

-0.80%

FIGFX:

-1.05%

Returns By Period

The year-to-date returns for both investments are quite close, with FTIEX having a 8.44% return and FIGFX slightly higher at 8.48%. Over the past 10 years, FTIEX has underperformed FIGFX with an annualized return of 5.72%, while FIGFX has yielded a comparatively higher 7.26% annualized return.


FTIEX

YTD

8.44%

1M

4.49%

6M

4.92%

1Y

14.30%

5Y*

6.20%

10Y*

5.72%

FIGFX

YTD

8.48%

1M

2.66%

6M

3.80%

1Y

9.29%

5Y*

6.30%

10Y*

7.26%

*Annualized

Compare stocks, funds, or ETFs

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


FTIEX vs. FIGFX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than FIGFX's 0.99% expense ratio.


FTIEX
Fidelity Total International Equity Fund
Expense ratio chart for FTIEX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FIGFX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

FTIEX vs. FIGFX — Risk-Adjusted Performance Rank

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

FTIEX
The Risk-Adjusted Performance Rank of FTIEX is 6060
Overall Rank
The Sharpe Ratio Rank of FTIEX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIEX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FTIEX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FTIEX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FTIEX is 5757
Martin Ratio Rank

FIGFX
The Risk-Adjusted Performance Rank of FIGFX is 3838
Overall Rank
The Sharpe Ratio Rank of FIGFX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGFX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FIGFX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FIGFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FIGFX is 3838
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.

FTIEX vs. FIGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and Fidelity International Growth Fund (FIGFX). 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.


Sharpe ratio
The chart of Sharpe ratio for FTIEX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.120.67
The chart of Sortino ratio for FTIEX, currently valued at 1.62, compared to the broader market0.002.004.006.008.0010.0012.001.621.02
The chart of Omega ratio for FTIEX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.12
The chart of Calmar ratio for FTIEX, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.390.90
The chart of Martin ratio for FTIEX, currently valued at 4.06, compared to the broader market0.0020.0040.0060.0080.004.062.49
FTIEX
FIGFX

The current FTIEX Sharpe Ratio is 1.12, which is higher than the FIGFX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FTIEX and FIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.12
0.67
FTIEX
FIGFX

Dividends

FTIEX vs. FIGFX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.45%, more than FIGFX's 0.38% yield.


TTM20242023202220212020201920182017201620152014
FTIEX
Fidelity Total International Equity Fund
1.45%1.57%1.33%1.07%1.95%0.72%1.66%1.00%1.60%1.47%1.25%3.92%
FIGFX
Fidelity International Growth Fund
0.38%0.42%0.48%0.22%0.43%0.11%0.97%0.88%0.58%1.24%1.47%0.84%

Drawdowns

FTIEX vs. FIGFX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.67%, which is greater than FIGFX's maximum drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for FTIEX and FIGFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.80%
-1.05%
FTIEX
FIGFX

Volatility

FTIEX vs. FIGFX - Volatility Comparison

Fidelity Total International Equity Fund (FTIEX) and Fidelity International Growth Fund (FIGFX) have volatilities of 3.49% and 3.52%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.49%
3.52%
FTIEX
FIGFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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