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FCPAX vs. FAGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCPAX and FAGAX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FCPAX vs. FAGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Capital Appreciation Fund Class A (FCPAX) and Fidelity Advisor Growth Opportunities Fund Class A (FAGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCPAX:

0.80

FAGAX:

0.55

Sortino Ratio

FCPAX:

1.12

FAGAX:

0.94

Omega Ratio

FCPAX:

1.15

FAGAX:

1.13

Calmar Ratio

FCPAX:

0.87

FAGAX:

0.59

Martin Ratio

FCPAX:

3.35

FAGAX:

1.82

Ulcer Index

FCPAX:

4.23%

FAGAX:

8.63%

Daily Std Dev

FCPAX:

19.90%

FAGAX:

28.27%

Max Drawdown

FCPAX:

-65.32%

FAGAX:

-65.24%

Current Drawdown

FCPAX:

-0.82%

FAGAX:

-7.44%

Returns By Period

In the year-to-date period, FCPAX achieves a 14.18% return, which is significantly higher than FAGAX's -0.30% return. Over the past 10 years, FCPAX has underperformed FAGAX with an annualized return of 8.52%, while FAGAX has yielded a comparatively higher 17.52% annualized return.


FCPAX

YTD

14.18%

1M

6.55%

6M

10.81%

1Y

15.91%

3Y*

13.75%

5Y*

10.77%

10Y*

8.52%

FAGAX

YTD

-0.30%

1M

11.16%

6M

-0.34%

1Y

17.02%

3Y*

19.56%

5Y*

15.82%

10Y*

17.52%

*Annualized

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FCPAX vs. FAGAX - Expense Ratio Comparison

FCPAX has a 1.23% expense ratio, which is higher than FAGAX's 1.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FCPAX vs. FAGAX — Risk-Adjusted Performance Rank

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

FCPAX
The Risk-Adjusted Performance Rank of FCPAX is 6565
Overall Rank
The Sharpe Ratio Rank of FCPAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FCPAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FCPAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FCPAX is 7171
Martin Ratio Rank

FAGAX
The Risk-Adjusted Performance Rank of FAGAX is 4646
Overall Rank
The Sharpe Ratio Rank of FAGAX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGAX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FAGAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FAGAX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FAGAX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCPAX vs. FAGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class A (FCPAX) and Fidelity Advisor Growth Opportunities Fund Class A (FAGAX). 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.


The current FCPAX Sharpe Ratio is 0.80, which is higher than the FAGAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FCPAX and FAGAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FCPAX vs. FAGAX - Dividend Comparison

FCPAX's dividend yield for the trailing twelve months is around 0.47%, while FAGAX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FCPAX
Fidelity Advisor International Capital Appreciation Fund Class A
0.47%0.54%0.16%0.00%3.84%0.00%0.37%0.22%0.05%0.11%0.05%0.21%
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
0.00%0.00%0.00%0.00%10.19%5.45%4.10%11.99%7.67%15.44%11.12%0.00%

Drawdowns

FCPAX vs. FAGAX - Drawdown Comparison

The maximum FCPAX drawdown since its inception was -65.32%, roughly equal to the maximum FAGAX drawdown of -65.24%. Use the drawdown chart below to compare losses from any high point for FCPAX and FAGAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCPAX vs. FAGAX - Volatility Comparison

The current volatility for Fidelity Advisor International Capital Appreciation Fund Class A (FCPAX) is 3.30%, while Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) has a volatility of 5.78%. This indicates that FCPAX experiences smaller price fluctuations and is considered to be less risky than FAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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