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Fidelity Advisor Europe Fund Class A (FHJUX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US31618H4570
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

Performance Chart

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


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S&P 500 Index

Returns By Period

Fidelity Advisor Europe Fund Class A (FHJUX) has returned -6.19% so far this year and 15.91% over the past 12 months. Over the last ten years, FHJUX has returned 6.69% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Fidelity Advisor Europe Fund Class A

1D
0.25%
1M
-10.96%
YTD
-6.19%
6M
-3.10%
1Y
15.91%
3Y*
11.86%
5Y*
4.27%
10Y*
6.69%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 25, 2014, FHJUX's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 56% of months were positive and 44% 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 5 months.

On a daily basis, FHJUX 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
20264.20%1.11%-10.96%-6.19%
20256.69%4.29%-0.23%4.88%5.92%3.51%-1.74%2.73%3.06%-0.69%0.50%3.49%37.16%
20240.64%3.04%3.87%-2.97%4.85%-1.78%2.35%4.07%-1.55%-5.47%-0.60%-2.04%3.89%
20237.48%-1.70%2.40%3.31%-4.95%3.80%0.74%-3.93%-4.70%-2.43%8.79%4.91%13.27%
2022-6.16%-7.05%0.24%-6.22%-0.44%-8.52%5.90%-7.20%-8.92%6.28%12.76%-1.19%-20.84%
2021-1.06%1.93%2.52%4.83%2.89%-1.35%1.65%-0.29%-5.70%3.25%-6.11%4.31%6.30%

Benchmark Metrics

Fidelity Advisor Europe Fund Class A has an annualized alpha of -2.41%, beta of 0.75, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since March 26, 2014.

  • This fund participated in 101.09% of S&P 500 Index downside but only 76.36% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.41% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-2.41%
Beta
0.75
0.57
Upside Capture
76.36%
Downside Capture
101.09%

Expense Ratio

FHJUX has a high expense ratio of 1.36%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FHJUX ranks 38 for risk / return — below 38% 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.


FHJUX Risk / Return Rank: 3838
Overall Rank
FHJUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FHJUX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FHJUX Omega Ratio Rank: 3333
Omega Ratio Rank
FHJUX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FHJUX Martin Ratio Rank: 4141
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 A (FHJUX) and compare them to a chosen benchmark (S&P 500 Index).


FHJUXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.22

1.39

-0.17

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

4.31

6.61

-2.30

Explore FHJUX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Advisor Europe Fund Class A provided a 2.02% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


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$0.88$0.88$1.03$0.43$0.00$6.10$0.38$2.58$3.54$0.99$0.35$0.44

Dividend yield

2.02%1.89%2.96%1.25%0.00%15.72%0.89%7.09%11.22%2.33%1.04%1.21%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Europe Fund Class A. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
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$6.10$6.10

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 A. 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 A was 38.24%, occurring on Sep 27, 2022. Recovery took 610 trading sessions.

The current Fidelity Advisor Europe Fund Class A drawdown is 11.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.24%Sep 3, 2021268Sep 27, 2022610Mar 5, 2025878
-36.56%Jan 25, 2018540Mar 18, 2020112Aug 26, 2020652
-22.16%May 22, 2015181Feb 9, 2016319May 16, 2017500
-16.82%Jun 9, 201492Oct 16, 2014144May 14, 2015236
-13.15%Mar 6, 202523Apr 7, 202514Apr 28, 202537

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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