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Fidelity Advisor Diversified International Fund Cl...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3159201736
Issuer
Fidelity
Inception Date
Aug 13, 2013
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

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 Diversified International Fund Class Z, 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 Diversified International Fund Class Z (FZABX) has returned -3.85% so far this year and 16.80% over the past 12 months. Over the last ten years, FZABX has returned 8.31% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Fidelity Advisor Diversified International Fund Class Z

1D
0.18%
1M
-11.99%
YTD
-3.85%
6M
0.29%
1Y
16.80%
3Y*
12.23%
5Y*
5.84%
10Y*
8.31%

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 Aug 20, 2013, FZABX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +12.2%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FZABX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.33%3.72%-11.99%-3.85%
20255.14%1.24%-1.22%4.32%5.15%3.43%-2.38%1.90%3.20%1.97%-0.44%2.75%27.71%
20240.48%4.26%3.33%-3.84%4.87%-0.58%1.94%3.37%0.45%-4.62%0.65%-3.33%6.59%
20238.59%-2.99%3.34%1.80%-1.49%4.24%1.80%-3.80%-4.35%-3.22%8.59%4.95%17.56%
2022-8.28%-4.35%0.34%-8.16%0.00%-9.79%6.70%-5.98%-8.91%5.64%12.23%-3.29%-23.58%
2021-1.69%1.10%0.78%3.44%3.49%-0.28%1.83%3.79%-3.89%3.21%-1.93%2.88%13.11%

Benchmark Metrics

Fidelity Advisor Diversified International Fund Class Z has an annualized alpha of -1.25%, beta of 0.80, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since August 21, 2013.

  • This fund participated in 96.49% of S&P 500 Index downside but only 80.99% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.25%
Beta
0.80
0.73
Upside Capture
80.99%
Downside Capture
96.49%

Expense Ratio

FZABX has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FZABX 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.


FZABX Risk / Return Rank: 3838
Overall Rank
FZABX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FZABX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FZABX Omega Ratio Rank: 3333
Omega Ratio Rank
FZABX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FZABX Martin Ratio Rank: 4242
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 Diversified International Fund Class Z (FZABX) and compare them to a chosen benchmark (S&P 500 Index).


FZABXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.90

-0.07

Sortino ratio

Return per unit of downside risk

1.22

1.39

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.40

-0.29

Martin ratio

Return relative to average drawdown

4.42

6.61

-2.18

Explore FZABX 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 Diversified International Fund Class Z provided a 14.62% dividend yield over the last twelve months, with an annual payout of $3.98 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.98$3.98$1.65$1.11$0.54$3.29$0.04$0.41$1.01$0.07$0.33$0.22

Dividend yield

14.62%14.06%6.53%4.41%2.40%10.92%0.15%1.64%5.22%0.29%1.70%1.08%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Diversified International Fund Class Z. 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$3.98$3.98
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11$1.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.29$3.29

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 Diversified International Fund Class Z. 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 Diversified International Fund Class Z was 35.21%, occurring on Sep 27, 2022. Recovery took 479 trading sessions.

The current Fidelity Advisor Diversified International Fund Class Z drawdown is 12.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Nov 15, 2021218Sep 27, 2022479Aug 23, 2024697
-31.98%Feb 13, 202027Mar 23, 202079Jul 15, 2020106
-23.61%Jan 29, 2018229Dec 24, 2018244Dec 12, 2019473
-20.6%May 22, 2015183Feb 11, 2016302Apr 25, 2017485
-14.65%Mar 6, 202524Apr 8, 202517May 2, 202541

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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