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ISIN
US31618H4166
Issuer
Fidelity
Inception Date
Mar 18, 2014
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FHJMX Performance Chart

Fidelity Advisor Europe Fund Class I (FHJMX) is up 8.5% since the beginning of the year. FHJMX is currently trading at $51 per share. Investors who bought $1,000 worth of FHJMX shares 5 years ago would now be looking at an investment worth $1,366.


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S&P 500 Index

Returns By Period

Fidelity Advisor Europe Fund Class I (FHJMX) has returned 8.49% so far this year and 21.66% over the past 12 months. Over the last ten years, FHJMX has returned 8.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Fidelity Advisor Europe Fund Class I

1D
0.84%
1M
1.93%
YTD
8.49%
6M
9.29%
1Y
21.66%
3Y*
16.45%
5Y*
6.43%
10Y*
8.49%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHJMX Monthly Returns History

Based on dividend-adjusted daily data since Mar 25, 2014, FHJMX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FHJMX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.22%1.13%-7.89%7.50%2.69%1.22%8.49%
20256.68%4.32%-0.21%4.92%5.95%3.50%-1.69%2.75%3.08%-0.67%0.54%3.49%37.51%
20240.64%3.10%3.87%-2.95%4.87%-1.75%2.35%4.12%-1.52%-5.46%-0.54%-2.02%4.20%
20237.52%-1.67%2.43%3.34%-4.92%3.82%0.77%-3.89%-4.65%-2.43%8.83%4.95%13.70%
2022-6.15%-7.00%0.24%-6.20%-0.41%-8.51%5.95%-7.15%-8.92%6.33%12.81%-1.19%-20.60%
2021-1.02%1.93%2.55%4.86%2.92%-1.33%1.67%-0.27%-5.67%3.25%-6.08%4.34%6.63%

Benchmark Metrics

Fidelity Advisor Europe Fund Class I has an annualized alpha of -1.98%, beta of 0.75, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since March 25, 2014.

  • This fund participated in 99.29% of S&P 500 Index downside but only 76.38% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.98%
Beta
0.75
0.57
Upside Capture
76.38%
Downside Capture
99.29%

Expense Ratio

FHJMX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FHJMX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FHJMX Risk / Return Rank: 2424
Overall Rank
FHJMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FHJMX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FHJMX Omega Ratio Rank: 2121
Omega Ratio Rank
FHJMX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FHJMX Martin Ratio Rank: 3030
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Europe Fund Class I (FHJMX) and compare them to S&P 500 Index.

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.


FHJMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.72

2.78

-1.06

Martin ratioReturn relative to average drawdown

6.38

12.44

-6.06

Dividends

Dividend History

Fidelity Advisor Europe Fund Class I provided a 2.15% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.09$1.09$1.07$0.56$0.00$6.20$0.51$2.70$3.75$1.09$0.53$0.60

Dividend yield

2.15%2.33%3.09%1.64%0.00%16.02%1.20%7.46%11.95%2.58%1.59%1.66%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.20$6.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Europe Fund Class I. 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 Europe Fund Class I was 38.02%, occurring on Sep 27, 2022. Recovery took 610 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-38.02%Sep 2022
1y 24d2y 5mo
3y 6moSep 2021 - Mar 2025
COVID crash2020
-36.09%Mar 2020
2y 1mo4mo 27d
2y 6moJan 2018 - Aug 2020
2016 bear market2016
-21.94%Feb 2016
8mo 23d1y 3mo
1y 12moMay 2015 - May 2017
2014 correction2014
-16.71%Oct 2014
4mo 9d7mo
11mo 9dJun 2014 - May 2015
2025 selloff2025
-13.13%Apr 2025
1mo 2d21d
1mo 23dMar 2025 - Apr 2025

Drawdown Indicators


FHJMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.02%

-56.78%

+18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-9.10%

-3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-18.90%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.02%

-25.43%

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

-33.92%

-4.10%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.79%

-10.71%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.03%

+1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FHJMX

Add Fidelity Advisor Europe Fund Class I to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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