PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FCHKX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCHKX and VIGIX is 0.60, 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.


-0.50.00.51.00.6

Performance

FCHKX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor China Region Fund Class C (FCHKX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.16%
10.59%
FCHKX
VIGIX

Key characteristics

Sharpe Ratio

FCHKX:

1.05

VIGIX:

1.92

Sortino Ratio

FCHKX:

1.61

VIGIX:

2.50

Omega Ratio

FCHKX:

1.20

VIGIX:

1.35

Calmar Ratio

FCHKX:

0.40

VIGIX:

2.60

Martin Ratio

FCHKX:

3.84

VIGIX:

10.20

Ulcer Index

FCHKX:

5.85%

VIGIX:

3.30%

Daily Std Dev

FCHKX:

21.46%

VIGIX:

17.48%

Max Drawdown

FCHKX:

-63.23%

VIGIX:

-57.17%

Current Drawdown

FCHKX:

-42.94%

VIGIX:

-3.64%

Returns By Period

In the year-to-date period, FCHKX achieves a 20.42% return, which is significantly lower than VIGIX's 33.20% return. Over the past 10 years, FCHKX has underperformed VIGIX with an annualized return of 4.05%, while VIGIX has yielded a comparatively higher 15.77% annualized return.


FCHKX

YTD

20.42%

1M

-1.70%

6M

2.45%

1Y

21.72%

5Y*

-0.43%

10Y*

4.05%

VIGIX

YTD

33.20%

1M

3.24%

6M

9.96%

1Y

32.98%

5Y*

18.66%

10Y*

15.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCHKX vs. VIGIX - Expense Ratio Comparison

FCHKX has a 1.96% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


FCHKX
Fidelity Advisor China Region Fund Class C
Expense ratio chart for FCHKX: current value at 1.96% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.96%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FCHKX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor China Region Fund Class C (FCHKX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for FCHKX, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.001.051.92
The chart of Sortino ratio for FCHKX, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.001.612.50
The chart of Omega ratio for FCHKX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.35
The chart of Calmar ratio for FCHKX, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.402.60
The chart of Martin ratio for FCHKX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.003.8410.20
FCHKX
VIGIX

The current FCHKX Sharpe Ratio is 1.05, which is lower than the VIGIX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FCHKX and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.05
1.92
FCHKX
VIGIX

Dividends

FCHKX vs. VIGIX - Dividend Comparison

FCHKX's dividend yield for the trailing twelve months is around 0.06%, less than VIGIX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
FCHKX
Fidelity Advisor China Region Fund Class C
0.06%0.63%0.00%0.00%0.33%0.00%0.00%0.00%0.00%15.02%14.45%10.47%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

FCHKX vs. VIGIX - Drawdown Comparison

The maximum FCHKX drawdown since its inception was -63.23%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for FCHKX and VIGIX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.94%
-3.64%
FCHKX
VIGIX

Volatility

FCHKX vs. VIGIX - Volatility Comparison

Fidelity Advisor China Region Fund Class C (FCHKX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 5.11% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.11%
4.93%
FCHKX
VIGIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab