ANDIX vs. FIDKX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and Fidelity International Discovery Fund Class K (FIDKX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. FIDKX is managed by Fidelity. It was launched on May 9, 2008.
Performance
ANDIX vs. FIDKX - Performance Comparison
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ANDIX vs. FIDKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
FIDKX Fidelity International Discovery Fund Class K | -5.15% | 27.70% | 11.03% | 14.30% | -24.73% | 11.18% | 21.55% | 27.66% | -17.06% | 30.27% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly higher than FIDKX's -5.15% return. Over the past 10 years, ANDIX has underperformed FIDKX with an annualized return of 6.30%, while FIDKX has yielded a comparatively higher 7.89% annualized return.
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
FIDKX
- 1D
- 0.02%
- 1M
- -12.29%
- YTD
- -5.15%
- 6M
- -3.26%
- 1Y
- 16.60%
- 3Y*
- 12.65%
- 5Y*
- 4.49%
- 10Y*
- 7.89%
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ANDIX vs. FIDKX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than FIDKX's 0.90% expense ratio.
Return for Risk
ANDIX vs. FIDKX — Risk / Return Rank
ANDIX
FIDKX
ANDIX vs. FIDKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and Fidelity International Discovery Fund Class K (FIDKX). 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.
| ANDIX | FIDKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.79 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.18 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.03 | +0.39 |
Martin ratioReturn relative to average drawdown | 5.30 | 3.93 | +1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANDIX | FIDKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.79 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.27 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.47 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.22 | +0.26 |
Correlation
The correlation between ANDIX and FIDKX is 0.89, 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
ANDIX vs. FIDKX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than FIDKX's 7.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
FIDKX Fidelity International Discovery Fund Class K | 7.38% | 7.00% | 3.01% | 2.02% | 0.47% | 11.39% | 3.78% | 2.43% | 4.00% | 4.02% | 1.96% | 0.01% |
Drawdowns
ANDIX vs. FIDKX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum FIDKX drawdown of -56.79%. Use the drawdown chart below to compare losses from any high point for ANDIX and FIDKX.
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Drawdown Indicators
| ANDIX | FIDKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -56.79% | +29.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -13.08% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -36.47% | +8.88% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -36.47% | +8.88% |
Current DrawdownCurrent decline from peak | -8.31% | -13.06% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -13.56% | +8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.45% | -1.10% |
Volatility
ANDIX vs. FIDKX - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 5.12%, while Fidelity International Discovery Fund Class K (FIDKX) has a volatility of 8.28%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than FIDKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | FIDKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 8.28% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 12.88% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 19.14% | -6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 16.74% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 16.82% | -3.38% |