LLOY.L vs. FITGX
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) and Fidelity Advisor International Growth Fund Class M (FITGX).
FITGX is managed by Fidelity. It was launched on Nov 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLOY.L or FITGX.
Key characteristics
| LLOY.L | FITGX | |
|---|---|---|
| YTD Return | 18.04% | 6.32% |
| 1Y Return | 40.29% | 23.37% |
| 3Y Return (Ann) | 6.84% | -0.72% |
| 5Y Return (Ann) | 3.87% | 6.46% |
| 10Y Return (Ann) | 0.91% | 6.81% |
| Sharpe Ratio | 1.58 | 1.81 |
| Sortino Ratio | 2.17 | 2.56 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 0.49 | 1.12 |
| Martin Ratio | 7.07 | 9.00 |
| Ulcer Index | 4.93% | 2.75% |
| Daily Std Dev | 22.23% | 13.65% |
| Max Drawdown | -90.48% | -55.82% |
| Current Drawdown | -59.95% | -5.70% |
Correlation
The correlation between LLOY.L and FITGX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LLOY.L vs. FITGX - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly higher than FITGX's 6.32% return. Over the past 10 years, LLOY.L has underperformed FITGX with an annualized return of 0.91%, while FITGX has yielded a comparatively higher 6.81% 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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Risk-Adjusted Performance
LLOY.L vs. FITGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and Fidelity Advisor International Growth Fund Class M (FITGX). 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
LLOY.L vs. FITGX - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, while FITGX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% | 0.00% | 0.00% |
FITGX Fidelity Advisor International Growth Fund Class M | 0.00% | 0.00% | 1.47% | 1.52% | 0.00% | 0.42% | 0.27% | 0.15% | 0.66% | 0.25% | 0.11% | 0.40% |
Drawdowns
LLOY.L vs. FITGX - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, which is greater than FITGX's maximum drawdown of -55.82%. Use the drawdown chart below to compare losses from any high point for LLOY.L and FITGX. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. FITGX - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to Fidelity Advisor International Growth Fund Class M (FITGX) at 3.41%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than FITGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.