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FCCNX vs. SIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCCNX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class C (FCCNX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

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FCCNX vs. SIMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCCNX
Fidelity Advisor Canada Fund Class C
0.03%24.54%8.02%13.45%-7.16%25.48%3.30%24.51%-15.19%12.19%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.35%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%

Returns By Period

In the year-to-date period, FCCNX achieves a 0.03% return, which is significantly lower than SIMYX's 3.35% return.


FCCNX

1D
-0.21%
1M
-6.98%
YTD
0.03%
6M
4.50%
1Y
22.54%
3Y*
13.52%
5Y*
10.15%
10Y*
9.12%

SIMYX

1D
0.58%
1M
-7.35%
YTD
3.35%
6M
7.54%
1Y
22.67%
3Y*
15.31%
5Y*
8.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCCNX vs. SIMYX - Expense Ratio Comparison

FCCNX has a 1.90% expense ratio, which is higher than SIMYX's 0.86% expense ratio.


Return for Risk

FCCNX vs. SIMYX — Risk / Return Rank

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

FCCNX
FCCNX Risk / Return Rank: 8282
Overall Rank
FCCNX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FCCNX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FCCNX Omega Ratio Rank: 7777
Omega Ratio Rank
FCCNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FCCNX Martin Ratio Rank: 8787
Martin Ratio Rank

SIMYX
SIMYX Risk / Return Rank: 8787
Overall Rank
SIMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8585
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8888
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. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class C (FCCNX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.


FCCNXSIMYXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.75

-0.26

Sortino ratio

Return per unit of downside risk

2.06

2.30

-0.24

Omega ratio

Gain probability vs. loss probability

1.29

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

2.09

2.52

-0.43

Martin ratio

Return relative to average drawdown

9.26

9.65

-0.40

FCCNX vs. SIMYX - Sharpe Ratio Comparison

The current FCCNX Sharpe Ratio is 1.49, which is comparable to the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FCCNX and SIMYX, 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


FCCNXSIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.75

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.76

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.58

-0.35

Correlation

The correlation between FCCNX and SIMYX is 0.62, 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

FCCNX vs. SIMYX - Dividend Comparison

FCCNX's dividend yield for the trailing twelve months is around 4.69%, more than SIMYX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
FCCNX
Fidelity Advisor Canada Fund Class C
4.69%4.69%6.15%2.29%2.74%3.65%1.40%3.06%6.14%0.91%0.61%0.15%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.03%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%

Drawdowns

FCCNX vs. SIMYX - Drawdown Comparison

The maximum FCCNX drawdown since its inception was -58.44%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for FCCNX and SIMYX.


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Drawdown Indicators


FCCNXSIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-32.14%

-26.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-8.55%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-25.06%

+3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.97%

Current Drawdown

Current decline from peak

-7.68%

-7.35%

-0.33%

Average Drawdown

Average peak-to-trough decline

-13.41%

-6.14%

-7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.23%

+0.06%

Volatility

FCCNX vs. SIMYX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class C (FCCNX) is 4.34%, while SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) has a volatility of 4.79%. This indicates that FCCNX experiences smaller price fluctuations and is considered to be less risky than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCNXSIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.79%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

7.26%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

12.54%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

11.31%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

12.24%

+5.24%