LLOY.L vs. FITGX
LLOY.L (Lloyds Banking Group plc) is a stock, while FITGX (Fidelity Advisor International Growth Fund Class M) is Foreign Large Cap Equities fund managed by Fidelity. Over the past 10 years, LLOY.L returned 10.99%/yr vs 8.83%/yr for FITGX. At a 0.34 correlation, their price movements are largely independent.
Performance
LLOY.L vs. FITGX - Performance Comparison
Loading charts...
Different Trading Currencies
LLOY.L is traded in GBp, while FITGX is traded in USD. To make them comparable, the FITGX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, LLOY.L achieves a 15.53% return, which is significantly higher than FITGX's 9.04% return. Over the past 10 years, LLOY.L has outperformed FITGX with an annualized return of 10.99%, while FITGX has yielded a comparatively lower 8.83% annualized return.
LLOY.L
- 1D
- -1.20%
- 1M
- 8.26%
- 6M
- 12.38%
- YTD
- 15.53%
- 1Y
- 52.34%
- 3Y*
- 42.53%
- 5Y*
- 24.63%
- 10Y*
- 10.99%
FITGX
- 1D
- 0.35%
- 1M
- 0.42%
- 6M
- 3.01%
- YTD
- 9.04%
- 1Y
- 13.28%
- 3Y*
- 11.03%
- 5Y*
- 5.68%
- 10Y*
- 8.83%
LLOY.L vs. FITGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 15.53% | 88.33% | 21.09% | 10.91% | -0.38% | 34.81% | -41.70% | 27.49% | -20.02% | 8.88% |
FITGX Fidelity Advisor International Growth Fund Class M | 9.04% | 8.93% | 6.55% | 14.17% | -14.52% | 15.85% | 12.89% | 28.12% | -6.83% | 17.69% |
Correlation
The correlation between LLOY.L and FITGX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2007 | 0.34 |
The correlation between LLOY.L and FITGX shifts across timeframes, from 0.26 (10 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLOY.L vs. FITGX — Risk / Return Rank
LLOY.L
FITGX
LLOY.L vs. FITGX - Risk-Adjusted Trends 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.
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.
| LLOY.L | FITGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.08 | +1.57 |
| Martin ratioReturn relative to average drawdown | 7.31 | 3.72 | +3.59 |
Loading charts...
Drawdowns
LLOY.L vs. FITGX - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -91.44%, which is greater than FITGX's maximum drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for LLOY.L and FITGX.
Loading charts...
Drawdown Indicators
| LLOY.L | FITGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.44% | -38.04% | -53.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -11.95% | -7.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -17.64% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -24.23% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -64.34% | -24.23% | -40.11% |
Current DrawdownCurrent decline from peak | -3.94% | -5.02% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -53.76% | -6.29% | -47.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 3.46% | +3.68% |
Volatility
LLOY.L vs. FITGX - Volatility Comparison
The current volatility for Lloyds Banking Group plc (LLOY.L) is 7.07%, while Fidelity Advisor International Growth Fund Class M (FITGX) has a volatility of 8.24%. This indicates that LLOY.L experiences smaller price fluctuations and is considered to be less risky than FITGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLOY.L | FITGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 8.24% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 22.15% | 15.93% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.02% | 17.85% | +10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 15.77% | +11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.31% | 16.60% | +12.71% |
Dividends
LLOY.L vs. FITGX - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 3.29%, more than FITGX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITGX Fidelity Advisor International Growth Fund Class M | 2.75% | 2.98% | 0.74% | 0.00% | 1.47% | 1.52% | 0.00% | 0.42% | 0.27% | 0.12% | 0.66% | 0.16% |
LLOY.L Lloyds Banking Group plc | 3.29% | 3.39% | 5.29% | 5.28% | 4.69% | 2.59% | 0.00% | 5.22% | 6.02% | 0.00% | 0.80% | 0.00% |
Frequently Asked Questions
LLOY.L and FITGX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for LLOY.L and FITGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer