FCNSX vs. EPDPX
FCNSX (Fidelity Series Canada Fund) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 5 years, FCNSX returned 11.73%/yr vs 13.89%/yr for EPDPX. A 0.72 correlation means they provide meaningful diversification when combined. FCNSX charges 0.00%/yr vs 1.52%/yr for EPDPX.
Performance
FCNSX vs. EPDPX - Performance Comparison
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Returns By Period
In the year-to-date period, FCNSX achieves a 8.91% return, which is significantly lower than EPDPX's 13.86% return.
FCNSX
- 1D
- 0.84%
- 1M
- 2.14%
- YTD
- 8.91%
- 6M
- 12.70%
- 1Y
- 21.97%
- 3Y*
- 19.05%
- 5Y*
- 11.73%
- 10Y*
- —
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%
FCNSX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCNSX Fidelity Series Canada Fund | 8.91% | 28.56% | 9.88% | 15.95% | -6.88% | 28.62% | 4.47% | 27.78% | -15.01% | 10.10% |
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% | 1.77% |
Correlation
The correlation between FCNSX and EPDPX is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2017 | 0.72 |
The correlation between FCNSX and EPDPX shifts across timeframes, from 0.58 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FCNSX vs. EPDPX — Risk / Return Rank
FCNSX
EPDPX
FCNSX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Canada Fund (FCNSX) 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.
| FCNSX | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.59 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 4.11 | -1.16 |
| Martin ratioReturn relative to average drawdown | 10.42 | 15.41 | -4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCNSX | EPDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 3.27 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.99 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.48 | +0.16 |
Drawdowns
FCNSX vs. EPDPX - Drawdown Comparison
The maximum FCNSX drawdown since its inception was -41.47%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FCNSX and EPDPX.
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Drawdown Indicators
| FCNSX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.47% | -39.21% | -2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -10.96% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.13% | -13.15% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -21.06% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.34% | — |
Current DrawdownCurrent decline from peak | -0.05% | -2.59% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -11.19% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.92% | -0.81% |
Volatility
FCNSX vs. EPDPX - Volatility Comparison
The current volatility for Fidelity Series Canada Fund (FCNSX) is 2.81%, while EuroPac International Dividend Income Fund Class A (EPDPX) has a volatility of 4.19%. This indicates that FCNSX 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
| FCNSX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 4.19% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 11.58% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.65% | 13.87% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 14.08% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 14.89% | +3.66% |
FCNSX vs. EPDPX - Expense Ratio Comparison
FCNSX has a 0.00% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
FCNSX vs. EPDPX - Dividend Comparison
FCNSX's dividend yield for the trailing twelve months is around 1.89%, less than EPDPX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FCNSX Fidelity Series Canada Fund | 1.89% | 2.06% | 3.05% | 3.42% | 3.12% | 2.20% | 2.14% | 2.24% | 2.51% | 1.07% | 0.00% | 0.00% |
Frequently Asked Questions
FCNSX and EPDPX have a correlation of 0.58, 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 FCNSX (2.81%). In terms of maximum drawdown, FCNSX dropped -41.47% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (3.27 vs 1.75), 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.
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