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FCCNX vs. EPDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCCNX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class C (FCCNX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCCNX achieves a 7.49% return, which is significantly lower than EPDPX's 13.86% return. Over the past 10 years, FCCNX has underperformed EPDPX with an annualized return of 9.39%, while EPDPX has yielded a comparatively higher 10.15% annualized return.


FCCNX

1D
0.84%
1M
2.33%
YTD
7.49%
6M
11.21%
1Y
17.46%
3Y*
16.02%
5Y*
9.54%
10Y*
9.39%

EPDPX

1D
0.91%
1M
2.64%
YTD
13.86%
6M
16.83%
1Y
44.98%
3Y*
24.35%
5Y*
13.89%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCCNX vs. EPDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCCNX
Fidelity Advisor Canada Fund Class C
7.49%24.54%8.02%13.45%-7.16%25.48%3.30%24.51%-15.19%12.83%
EPDPX
EuroPac International Dividend Income Fund Class A
13.86%61.93%0.72%7.46%1.27%7.78%8.83%13.05%-11.02%15.53%

Correlation

The correlation between FCCNX and EPDPX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.64

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

0.71

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2014

0.72

The correlation between FCCNX and EPDPX shifts across timeframes, from 0.59 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FCCNX vs. EPDPX — Risk / Return Rank

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

FCCNX
FCCNX Risk / Return Rank: 2727
Overall Rank
FCCNX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FCCNX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FCCNX Omega Ratio Rank: 2222
Omega Ratio Rank
FCCNX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FCCNX Martin Ratio Rank: 3333
Martin Ratio Rank

EPDPX
EPDPX Risk / Return Rank: 8787
Overall Rank
EPDPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 8686
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 8686
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 8282
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.

FCCNX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class C (FCCNX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.


FCCNXEPDPXDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.25

1.59

-0.34

Calmar ratioReturn relative to maximum drawdown

2.28

4.11

-1.83

Martin ratioReturn relative to average drawdown

7.46

15.41

-7.95

FCCNX vs. EPDPX - Sharpe Ratio Comparison

The current FCCNX Sharpe Ratio is 1.40, which is lower than the EPDPX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of FCCNX and EPDPX, 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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Sharpe Ratios by Period


FCCNXEPDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

3.27

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.99

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.68

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.48

-0.22

Drawdowns

FCCNX vs. EPDPX - Drawdown Comparison

The maximum FCCNX drawdown since its inception was -58.44%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FCCNX and EPDPX.


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Drawdown Indicators


FCCNXEPDPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-39.21%

-19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-10.96%

+3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-12.38%

-13.15%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-21.06%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-39.97%

-33.34%

-6.63%

Current Drawdown

Current decline from peak

-0.79%

-2.59%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.31%

-11.19%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.92%

-0.57%

Volatility

FCCNX vs. EPDPX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class C (FCCNX) is 2.76%, while EuroPac International Dividend Income Fund Class A (EPDPX) has a volatility of 4.19%. This indicates that FCCNX experiences smaller price fluctuations and is considered to be less risky than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCNXEPDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

4.19%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

11.58%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

13.87%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

14.08%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

14.89%

+2.54%

FCCNX vs. EPDPX - Expense Ratio Comparison

FCCNX has a 1.90% expense ratio, which is higher than EPDPX's 1.52% expense ratio.


Dividends

FCCNX vs. EPDPX - Dividend Comparison

FCCNX's dividend yield for the trailing twelve months is around 4.36%, less than EPDPX's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EPDPX
EuroPac International Dividend Income Fund Class A
5.88%6.55%3.82%3.08%2.56%2.07%1.70%2.43%2.66%2.69%2.24%3.58%
FCCNX
Fidelity Advisor Canada Fund Class C
4.36%4.69%6.15%2.29%2.74%3.65%1.40%3.06%6.14%0.91%0.61%0.15%

Frequently Asked Questions


FCCNX and EPDPX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPDPX has higher volatility (4.19%) compared to FCCNX (2.76%). In terms of maximum drawdown, FCCNX dropped -58.44% vs EPDPX's -39.21%.

EPDPX currently has the higher Sharpe Ratio (3.27 vs 1.40), 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

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