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FATIX vs. EICOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FATIX vs. EICOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class I (FATIX) and Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX). The values are adjusted to include any dividend payments, if applicable.

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FATIX vs. EICOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FATIX
Fidelity Advisor Technology Fund Class I
0.00%24.65%35.36%59.71%-36.01%27.59%64.34%50.99%-8.24%49.83%
EICOX
Eaton Vance Emerging and Frontier Countries Equity Fund
0.16%33.22%11.99%25.78%-14.59%13.43%13.46%12.59%-14.57%31.41%

Returns By Period


FATIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EICOX

1D
-0.60%
1M
-12.87%
YTD
0.16%
6M
6.66%
1Y
28.05%
3Y*
20.33%
5Y*
12.21%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FATIX vs. EICOX - Expense Ratio Comparison

FATIX has a 0.71% expense ratio, which is lower than EICOX's 1.31% expense ratio.


Return for Risk

FATIX vs. EICOX — Risk / Return Rank

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

FATIX

EICOX
EICOX Risk / Return Rank: 7878
Overall Rank
EICOX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EICOX Sortino Ratio Rank: 7979
Sortino Ratio Rank
EICOX Omega Ratio Rank: 8282
Omega Ratio Rank
EICOX Calmar Ratio Rank: 7676
Calmar Ratio Rank
EICOX Martin Ratio Rank: 7070
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.

FATIX vs. EICOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class I (FATIX) and Eaton Vance Emerging and Frontier Countries Equity Fund (EICOX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FATIX vs. EICOX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FATIXEICOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

Correlation

The correlation between FATIX and EICOX is 0.61, 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

FATIX vs. EICOX - Dividend Comparison

FATIX's dividend yield for the trailing twelve months is around 9.75%, more than EICOX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
FATIX
Fidelity Advisor Technology Fund Class I
9.75%9.75%7.19%3.74%3.32%11.43%7.31%2.50%22.35%7.93%1.52%4.46%
EICOX
Eaton Vance Emerging and Frontier Countries Equity Fund
3.68%3.68%2.02%1.95%5.72%2.71%0.10%2.00%2.95%0.00%0.59%2.35%

Drawdowns

FATIX vs. EICOX - Drawdown Comparison


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Drawdown Indicators


FATIXEICOXDifference

Max Drawdown

Largest peak-to-trough decline

-38.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

Current Drawdown

Current decline from peak

-13.40%

Average Drawdown

Average peak-to-trough decline

-8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

Volatility

FATIX vs. EICOX - Volatility Comparison


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Volatility by Period


FATIXEICOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%