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FAIDX vs. FIPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAIDX vs. FIPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Discovery Fund Class A (FAIDX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

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FAIDX vs. FIPDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAIDX
Fidelity Advisor International Discovery Fund Class A
-5.22%27.21%10.64%13.79%-25.08%10.74%20.99%27.11%-17.45%30.28%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
0.33%6.90%2.00%3.77%-12.09%5.94%10.90%8.32%-1.37%2.98%

Returns By Period

In the year-to-date period, FAIDX achieves a -5.22% return, which is significantly lower than FIPDX's 0.33% return. Over the past 10 years, FAIDX has outperformed FIPDX with an annualized return of 7.48%, while FIPDX has yielded a comparatively lower 2.58% annualized return.


FAIDX

1D
0.02%
1M
-12.31%
YTD
-5.22%
6M
-3.43%
1Y
16.19%
3Y*
12.22%
5Y*
4.07%
10Y*
7.48%

FIPDX

1D
0.55%
1M
-1.40%
YTD
0.33%
6M
0.37%
1Y
2.97%
3Y*
3.15%
5Y*
1.44%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAIDX vs. FIPDX - Expense Ratio Comparison

FAIDX has a 1.32% expense ratio, which is higher than FIPDX's 0.05% expense ratio.


Return for Risk

FAIDX vs. FIPDX — Risk / Return Rank

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

FAIDX
FAIDX Risk / Return Rank: 3535
Overall Rank
FAIDX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FAIDX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FAIDX Omega Ratio Rank: 3333
Omega Ratio Rank
FAIDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FAIDX Martin Ratio Rank: 3737
Martin Ratio Rank

FIPDX
FIPDX Risk / Return Rank: 4242
Overall Rank
FIPDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 3131
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 4242
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.

FAIDX vs. FIPDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Discovery Fund Class A (FAIDX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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.


FAIDXFIPDXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.83

-0.06

Sortino ratio

Return per unit of downside risk

1.15

1.17

-0.01

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

1.00

1.37

-0.38

Martin ratio

Return relative to average drawdown

3.90

4.30

-0.40

FAIDX vs. FIPDX - Sharpe Ratio Comparison

The current FAIDX Sharpe Ratio is 0.77, which is comparable to the FIPDX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FAIDX and FIPDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAIDXFIPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.83

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.48

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.40

-0.07

Correlation

The correlation between FAIDX and FIPDX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FAIDX vs. FIPDX - Dividend Comparison

FAIDX's dividend yield for the trailing twelve months is around 7.10%, more than FIPDX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
FAIDX
Fidelity Advisor International Discovery Fund Class A
7.10%6.73%2.61%1.58%0.00%10.96%3.47%1.99%3.42%4.03%1.43%0.01%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
4.16%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Drawdowns

FAIDX vs. FIPDX - Drawdown Comparison

The maximum FAIDX drawdown since its inception was -60.60%, which is greater than FIPDX's maximum drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for FAIDX and FIPDX.


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Drawdown Indicators


FAIDXFIPDXDifference

Max Drawdown

Largest peak-to-trough decline

-60.60%

-14.32%

-46.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-2.90%

-10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-36.76%

-14.32%

-22.44%

Max Drawdown (10Y)

Largest decline over 10 years

-36.76%

-14.32%

-22.44%

Current Drawdown

Current decline from peak

-13.09%

-1.40%

-11.69%

Average Drawdown

Average peak-to-trough decline

-14.10%

-4.52%

-9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

0.92%

+2.43%

Volatility

FAIDX vs. FIPDX - Volatility Comparison

Fidelity Advisor International Discovery Fund Class A (FAIDX) has a higher volatility of 8.29% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 1.37%. This indicates that FAIDX's price experiences larger fluctuations and is considered to be riskier than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAIDXFIPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

1.37%

+6.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

2.35%

+10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

4.13%

+14.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

5.99%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

5.38%

+11.44%