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

Correlation

The correlation between FDVIX and VTWIX is 0.81, 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.


Performance

FDVIX vs. VTWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class I (FDVIX) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDVIX:

0.30

VTWIX:

0.70

Sortino Ratio

FDVIX:

0.55

VTWIX:

1.14

Omega Ratio

FDVIX:

1.08

VTWIX:

1.16

Calmar Ratio

FDVIX:

0.22

VTWIX:

0.78

Martin Ratio

FDVIX:

0.98

VTWIX:

3.41

Ulcer Index

FDVIX:

6.07%

VTWIX:

3.77%

Daily Std Dev

FDVIX:

19.23%

VTWIX:

17.39%

Max Drawdown

FDVIX:

-65.73%

VTWIX:

-49.82%

Current Drawdown

FDVIX:

-12.72%

VTWIX:

-0.97%

Returns By Period

In the year-to-date period, FDVIX achieves a 11.98% return, which is significantly higher than VTWIX's 4.51% return. Over the past 10 years, FDVIX has underperformed VTWIX with an annualized return of 3.70%, while VTWIX has yielded a comparatively higher 9.01% annualized return.


FDVIX

YTD

11.98%

1M

8.47%

6M

5.20%

1Y

5.66%

5Y*

6.77%

10Y*

3.70%

VTWIX

YTD

4.51%

1M

9.19%

6M

2.84%

1Y

12.17%

5Y*

14.73%

10Y*

9.01%

*Annualized

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FDVIX vs. VTWIX - Expense Ratio Comparison

FDVIX has a 0.90% expense ratio, which is higher than VTWIX's 0.08% expense ratio.


Risk-Adjusted Performance

FDVIX vs. VTWIX — 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 3737
Overall Rank
The Sharpe Ratio Rank of FDVIX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FDVIX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FDVIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FDVIX is 3838
Martin Ratio Rank

VTWIX
The Risk-Adjusted Performance Rank of VTWIX is 7272
Overall Rank
The Sharpe Ratio Rank of VTWIX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTWIX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VTWIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VTWIX is 7777
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. VTWIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class I (FDVIX) and Vanguard Total World Stock Index Fund Institutional Shares (VTWIX). 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 current FDVIX Sharpe Ratio is 0.30, which is lower than the VTWIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDVIX and VTWIX, 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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Dividends

FDVIX vs. VTWIX - Dividend Comparison

FDVIX's dividend yield for the trailing twelve months is around 1.66%, less than VTWIX's 1.84% yield.


TTM20242023202220212020201920182017201620152014
FDVIX
Fidelity Advisor Diversified International Fund Class I
1.66%1.86%1.44%0.39%1.29%0.02%1.21%1.25%0.99%1.30%0.92%1.47%
VTWIX
Vanguard Total World Stock Index Fund Institutional Shares
1.84%1.94%2.07%2.19%1.81%1.66%2.32%2.55%2.11%2.40%2.46%2.46%

Drawdowns

FDVIX vs. VTWIX - Drawdown Comparison

The maximum FDVIX drawdown since its inception was -65.73%, which is greater than VTWIX's maximum drawdown of -49.82%. Use the drawdown chart below to compare losses from any high point for FDVIX and VTWIX. For additional features, visit the drawdowns tool.


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Volatility

FDVIX vs. VTWIX - Volatility Comparison

The current volatility for Fidelity Advisor Diversified International Fund Class I (FDVIX) is 3.16%, while Vanguard Total World Stock Index Fund Institutional Shares (VTWIX) has a volatility of 4.57%. This indicates that FDVIX experiences smaller price fluctuations and is considered to be less risky than VTWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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