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FCPIX vs. FUAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCPIX vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

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FCPIX vs. FUAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
-4.87%18.68%8.02%27.64%-26.55%12.26%22.23%32.75%-12.79%3.76%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
-0.36%8.00%0.40%4.08%-13.06%-3.19%8.86%7.25%1.25%-0.35%

Returns By Period

In the year-to-date period, FCPIX achieves a -4.87% return, which is significantly lower than FUAMX's -0.36% return.


FCPIX

1D
3.58%
1M
-9.03%
YTD
-4.87%
6M
-5.37%
1Y
9.73%
3Y*
11.03%
5Y*
4.74%
10Y*
9.11%

FUAMX

1D
0.10%
1M
-1.81%
YTD
-0.36%
6M
0.24%
1Y
3.60%
3Y*
2.83%
5Y*
-0.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCPIX vs. FUAMX - Expense Ratio Comparison

FCPIX has a 0.97% expense ratio, which is higher than FUAMX's 0.03% expense ratio.


Return for Risk

FCPIX vs. FUAMX — Risk / Return Rank

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

FCPIX
FCPIX Risk / Return Rank: 1818
Overall Rank
FCPIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FCPIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FCPIX Omega Ratio Rank: 1717
Omega Ratio Rank
FCPIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FCPIX Martin Ratio Rank: 2121
Martin Ratio Rank

FUAMX
FUAMX Risk / Return Rank: 3737
Overall Rank
FUAMX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FUAMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FUAMX Omega Ratio Rank: 2323
Omega Ratio Rank
FUAMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FUAMX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCPIX vs. FUAMX - 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 Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.


FCPIXFUAMXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.79

-0.26

Sortino ratio

Return per unit of downside risk

0.88

1.18

-0.29

Omega ratio

Gain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

0.64

1.43

-0.78

Martin ratio

Return relative to average drawdown

2.53

4.04

-1.51

FCPIX vs. FUAMX - Sharpe Ratio Comparison

The current FCPIX Sharpe Ratio is 0.52, which is lower than the FUAMX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FCPIX and FUAMX, 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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Sharpe Ratios by Period


FCPIXFUAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.79

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.03

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.22

+0.14

Correlation

The correlation between FCPIX and FUAMX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCPIX vs. FUAMX - Dividend Comparison

FCPIX's dividend yield for the trailing twelve months is around 5.72%, more than FUAMX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
5.72%5.44%0.70%0.36%0.00%3.79%0.11%0.54%0.54%0.21%0.37%0.24%
FUAMX
Fidelity Intermediate Treasury Bond Index Fund
3.35%3.52%3.58%2.20%1.24%1.76%2.90%2.16%2.23%0.49%0.00%0.00%

Drawdowns

FCPIX vs. FUAMX - Drawdown Comparison

The maximum FCPIX drawdown since its inception was -67.79%, which is greater than FUAMX's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for FCPIX and FUAMX.


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Drawdown Indicators


FCPIXFUAMXDifference

Max Drawdown

Largest peak-to-trough decline

-67.79%

-20.25%

-47.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-3.10%

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-37.24%

-18.27%

-18.97%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

Current Drawdown

Current decline from peak

-11.39%

-6.78%

-4.61%

Average Drawdown

Average peak-to-trough decline

-15.84%

-7.33%

-8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.09%

+2.58%

Volatility

FCPIX vs. FUAMX - Volatility Comparison

Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) has a higher volatility of 8.76% compared to Fidelity Intermediate Treasury Bond Index Fund (FUAMX) at 1.65%. This indicates that FCPIX's price experiences larger fluctuations and is considered to be riskier than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPIXFUAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

1.65%

+7.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

2.90%

+9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

4.88%

+14.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

6.61%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

5.87%

+11.97%