PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BUFIX vs. FIDZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFIX and FIDZX is 0.94, 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.


-0.50.00.51.00.9

Performance

BUFIX vs. FIDZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo International Fund (BUFIX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-5.03%
0.25%
BUFIX
FIDZX

Key characteristics

Sharpe Ratio

BUFIX:

-0.08

FIDZX:

0.69

Sortino Ratio

BUFIX:

-0.02

FIDZX:

1.05

Omega Ratio

BUFIX:

1.00

FIDZX:

1.13

Calmar Ratio

BUFIX:

-0.06

FIDZX:

0.69

Martin Ratio

BUFIX:

-0.25

FIDZX:

3.04

Ulcer Index

BUFIX:

4.01%

FIDZX:

3.16%

Daily Std Dev

BUFIX:

13.05%

FIDZX:

14.04%

Max Drawdown

BUFIX:

-55.11%

FIDZX:

-39.59%

Current Drawdown

BUFIX:

-13.48%

FIDZX:

-6.74%

Returns By Period

In the year-to-date period, BUFIX achieves a -1.89% return, which is significantly lower than FIDZX's 8.62% return.


BUFIX

YTD

-1.89%

1M

-2.31%

6M

-5.03%

1Y

-0.95%

5Y*

4.61%

10Y*

6.52%

FIDZX

YTD

8.62%

1M

-1.16%

6M

0.25%

1Y

9.61%

5Y*

6.25%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFIX vs. FIDZX - Expense Ratio Comparison

BUFIX has a 1.03% expense ratio, which is higher than FIDZX's 0.85% expense ratio.


BUFIX
Buffalo International Fund
Expense ratio chart for BUFIX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for FIDZX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BUFIX vs. FIDZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo International Fund (BUFIX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX). 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.


Sharpe ratio
The chart of Sharpe ratio for BUFIX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00-0.080.69
The chart of Sortino ratio for BUFIX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.021.05
The chart of Omega ratio for BUFIX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.13
The chart of Calmar ratio for BUFIX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.060.69
The chart of Martin ratio for BUFIX, currently valued at -0.25, compared to the broader market0.0020.0040.0060.00-0.253.04
BUFIX
FIDZX

The current BUFIX Sharpe Ratio is -0.08, which is lower than the FIDZX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of BUFIX and FIDZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.08
0.69
BUFIX
FIDZX

Dividends

BUFIX vs. FIDZX - Dividend Comparison

Neither BUFIX nor FIDZX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BUFIX
Buffalo International Fund
0.00%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%0.18%
FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
0.00%0.46%0.00%0.00%0.19%0.63%0.67%0.28%0.00%0.00%0.00%0.00%

Drawdowns

BUFIX vs. FIDZX - Drawdown Comparison

The maximum BUFIX drawdown since its inception was -55.11%, which is greater than FIDZX's maximum drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for BUFIX and FIDZX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.48%
-6.74%
BUFIX
FIDZX

Volatility

BUFIX vs. FIDZX - Volatility Comparison

Buffalo International Fund (BUFIX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) have volatilities of 3.94% and 3.78%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.94%
3.78%
BUFIX
FIDZX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab