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FACNX vs. FTCNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FACNX vs. FTCNX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with FACNX having a 4.66% return and FTCNX slightly lower at 4.54%. Both investments have delivered pretty close results over the past 10 years, with FACNX having a 9.84% annualized return and FTCNX not far behind at 9.58%.


FACNX

1D
-0.97%
1M
-1.57%
YTD
4.66%
6M
4.33%
1Y
14.81%
3Y*
15.10%
5Y*
10.38%
10Y*
9.84%

FTCNX

1D
-0.96%
1M
-1.58%
YTD
4.54%
6M
4.21%
1Y
14.54%
3Y*
14.81%
5Y*
10.09%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FACNX vs. FTCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACNX
Fidelity Advisor Canada Fund Class A
4.66%25.49%8.83%14.33%-6.44%26.44%4.11%25.42%-14.59%12.81%
FTCNX
Fidelity Advisor Canada Fund Class M
4.54%25.18%8.57%14.02%-6.70%26.10%3.82%25.08%-14.85%12.87%

Correlation

The correlation between FACNX and FTCNX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

1.00

The correlation between FACNX and FTCNX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FACNX vs. FTCNX — Risk / Return Rank

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

FACNX
FACNX Risk / Return Rank: 2020
Overall Rank
FACNX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FACNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FACNX Omega Ratio Rank: 1515
Omega Ratio Rank
FACNX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FACNX Martin Ratio Rank: 2727
Martin Ratio Rank

FTCNX
FTCNX Risk / Return Rank: 2020
Overall Rank
FTCNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FTCNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FTCNX Omega Ratio Rank: 1515
Omega Ratio Rank
FTCNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTCNX Martin Ratio Rank: 2626
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.

FACNX vs. FTCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class A (FACNX) 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.

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.


FACNXFTCNXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.84

1.80

+0.04

Martin ratioReturn relative to average drawdown

5.96

5.80

+0.15

FACNX vs. FTCNX - Sharpe Ratio Comparison

The current FACNX Sharpe Ratio is 1.08, which is comparable to the FTCNX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FACNX and FTCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FACNX vs. FTCNX - Drawdown Comparison

The maximum FACNX drawdown since its inception was -58.18%, roughly equal to the maximum FTCNX drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for FACNX and FTCNX.


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Drawdown Indicators


FACNXFTCNXDifference

Max Drawdown

Largest peak-to-trough decline

-58.18%

-58.27%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-7.65%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-12.23%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-21.21%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-39.92%

+0.04%

Current Drawdown

Current decline from peak

-3.53%

-3.59%

+0.06%

Average Drawdown

Average peak-to-trough decline

-12.14%

-12.37%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.36%

-0.01%

Volatility

FACNX vs. FTCNX - Volatility Comparison

Fidelity Advisor Canada Fund Class A (FACNX) and Fidelity Advisor Canada Fund Class M (FTCNX) have volatilities of 4.13% and 4.13%, 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


FACNXFTCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

4.13%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

10.21%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

12.96%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.00%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

17.43%

+0.01%

FACNX vs. FTCNX - Expense Ratio Comparison

FACNX has a 1.12% expense ratio, which is lower than FTCNX's 1.40% expense ratio.


Dividends

FACNX vs. FTCNX - Dividend Comparison

FACNX's dividend yield for the trailing twelve months is around 5.17%, more than FTCNX's 4.91% yield.


PositionTTM20252024202320222021202020192018201720162015
FACNX
Fidelity Advisor Canada Fund Class A
5.17%5.41%7.14%3.06%3.79%4.86%2.28%4.13%6.91%0.89%1.31%0.15%
FTCNX
Fidelity Advisor Canada Fund Class M
4.91%5.13%6.90%2.83%3.47%4.58%1.99%3.89%6.55%0.90%1.08%0.15%

Frequently Asked Questions


With a correlation of 1.00, FACNX and FTCNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FTCNX has higher volatility (4.13%) compared to FACNX (4.13%). In terms of maximum drawdown, FACNX dropped -58.18% vs FTCNX's -58.27%.

FACNX currently has the higher Sharpe Ratio (1.08 vs 1.06), 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.

Portfolio Optimizer

Find the right allocation for FACNX and FTCNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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