FIQJX's Sortino Ratio of 1.28 indicates that for each unit of downside volatility, it generates 1.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FIQJX Sortino Ratio Rank
FIQJX ranks above 22.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
FIQJX Sortino Ratio Market Positioning
The chart shows FIQJX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.38 or lower
- Yellow zone (middle 50%): 1.38 to 2.62
- Green zone (top 25%): 2.62 or higher
- Top 1%: 7.95+
- Median: 2.09 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Fidelity Advisor International Small Cap Opportunities Fund Class Z's Sortino Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how FIQJX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ALOIX | Virtus International Small-Cap Fund | 3.16 | |||
| HWTIX | Hotchkis & Wiley International Small Cap Diversified Value Fund | 3.10 | |||
| DISVX | DFA International Small Cap Value Portfolio Institutional Class | 3.04 | |||
| AVANX | Avantis International Small Cap Value Fund Class G | 3.04 | |||
| AVDVX | Avantis International Small Cap Value Fund Institutional Class | 3.01 | |||
| SBSIX | Segall Bryant & Hamill International Small Cap Fund | 2.89 | |||
| FMNEX | RBB Free Market International Equity Fund | 2.84 | |||
| DFVQX | DFA International Vector Equity Portfolio | 2.78 | |||
| DWUSX | DFA World ex U.S. Targeted Value Portfolio | 2.73 | |||
| GICIX | Goldman Sachs International Small Cap Insights Fund | 2.62 | |||
| FIQJX | Fidelity Advisor International Small Cap Opportunities Fund Class Z | 1.28 |
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Historical Sortino Ratio
The chart shows FIQJX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FIQJX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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