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MPIEX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MPIEX vs. FIGSX - Performance Comparison

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

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MPIEX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPIEX
Mondrian International Value Equity Fund
-0.29%36.49%-0.35%19.83%-10.74%10.75%-4.29%17.95%-11.71%21.43%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, MPIEX achieves a -0.29% return, which is significantly higher than FIGSX's -5.60% return. Over the past 10 years, MPIEX has underperformed FIGSX with an annualized return of 7.35%, while FIGSX has yielded a comparatively higher 9.19% annualized return.


MPIEX

1D
0.82%
1M
-8.52%
YTD
-0.29%
6M
6.58%
1Y
21.87%
3Y*
14.17%
5Y*
8.59%
10Y*
7.35%

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MPIEX vs. FIGSX - Expense Ratio Comparison

MPIEX has a 0.74% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

MPIEX vs. FIGSX — Risk / Return Rank

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

MPIEX
MPIEX Risk / Return Rank: 7777
Overall Rank
MPIEX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MPIEX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MPIEX Omega Ratio Rank: 7070
Omega Ratio Rank
MPIEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MPIEX Martin Ratio Rank: 7878
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

MPIEX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mondrian International Value Equity Fund (MPIEX) and Fidelity Series International Growth Fund (FIGSX). 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.


MPIEXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.50

+0.88

Sortino ratio

Return per unit of downside risk

1.88

0.82

+1.06

Omega ratio

Gain probability vs. loss probability

1.26

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

2.01

0.58

+1.43

Martin ratio

Return relative to average drawdown

7.55

2.33

+5.22

MPIEX vs. FIGSX - Sharpe Ratio Comparison

The current MPIEX Sharpe Ratio is 1.38, which is higher than the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MPIEX and FIGSX, 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


MPIEXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.50

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.30

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.53

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.06

Correlation

The correlation between MPIEX and FIGSX is 0.83, 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

MPIEX vs. FIGSX - Dividend Comparison

MPIEX's dividend yield for the trailing twelve months is around 10.67%, more than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
MPIEX
Mondrian International Value Equity Fund
10.67%10.64%3.35%3.70%2.97%3.31%2.35%6.09%6.35%3.04%2.30%2.78%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

MPIEX vs. FIGSX - Drawdown Comparison

The maximum MPIEX drawdown since its inception was -60.17%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for MPIEX and FIGSX.


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Drawdown Indicators


MPIEXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-34.47%

-25.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.22%

-13.89%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-34.47%

+5.83%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-34.47%

-4.41%

Current Drawdown

Current decline from peak

-8.52%

-13.89%

+5.37%

Average Drawdown

Average peak-to-trough decline

-10.90%

-6.49%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.48%

-0.76%

Volatility

MPIEX vs. FIGSX - Volatility Comparison

The current volatility for Mondrian International Value Equity Fund (MPIEX) is 6.04%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 8.00%. This indicates that MPIEX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPIEXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

8.00%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

12.68%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

18.90%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

17.53%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

17.50%

-1.44%