FCPIX vs. PZRIX
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) and PIMCO RAE Global ex-US Fund (PZRIX).
FCPIX is managed by Fidelity. It was launched on Nov 3, 1997. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FCPIX vs. PZRIX - Performance Comparison
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FCPIX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, FCPIX achieves a -8.16% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, FCPIX has underperformed PZRIX with an annualized return of 8.73%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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FCPIX vs. PZRIX - Expense Ratio Comparison
FCPIX has a 0.97% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FCPIX vs. PZRIX — Risk / Return Rank
FCPIX
PZRIX
FCPIX vs. PZRIX - 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 PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 2.41 | -2.13 |
Sortino ratioReturn per unit of downside risk | 0.54 | 3.09 | -2.55 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.47 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.70 | -2.41 |
Martin ratioReturn relative to average drawdown | 1.15 | 12.87 | -11.72 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.41 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.67 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.59 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.58 | -0.23 |
Correlation
The correlation between FCPIX and PZRIX is 0.77, 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. PZRIX - Dividend Comparison
FCPIX's dividend yield for the trailing twelve months is around 5.92%, less than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
FCPIX vs. PZRIX - Drawdown Comparison
The maximum FCPIX drawdown since its inception was -67.79%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FCPIX and PZRIX.
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Drawdown Indicators
| FCPIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.79% | -43.53% | -24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.45% | -10.68% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.24% | -30.85% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -43.53% | +6.29% |
Current DrawdownCurrent decline from peak | -14.45% | -6.96% | -7.49% |
Average DrawdownAverage peak-to-trough decline | -15.84% | -9.00% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.53% | +1.07% |
Volatility
FCPIX vs. PZRIX - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) has a higher volatility of 7.72% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FCPIX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCPIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 5.02% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 8.77% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.46% | 14.09% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 15.83% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 17.01% | +0.80% |