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FDVIX vs. PRMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDVIX and PRMSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FDVIX vs. PRMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class I (FDVIX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX). The values are adjusted to include any dividend payments, if applicable.

110.00%120.00%130.00%140.00%150.00%160.00%170.00%NovemberDecember2025FebruaryMarchApril
146.24%
154.81%
FDVIX
PRMSX

Key characteristics

Sharpe Ratio

FDVIX:

0.33

PRMSX:

0.21

Sortino Ratio

FDVIX:

0.59

PRMSX:

0.42

Omega Ratio

FDVIX:

1.08

PRMSX:

1.05

Calmar Ratio

FDVIX:

0.24

PRMSX:

0.07

Martin Ratio

FDVIX:

1.07

PRMSX:

0.56

Ulcer Index

FDVIX:

6.04%

PRMSX:

6.16%

Daily Std Dev

FDVIX:

19.29%

PRMSX:

16.39%

Max Drawdown

FDVIX:

-65.73%

PRMSX:

-73.10%

Current Drawdown

FDVIX:

-14.71%

PRMSX:

-41.21%

Returns By Period

In the year-to-date period, FDVIX achieves a 9.42% return, which is significantly higher than PRMSX's 2.27% return. Over the past 10 years, FDVIX has outperformed PRMSX with an annualized return of 3.78%, while PRMSX has yielded a comparatively lower 0.46% annualized return.


FDVIX

YTD

9.42%

1M

2.81%

6M

0.06%

1Y

6.23%

5Y*

5.79%

10Y*

3.78%

PRMSX

YTD

2.27%

1M

-0.83%

6M

-3.26%

1Y

2.50%

5Y*

-1.79%

10Y*

0.46%

*Annualized

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FDVIX vs. PRMSX - Expense Ratio Comparison

FDVIX has a 0.90% expense ratio, which is lower than PRMSX's 1.20% expense ratio.


Expense ratio chart for PRMSX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRMSX: 1.20%
Expense ratio chart for FDVIX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVIX: 0.90%

Risk-Adjusted Performance

FDVIX vs. PRMSX — Risk-Adjusted Performance Rank

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

FDVIX
The Risk-Adjusted Performance Rank of FDVIX is 4343
Overall Rank
The Sharpe Ratio Rank of FDVIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVIX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FDVIX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDVIX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FDVIX is 4343
Martin Ratio Rank

PRMSX
The Risk-Adjusted Performance Rank of PRMSX is 3434
Overall Rank
The Sharpe Ratio Rank of PRMSX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMSX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of PRMSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PRMSX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PRMSX is 3434
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.

FDVIX vs. PRMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class I (FDVIX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX). 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 chart of Sharpe ratio for FDVIX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.00
FDVIX: 0.33
PRMSX: 0.21
The chart of Sortino ratio for FDVIX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
FDVIX: 0.59
PRMSX: 0.42
The chart of Omega ratio for FDVIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FDVIX: 1.08
PRMSX: 1.05
The chart of Calmar ratio for FDVIX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.00
FDVIX: 0.24
PRMSX: 0.07
The chart of Martin ratio for FDVIX, currently valued at 1.07, compared to the broader market0.0010.0020.0030.0040.00
FDVIX: 1.07
PRMSX: 0.56

The current FDVIX Sharpe Ratio is 0.33, which is higher than the PRMSX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FDVIX and PRMSX, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.33
0.21
FDVIX
PRMSX

Dividends

FDVIX vs. PRMSX - Dividend Comparison

FDVIX's dividend yield for the trailing twelve months is around 1.70%, more than PRMSX's 0.34% yield.


TTM20242023202220212020201920182017201620152014
FDVIX
Fidelity Advisor Diversified International Fund Class I
1.70%1.86%1.44%0.39%1.29%0.02%1.21%1.25%0.99%1.30%0.92%1.47%
PRMSX
T. Rowe Price Emerging Markets Stock Fund
0.34%0.35%1.09%0.48%0.73%0.38%1.24%0.61%0.40%0.51%0.53%0.59%

Drawdowns

FDVIX vs. PRMSX - Drawdown Comparison

The maximum FDVIX drawdown since its inception was -65.73%, smaller than the maximum PRMSX drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for FDVIX and PRMSX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-14.71%
-41.21%
FDVIX
PRMSX

Volatility

FDVIX vs. PRMSX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class I (FDVIX) has a higher volatility of 12.35% compared to T. Rowe Price Emerging Markets Stock Fund (PRMSX) at 8.99%. This indicates that FDVIX's price experiences larger fluctuations and is considered to be riskier than PRMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
8.99%
FDVIX
PRMSX