FCPIX vs. DFIEX
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) and DFA International Core Equity Portfolio I (DFIEX).
FCPIX is managed by Fidelity. It was launched on Nov 3, 1997. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FCPIX vs. DFIEX - Performance Comparison
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FCPIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCPIX Fidelity Advisor International Capital Appreciation Fund Class I | -8.16% | 18.68% | 8.02% | 27.64% | -26.55% | 12.26% | 22.23% | 32.75% | -12.79% | 35.88% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, FCPIX achieves a -8.16% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, FCPIX has underperformed DFIEX with an annualized return of 8.73%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
FCPIX
- 1D
- -0.51%
- 1M
- -13.01%
- YTD
- -8.16%
- 6M
- -8.47%
- 1Y
- 6.49%
- 3Y*
- 9.73%
- 5Y*
- 4.42%
- 10Y*
- 8.73%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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FCPIX vs. DFIEX - Expense Ratio Comparison
FCPIX has a 0.97% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
FCPIX vs. DFIEX — Risk / Return Rank
FCPIX
DFIEX
FCPIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| FCPIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.66 | -1.37 |
Sortino ratioReturn per unit of downside risk | 0.54 | 2.18 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.33 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.16 | -1.88 |
Martin ratioReturn relative to average drawdown | 1.15 | 8.72 | -7.58 |
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
| FCPIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.66 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.58 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.57 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.02 |
Correlation
The correlation between FCPIX and DFIEX is 0.90, 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.
Dividends
FCPIX vs. DFIEX - Dividend Comparison
FCPIX's dividend yield for the trailing twelve months is around 5.92%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCPIX Fidelity Advisor International Capital Appreciation Fund Class I | 5.92% | 5.44% | 0.70% | 0.36% | 0.00% | 3.79% | 0.11% | 0.54% | 0.54% | 0.21% | 0.37% | 0.24% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
FCPIX vs. DFIEX - Drawdown Comparison
The maximum FCPIX drawdown since its inception was -67.79%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FCPIX and DFIEX.
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Drawdown Indicators
| FCPIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.79% | -62.22% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.45% | -11.01% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -37.24% | -28.66% | -8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -41.04% | +3.80% |
Current DrawdownCurrent decline from peak | -14.45% | -10.45% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -12.26% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.84% | +0.76% |
Volatility
FCPIX vs. DFIEX - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) has a higher volatility of 7.72% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that FCPIX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCPIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 6.26% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 10.04% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.46% | 15.66% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 15.60% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 16.32% | +1.49% |