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DOXFX vs. FIDZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOXFX and FIDZX is 0.78, 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.


-0.50.00.51.00.8

Performance

DOXFX vs. FIDZX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.11%
0.46%
DOXFX
FIDZX

Key characteristics

Sharpe Ratio

DOXFX:

0.15

FIDZX:

0.60

Sortino Ratio

DOXFX:

0.27

FIDZX:

0.93

Omega Ratio

DOXFX:

1.04

FIDZX:

1.11

Calmar Ratio

DOXFX:

0.15

FIDZX:

0.60

Martin Ratio

DOXFX:

0.47

FIDZX:

2.60

Ulcer Index

DOXFX:

3.91%

FIDZX:

3.23%

Daily Std Dev

DOXFX:

12.63%

FIDZX:

14.00%

Max Drawdown

DOXFX:

-19.24%

FIDZX:

-39.59%

Current Drawdown

DOXFX:

-11.51%

FIDZX:

-6.71%

Returns By Period

In the year-to-date period, DOXFX achieves a 2.07% return, which is significantly lower than FIDZX's 8.65% return.


DOXFX

YTD

2.07%

1M

-4.80%

6M

-1.10%

1Y

2.22%

5Y*

N/A

10Y*

N/A

FIDZX

YTD

8.65%

1M

-1.73%

6M

0.47%

1Y

8.65%

5Y*

6.08%

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.


DOXFX vs. FIDZX - Expense Ratio Comparison

DOXFX has a 0.52% expense ratio, which is lower than FIDZX's 0.85% expense ratio.


FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
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%
Expense ratio chart for DOXFX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

DOXFX vs. FIDZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) 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 DOXFX, currently valued at 0.15, compared to the broader market-1.000.001.002.003.000.150.60
The chart of Sortino ratio for DOXFX, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.000.270.93
The chart of Omega ratio for DOXFX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.11
The chart of Calmar ratio for DOXFX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.000.151.04
The chart of Martin ratio for DOXFX, currently valued at 0.47, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.472.60
DOXFX
FIDZX

The current DOXFX Sharpe Ratio is 0.15, which is lower than the FIDZX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DOXFX 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
0.15
0.60
DOXFX
FIDZX

Dividends

DOXFX vs. FIDZX - Dividend Comparison

Neither DOXFX nor FIDZX has paid dividends to shareholders.


TTM2023202220212020201920182017
DOXFX
Dodge & Cox International Stock X
0.00%2.38%2.30%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

DOXFX vs. FIDZX - Drawdown Comparison

The maximum DOXFX drawdown since its inception was -19.24%, smaller than the maximum FIDZX drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for DOXFX and FIDZX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.51%
-6.71%
DOXFX
FIDZX

Volatility

DOXFX vs. FIDZX - Volatility Comparison

Dodge & Cox International Stock X (DOXFX) has a higher volatility of 5.17% compared to Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) at 3.67%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than FIDZX based on this measure. 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
5.17%
3.67%
DOXFX
FIDZX
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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.

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