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ABIYX vs. FTCNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABIYX vs. FTCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Value Fund (ABIYX) and Fidelity Advisor Canada Fund Class M (FTCNX). The values are adjusted to include any dividend payments, if applicable.

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ABIYX vs. FTCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABIYX
AB International Value Fund
2.73%42.41%4.89%15.24%-10.62%11.07%2.22%16.83%-23.04%25.19%
FTCNX
Fidelity Advisor Canada Fund Class M
2.67%25.18%8.57%14.02%-6.70%26.10%3.82%25.08%-14.85%12.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with ABIYX having a 2.73% return and FTCNX slightly lower at 2.67%. Over the past 10 years, ABIYX has underperformed FTCNX with an annualized return of 7.58%, while FTCNX has yielded a comparatively higher 9.86% annualized return.


ABIYX

1D
1.63%
1M
-2.59%
YTD
2.73%
6M
6.79%
1Y
32.42%
3Y*
17.16%
5Y*
10.46%
10Y*
7.58%

FTCNX

1D
0.20%
1M
-3.76%
YTD
2.67%
6M
7.57%
1Y
23.57%
3Y*
15.04%
5Y*
10.90%
10Y*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABIYX vs. FTCNX - Expense Ratio Comparison

ABIYX has a 1.00% expense ratio, which is lower than FTCNX's 1.40% expense ratio.


Return for Risk

ABIYX vs. FTCNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABIYX
ABIYX Risk / Return Rank: 8787
Overall Rank
ABIYX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ABIYX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ABIYX Omega Ratio Rank: 8686
Omega Ratio Rank
ABIYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ABIYX Martin Ratio Rank: 8787
Martin Ratio Rank

FTCNX
FTCNX Risk / Return Rank: 8282
Overall Rank
FTCNX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FTCNX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTCNX Omega Ratio Rank: 7474
Omega Ratio Rank
FTCNX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTCNX Martin Ratio Rank: 9090
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.

ABIYX vs. FTCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Value Fund (ABIYX) and Fidelity Advisor Canada Fund Class M (FTCNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ABIYXFTCNXDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.61

+0.34

Sortino ratio

Return per unit of downside risk

2.53

2.22

+0.31

Omega ratio

Gain probability vs. loss probability

1.38

1.32

+0.07

Calmar ratio

Return relative to maximum drawdown

2.71

2.59

+0.12

Martin ratio

Return relative to average drawdown

10.37

11.30

-0.93

ABIYX vs. FTCNX - Sharpe Ratio Comparison

The current ABIYX Sharpe Ratio is 1.95, which is comparable to the FTCNX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ABIYX and FTCNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABIYXFTCNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.61

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.69

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.57

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.26

+0.02

Correlation

The correlation between ABIYX and FTCNX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ABIYX vs. FTCNX - Dividend Comparison

ABIYX's dividend yield for the trailing twelve months is around 2.81%, less than FTCNX's 5.00% yield.


TTM20252024202320222021202020192018201720162015
ABIYX
AB International Value Fund
2.81%2.88%10.15%1.38%1.39%2.78%0.92%1.31%0.52%2.02%0.34%1.69%
FTCNX
Fidelity Advisor Canada Fund Class M
5.00%5.13%6.90%2.83%3.47%4.58%1.99%3.89%6.55%0.90%1.08%0.15%

Drawdowns

ABIYX vs. FTCNX - Drawdown Comparison

The maximum ABIYX drawdown since its inception was -69.72%, which is greater than FTCNX's maximum drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for ABIYX and FTCNX.


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Drawdown Indicators


ABIYXFTCNXDifference

Max Drawdown

Largest peak-to-trough decline

-69.72%

-58.27%

-11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-8.35%

-3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.49%

-21.21%

-10.28%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

-39.92%

-9.85%

Current Drawdown

Current decline from peak

-7.86%

-5.31%

-2.55%

Average Drawdown

Average peak-to-trough decline

-23.92%

-12.48%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.32%

+0.86%

Volatility

ABIYX vs. FTCNX - Volatility Comparison

AB International Value Fund (ABIYX) has a higher volatility of 7.19% compared to Fidelity Advisor Canada Fund Class M (FTCNX) at 4.78%. This indicates that ABIYX's price experiences larger fluctuations and is considered to be riskier than FTCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABIYXFTCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

4.78%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

10.39%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

15.66%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

15.96%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

17.49%

+0.14%