ADVLX vs. FSTSX
ADVLX (Vaughan Nelson International Small Cap Fund) and FSTSX (Fidelity Series International Small Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, ADVLX returned 9.56%/yr vs 9.97%/yr for FSTSX. Their correlation of 0.85 suggests significant overlap in exposure. ADVLX charges 0.99%/yr vs 0.03%/yr for FSTSX.
Performance
ADVLX vs. FSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, ADVLX achieves a 13.92% return, which is significantly higher than FSTSX's 6.76% return. Both investments have delivered pretty close results over the past 10 years, with ADVLX having a 9.56% annualized return and FSTSX not far ahead at 9.97%.
ADVLX
- 1D
- 1.31%
- 1M
- 1.99%
- YTD
- 13.92%
- 6M
- 15.27%
- 1Y
- 41.59%
- 3Y*
- 20.18%
- 5Y*
- 6.69%
- 10Y*
- 9.56%
FSTSX
- 1D
- 0.37%
- 1M
- -1.29%
- YTD
- 6.76%
- 6M
- 7.42%
- 1Y
- 16.55%
- 3Y*
- 14.80%
- 5Y*
- 6.53%
- 10Y*
- 9.97%
ADVLX vs. FSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVLX Vaughan Nelson International Small Cap Fund | 13.92% | 49.91% | 4.50% | 2.73% | -26.24% | 12.89% | 15.65% | 23.42% | -15.41% | 29.58% |
FSTSX Fidelity Series International Small Cap Fund | 6.76% | 27.49% | 4.97% | 18.36% | -26.25% | 18.29% | 19.61% | 28.24% | -13.19% | 34.44% |
Correlation
The correlation between ADVLX and FSTSX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.85 |
The correlation between ADVLX and FSTSX shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADVLX vs. FSTSX — Risk / Return Rank
ADVLX
FSTSX
ADVLX vs. FSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vaughan Nelson International Small Cap Fund (ADVLX) and Fidelity Series International Small Cap Fund (FSTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADVLX | FSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 1.42 | +1.79 |
| Martin ratioReturn relative to average drawdown | 11.77 | 4.75 | +7.02 |
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Drawdowns
ADVLX vs. FSTSX - Drawdown Comparison
The maximum ADVLX drawdown since its inception was -38.90%, roughly equal to the maximum FSTSX drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for ADVLX and FSTSX.
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Drawdown Indicators
| ADVLX | FSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.90% | -38.91% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -11.22% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -14.47% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -38.90% | -38.91% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.90% | -38.91% | +0.01% |
Current DrawdownCurrent decline from peak | -1.92% | -1.95% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -7.88% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.35% | +0.07% |
Volatility
ADVLX vs. FSTSX - Volatility Comparison
Vaughan Nelson International Small Cap Fund (ADVLX) and Fidelity Series International Small Cap Fund (FSTSX) have volatilities of 4.52% and 4.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVLX | FSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.68% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 11.60% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 14.16% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 16.49% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 15.94% | +1.60% |
ADVLX vs. FSTSX - Expense Ratio Comparison
ADVLX has a 0.99% expense ratio, which is higher than FSTSX's 0.03% expense ratio.
Dividends
ADVLX vs. FSTSX - Dividend Comparison
ADVLX's dividend yield for the trailing twelve months is around 0.76%, less than FSTSX's 14.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVLX Vaughan Nelson International Small Cap Fund | 0.76% | 0.87% | 1.59% | 1.59% | 1.38% | 0.96% | 0.83% | 1.71% | 2.15% | 5.97% | 1.30% | 2.67% |
FSTSX Fidelity Series International Small Cap Fund | 14.27% | 15.24% | 10.22% | 3.34% | 6.38% | 13.22% | 0.81% | 4.27% | 10.99% | 6.30% | 4.01% | 7.32% |
Frequently Asked Questions
ADVLX and FSTSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSTSX has higher volatility (4.68%) compared to ADVLX (4.52%). In terms of maximum drawdown, ADVLX dropped -38.90% vs FSTSX's -38.91%.
ADVLX currently has the higher Sharpe Ratio (2.14 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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