PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Fidelity Advisor Total International Equity Fund Class A (FTAEX) Sharpe Ratio: 2.09

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks long-term growth of capital. The fund invests primarily in non-U.S. securities, including securities of issuers located in emerging markets. It invests at least 80% of assets in equity securities. The fund invests primarily in common stocks. It uses MSCI ACWI (All Country World Index) ex USA Index as a guide in allocating investments across foreign developed and emerging markets, including investments in "growth" stocks, "value" stocks, and securities of companies with small market capitalizations.

FTAEX's Sharpe Ratio of 2.09 indicates that for each unit of volatility, it generates 2.09 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FTAEX Sharpe Ratio Rank

FTAEX Sharpe Ratio Rank: 50.450
Average

FTAEX ranks above 50.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FTAEX Sharpe Ratio Market Positioning

The chart shows FTAEX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Advisor Total International Equity Fund Class A's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how FTAEX'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 Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
THOIXThornburg Global Opportunities Fund3.81
TIVFXAmerican Beacon Tocqueville International Value Fund3.73
SWRLXTouchstone International Equity Fund3.60
DCINXDunham International Stock Fund3.44
EPDIXEuroPac International Dividend Income Fund3.37
EPDPXEuroPac International Dividend Income Fund Class A3.33
DFWVXDFA World ex U.S. Value Portfolio Fund3.28
SFNNXSchwab Fundamental International Large Company Index Fund3.19
SAHMXSA International Value Fund3.16
SIDNXHartford Schroders International Multi-Cap Value Fund3.13
FTAEXFidelity Advisor Total International Equity Fund Class A2.09

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FTAEX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FTAEX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FTAEX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio