FACNX vs. GSIMX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor Canada Fund Class A (FACNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).

FACNX is managed by Fidelity. It was launched on May 2, 2007. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.

Performance

FACNX vs. GSIMX - Performance Comparison

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

FACNX vs. GSIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FACNX Fidelity Advisor Canada Fund Class A	0.21%	25.49%	8.83%	14.33%	-6.44%	26.44%	4.11%	25.42%	-14.59%	12.15%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	3.78%	20.85%	9.66%	22.10%	-11.06%	12.50%	15.77%	27.64%	-6.04%	29.92%

Returns By Period

In the year-to-date period, FACNX achieves a 0.21% return, which is significantly lower than GSIMX's 3.78% return.

FACNX

• 1D: -0.20%
• 1M: -6.92%
• YTD: 0.21%
• 6M: 4.90%
• 1Y: 23.45%
• 3Y*: 14.38%
• 5Y*: 10.99%
• 10Y*: 9.85%

GSIMX

• 1D: 0.60%
• 1M: -6.12%
• YTD: 3.78%
• 6M: 7.89%
• 1Y: 15.89%
• 3Y*: 17.37%
• 5Y*: 10.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FACNX vs. GSIMX - Expense Ratio Comparison

FACNX has a 1.12% expense ratio, which is higher than GSIMX's 0.76% expense ratio.

FACNX

Fidelity Advisor Canada Fund Class A

GSIMX

Goldman Sachs GQG Partners International Opportunities Fund

Return for Risk

FACNX vs. GSIMX — Risk / Return Rank

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

FACNX

FACNX Risk / Return Rank: 84
FACNX Sharpe Ratio Rank: 82
FACNX Sortino Ratio Rank: 83
FACNX Omega Ratio Rank: 79
FACNX Calmar Ratio Rank: 86
FACNX Martin Ratio Rank: 89

GSIMX

GSIMX Risk / Return Rank: 74
GSIMX Sharpe Ratio Rank: 73
GSIMX Sortino Ratio Rank: 69
GSIMX Omega Ratio Rank: 73
GSIMX Calmar Ratio Rank: 78
GSIMX Martin Ratio Rank: 77

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. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class A (FACNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.

	FACNX	GSIMX	Difference
Sharpe ratio Return per unit of total volatility	1.55	1.28	+0.27
Sortino ratio Return per unit of downside risk	2.14	1.69	+0.45
Omega ratio Gain probability vs. loss probability	1.31	1.27	+0.04
Calmar ratio Return relative to maximum drawdown	2.18	1.81	+0.37
Martin ratio Return relative to average drawdown	9.74	7.41	+2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FACNX vs. GSIMX - Sharpe Ratio Comparison

The current FACNX Sharpe Ratio is 1.55, which is comparable to the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FACNX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FACNX	GSIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	1.28	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.73	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.81	-0.55

Correlation

The correlation between FACNX and GSIMX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FACNX vs. GSIMX - Dividend Comparison

FACNX's dividend yield for the trailing twelve months is around 5.40%, more than GSIMX's 4.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FACNX Fidelity Advisor Canada Fund Class A	5.40%	5.41%	7.14%	3.06%	3.79%	4.86%	2.28%	4.13%	6.91%	0.89%	1.31%	0.15%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.93%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%	0.00%	0.00%

Drawdowns

FACNX vs. GSIMX - Drawdown Comparison

The maximum FACNX drawdown since its inception was -58.18%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for FACNX and GSIMX.

Drawdown Indicators

	FACNX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	-58.18%	-28.84%	-29.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-8.75%	-1.37%
Max Drawdown (5Y) Largest decline over 5 years	-21.12%	-25.37%	+4.25%
Max Drawdown (10Y) Largest decline over 10 years	-39.88%	—	—
Current Drawdown Current decline from peak	-7.63%	-6.12%	-1.51%
Average Drawdown Average peak-to-trough decline	-12.25%	-4.85%	-7.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.15%	+0.12%

Volatility

FACNX vs. GSIMX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class A (FACNX) is 4.35%, while Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a volatility of 4.78%. This indicates that FACNX experiences smaller price fluctuations and is considered to be less risky than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FACNX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	4.78%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	7.35%	+2.82%
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	12.47%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	14.42%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	15.77%	+1.72%