PortfoliosLab logo
IGAAX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGAAX and FNILX is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IGAAX vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund Class A (IGAAX) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
37.37%
112.50%
IGAAX
FNILX

Key characteristics

Sharpe Ratio

IGAAX:

0.59

FNILX:

0.55

Sortino Ratio

IGAAX:

0.88

FNILX:

0.89

Omega Ratio

IGAAX:

1.12

FNILX:

1.13

Calmar Ratio

IGAAX:

0.70

FNILX:

0.56

Martin Ratio

IGAAX:

2.07

FNILX:

2.29

Ulcer Index

IGAAX:

4.27%

FNILX:

4.71%

Daily Std Dev

IGAAX:

14.96%

FNILX:

19.68%

Max Drawdown

IGAAX:

-35.79%

FNILX:

-33.75%

Current Drawdown

IGAAX:

-0.93%

FNILX:

-10.00%

Returns By Period

In the year-to-date period, IGAAX achieves a 10.23% return, which is significantly higher than FNILX's -5.74% return.


IGAAX

YTD

10.23%

1M

1.73%

6M

3.75%

1Y

8.04%

5Y*

8.97%

10Y*

4.12%

FNILX

YTD

-5.74%

1M

-0.75%

6M

-4.28%

1Y

10.10%

5Y*

15.22%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IGAAX vs. FNILX - Expense Ratio Comparison

IGAAX has a 0.91% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Expense ratio chart for IGAAX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGAAX: 0.91%
Expense ratio chart for FNILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNILX: 0.00%

Risk-Adjusted Performance

IGAAX vs. FNILX — Risk-Adjusted Performance Rank

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

IGAAX
The Risk-Adjusted Performance Rank of IGAAX is 6464
Overall Rank
The Sharpe Ratio Rank of IGAAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of IGAAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IGAAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IGAAX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IGAAX is 6060
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 6363
Overall Rank
The Sharpe Ratio Rank of FNILX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 6363
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.

IGAAX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund Class A (IGAAX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


The chart of Sharpe ratio for IGAAX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.00
IGAAX: 0.59
FNILX: 0.55
The chart of Sortino ratio for IGAAX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
IGAAX: 0.88
FNILX: 0.89
The chart of Omega ratio for IGAAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
IGAAX: 1.12
FNILX: 1.13
The chart of Calmar ratio for IGAAX, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.00
IGAAX: 0.70
FNILX: 0.56
The chart of Martin ratio for IGAAX, currently valued at 2.07, compared to the broader market0.0010.0020.0030.0040.00
IGAAX: 2.07
FNILX: 2.29

The current IGAAX Sharpe Ratio is 0.59, which is comparable to the FNILX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IGAAX and FNILX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.55
IGAAX
FNILX

Dividends

IGAAX vs. FNILX - Dividend Comparison

IGAAX's dividend yield for the trailing twelve months is around 2.28%, more than FNILX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
IGAAX
American Funds International Growth and Income Fund Class A
2.28%2.62%2.29%2.84%2.52%1.37%2.40%2.81%1.85%2.35%3.25%7.19%
FNILX
Fidelity ZERO Large Cap Index Fund
1.16%1.09%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%0.00%

Drawdowns

IGAAX vs. FNILX - Drawdown Comparison

The maximum IGAAX drawdown since its inception was -35.79%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for IGAAX and FNILX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.93%
-10.00%
IGAAX
FNILX

Volatility

IGAAX vs. FNILX - Volatility Comparison

The current volatility for American Funds International Growth and Income Fund Class A (IGAAX) is 9.11%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 14.30%. This indicates that IGAAX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.11%
14.30%
IGAAX
FNILX