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FTIEX vs. TRIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTIEX vs. TRIGX - Performance Comparison

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

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FTIEX vs. TRIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTIEX
Fidelity Total International Equity Fund
1.14%32.46%6.58%16.31%-17.03%11.11%17.91%27.63%-15.19%28.22%
TRIGX
T.Rowe Price International Value Equity Fund
2.14%43.90%7.85%19.18%-8.45%12.77%1.63%20.89%-18.22%18.34%

Returns By Period

In the year-to-date period, FTIEX achieves a 1.14% return, which is significantly lower than TRIGX's 2.14% return. Over the past 10 years, FTIEX has outperformed TRIGX with an annualized return of 9.82%, while TRIGX has yielded a comparatively lower 9.11% annualized return.


FTIEX

1D
3.08%
1M
-7.55%
YTD
1.14%
6M
4.36%
1Y
24.67%
3Y*
15.94%
5Y*
7.75%
10Y*
9.82%

TRIGX

1D
2.88%
1M
-7.57%
YTD
2.14%
6M
8.44%
1Y
29.73%
3Y*
20.85%
5Y*
12.35%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTIEX vs. TRIGX - Expense Ratio Comparison

FTIEX has a 1.05% expense ratio, which is higher than TRIGX's 0.89% expense ratio.


Return for Risk

FTIEX vs. TRIGX — Risk / Return Rank

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

FTIEX
FTIEX Risk / Return Rank: 8080
Overall Rank
FTIEX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTIEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIEX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIEX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTIEX Martin Ratio Rank: 8080
Martin Ratio Rank

TRIGX
TRIGX Risk / Return Rank: 8787
Overall Rank
TRIGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TRIGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
TRIGX Omega Ratio Rank: 8686
Omega Ratio Rank
TRIGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
TRIGX Martin Ratio Rank: 8686
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.

FTIEX vs. TRIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) and T.Rowe Price International Value Equity Fund (TRIGX). 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.


FTIEXTRIGXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.82

-0.31

Sortino ratio

Return per unit of downside risk

2.04

2.35

-0.31

Omega ratio

Gain probability vs. loss probability

1.31

1.36

-0.06

Calmar ratio

Return relative to maximum drawdown

2.06

2.37

-0.31

Martin ratio

Return relative to average drawdown

8.07

9.13

-1.06

FTIEX vs. TRIGX - Sharpe Ratio Comparison

The current FTIEX Sharpe Ratio is 1.50, which is comparable to the TRIGX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FTIEX and TRIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTIEXTRIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.82

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.79

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.34

-0.11

Correlation

The correlation between FTIEX and TRIGX is 0.95, 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.


Dividends

FTIEX vs. TRIGX - Dividend Comparison

FTIEX's dividend yield for the trailing twelve months is around 1.22%, less than TRIGX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
FTIEX
Fidelity Total International Equity Fund
1.22%1.23%1.57%1.33%1.07%8.67%2.46%1.66%1.00%2.43%1.47%1.25%
TRIGX
T.Rowe Price International Value Equity Fund
2.72%2.78%2.58%2.66%2.98%2.49%1.34%2.82%2.49%0.26%2.65%2.07%

Drawdowns

FTIEX vs. TRIGX - Drawdown Comparison

The maximum FTIEX drawdown since its inception was -61.85%, roughly equal to the maximum TRIGX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for FTIEX and TRIGX.


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Drawdown Indicators


FTIEXTRIGXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-62.28%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.16%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-30.02%

-27.37%

-2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-41.94%

+8.57%

Current Drawdown

Current decline from peak

-9.06%

-9.43%

+0.37%

Average Drawdown

Average peak-to-trough decline

-13.25%

-12.71%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.15%

-0.13%

Volatility

FTIEX vs. TRIGX - Volatility Comparison

Fidelity Total International Equity Fund (FTIEX) and T.Rowe Price International Value Equity Fund (TRIGX) have volatilities of 7.91% and 8.06%, 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


FTIEXTRIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

8.06%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

11.19%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

16.59%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

15.70%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

16.93%

-0.22%