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FCPCX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCPCX and FXAIX is 0.80, 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.


-0.50.00.51.00.8

Performance

FCPCX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Capital Appreciation Fund Class C (FCPCX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.23%
10.54%
FCPCX
FXAIX

Key characteristics

Sharpe Ratio

FCPCX:

0.75

FXAIX:

1.87

Sortino Ratio

FCPCX:

1.14

FXAIX:

2.52

Omega Ratio

FCPCX:

1.14

FXAIX:

1.34

Calmar Ratio

FCPCX:

0.88

FXAIX:

2.83

Martin Ratio

FCPCX:

2.86

FXAIX:

11.72

Ulcer Index

FCPCX:

3.74%

FXAIX:

2.04%

Daily Std Dev

FCPCX:

14.22%

FXAIX:

12.76%

Max Drawdown

FCPCX:

-65.63%

FXAIX:

-33.79%

Current Drawdown

FCPCX:

-0.95%

FXAIX:

-0.42%

Returns By Period

In the year-to-date period, FCPCX achieves a 7.79% return, which is significantly higher than FXAIX's 4.19% return. Over the past 10 years, FCPCX has underperformed FXAIX with an annualized return of 6.87%, while FXAIX has yielded a comparatively higher 13.09% annualized return.


FCPCX

YTD

7.79%

1M

3.91%

6M

4.23%

1Y

10.74%

5Y*

5.92%

10Y*

6.87%

FXAIX

YTD

4.19%

1M

1.25%

6M

10.54%

1Y

24.46%

5Y*

14.70%

10Y*

13.09%

*Annualized

Compare stocks, funds, or ETFs

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


FCPCX vs. FXAIX - Expense Ratio Comparison

FCPCX has a 1.98% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


FCPCX
Fidelity Advisor International Capital Appreciation Fund Class C
Expense ratio chart for FCPCX: current value at 1.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.98%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

FCPCX vs. FXAIX — Risk-Adjusted Performance Rank

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

FCPCX
The Risk-Adjusted Performance Rank of FCPCX is 4242
Overall Rank
The Sharpe Ratio Rank of FCPCX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPCX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FCPCX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FCPCX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FCPCX is 4444
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 8787
Overall Rank
The Sharpe Ratio Rank of FXAIX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9090
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.

FCPCX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class C (FCPCX) and Fidelity 500 Index Fund (FXAIX). 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 FCPCX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.000.751.87
The chart of Sortino ratio for FCPCX, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.001.142.52
The chart of Omega ratio for FCPCX, currently valued at 1.14, compared to the broader market1.002.003.004.001.141.34
The chart of Calmar ratio for FCPCX, currently valued at 0.88, compared to the broader market0.005.0010.0015.0020.000.882.83
The chart of Martin ratio for FCPCX, currently valued at 2.86, compared to the broader market0.0020.0040.0060.0080.002.8611.72
FCPCX
FXAIX

The current FCPCX Sharpe Ratio is 0.75, which is lower than the FXAIX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FCPCX and FXAIX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.75
1.87
FCPCX
FXAIX

Dividends

FCPCX vs. FXAIX - Dividend Comparison

FCPCX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
FCPCX
Fidelity Advisor International Capital Appreciation Fund Class C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FCPCX vs. FXAIX - Drawdown Comparison

The maximum FCPCX drawdown since its inception was -65.63%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FCPCX and FXAIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.95%
-0.42%
FCPCX
FXAIX

Volatility

FCPCX vs. FXAIX - Volatility Comparison

Fidelity Advisor International Capital Appreciation Fund Class C (FCPCX) has a higher volatility of 3.91% compared to Fidelity 500 Index Fund (FXAIX) at 3.00%. This indicates that FCPCX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.91%
3.00%
FCPCX
FXAIX
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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.

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