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Fidelity Advisor Emerging Markets Discovery Fund C...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS31618H5155
IssuerFidelity
Inception DateNov 1, 2011
CategoryEmerging Markets Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The Fidelity Advisor Emerging Markets Discovery Fund Class M has a high expense ratio of 1.76%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.76%

Share Price Chart


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Fidelity Advisor Emerging Markets Discovery Fund Class M

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Emerging Markets Discovery Fund Class M, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.50%
15.51%
FEDTX (Fidelity Advisor Emerging Markets Discovery Fund Class M)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fidelity Advisor Emerging Markets Discovery Fund Class M had a return of -3.12% year-to-date (YTD) and 7.64% in the last 12 months. Over the past 10 years, Fidelity Advisor Emerging Markets Discovery Fund Class M had an annualized return of 4.72%, while the S&P 500 had an annualized return of 10.50%, indicating that Fidelity Advisor Emerging Markets Discovery Fund Class M did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.12%5.90%
1 month-3.60%-1.28%
6 months6.50%15.51%
1 year7.64%21.68%
5 years (annualized)5.89%11.74%
10 years (annualized)4.72%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.13%4.50%1.87%
2023-0.91%-3.49%7.85%5.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FEDTX is 33, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FEDTX is 3333
Fidelity Advisor Emerging Markets Discovery Fund Class M(FEDTX)
The Sharpe Ratio Rank of FEDTX is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of FEDTX is 3030Sortino Ratio Rank
The Omega Ratio Rank of FEDTX is 2929Omega Ratio Rank
The Calmar Ratio Rank of FEDTX is 4444Calmar Ratio Rank
The Martin Ratio Rank of FEDTX is 3232Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FEDTX
Sharpe ratio
The chart of Sharpe ratio for FEDTX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.000.60
Sortino ratio
The chart of Sortino ratio for FEDTX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.0012.000.92
Omega ratio
The chart of Omega ratio for FEDTX, currently valued at 1.11, compared to the broader market1.001.502.002.503.001.11
Calmar ratio
The chart of Calmar ratio for FEDTX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.000.47
Martin ratio
The chart of Martin ratio for FEDTX, currently valued at 1.77, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.62

Sharpe Ratio

The current Fidelity Advisor Emerging Markets Discovery Fund Class M Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
1.89
FEDTX (Fidelity Advisor Emerging Markets Discovery Fund Class M)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Advisor Emerging Markets Discovery Fund Class M granted a 1.68% dividend yield in the last twelve months. The annual payout for that period amounted to $0.27 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.27$0.27$0.15$1.81$0.01$0.07$0.11$0.27$0.11$0.02$0.00$0.33

Dividend yield

1.68%1.63%1.10%11.36%0.05%0.48%0.87%1.80%0.95%0.22%0.00%2.75%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Emerging Markets Discovery Fund Class M. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.81
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.09%
-3.86%
FEDTX (Fidelity Advisor Emerging Markets Discovery Fund Class M)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Emerging Markets Discovery Fund Class M. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Emerging Markets Discovery Fund Class M was 43.70%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.

The current Fidelity Advisor Emerging Markets Discovery Fund Class M drawdown is 6.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.7%Jan 29, 2018541Mar 23, 2020187Dec 16, 2020728
-28.88%Sep 8, 2014346Jan 21, 2016292Mar 20, 2017638
-27.91%Sep 7, 2021280Oct 14, 2022
-13.09%May 9, 201378Aug 28, 2013192Jun 4, 2014270
-11.98%Nov 9, 201112Nov 25, 201141Jan 26, 201253

Volatility

Volatility Chart

The current Fidelity Advisor Emerging Markets Discovery Fund Class M volatility is 3.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.34%
3.39%
FEDTX (Fidelity Advisor Emerging Markets Discovery Fund Class M)
Benchmark (^GSPC)