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FEAAX vs. FPBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAAX vs. FPBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Asia Fund Class A (FEAAX) and Fidelity Pacific Basin Fund (FPBFX). The values are adjusted to include any dividend payments, if applicable.

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FEAAX vs. FPBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEAAX
Fidelity Advisor Emerging Asia Fund Class A
0.84%36.67%20.63%13.50%-30.79%-15.06%72.51%30.64%-15.11%45.96%
FPBFX
Fidelity Pacific Basin Fund
0.75%37.15%9.26%14.07%-23.71%2.28%32.92%32.21%-18.08%40.06%

Returns By Period

In the year-to-date period, FEAAX achieves a 0.84% return, which is significantly higher than FPBFX's 0.75% return. Over the past 10 years, FEAAX has outperformed FPBFX with an annualized return of 12.37%, while FPBFX has yielded a comparatively lower 10.92% annualized return.


FEAAX

1D
-1.10%
1M
-12.55%
YTD
0.84%
6M
2.32%
1Y
33.90%
3Y*
20.49%
5Y*
2.14%
10Y*
12.37%

FPBFX

1D
-0.86%
1M
-11.66%
YTD
0.75%
6M
1.76%
1Y
34.14%
3Y*
16.13%
5Y*
5.76%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAAX vs. FPBFX - Expense Ratio Comparison

FEAAX has a 1.20% expense ratio, which is higher than FPBFX's 1.04% expense ratio.


Return for Risk

FEAAX vs. FPBFX — Risk / Return Rank

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

FEAAX
FEAAX Risk / Return Rank: 8383
Overall Rank
FEAAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FEAAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FEAAX Omega Ratio Rank: 8080
Omega Ratio Rank
FEAAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FEAAX Martin Ratio Rank: 8282
Martin Ratio Rank

FPBFX
FPBFX Risk / Return Rank: 8282
Overall Rank
FPBFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FPBFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPBFX Omega Ratio Rank: 7878
Omega Ratio Rank
FPBFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FPBFX Martin Ratio Rank: 8484
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.

FEAAX vs. FPBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class A (FEAAX) and Fidelity Pacific Basin Fund (FPBFX). 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.


FEAAXFPBFXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.54

+0.09

Sortino ratio

Return per unit of downside risk

2.16

2.04

+0.12

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

2.24

2.21

+0.03

Martin ratio

Return relative to average drawdown

8.10

8.61

-0.50

FEAAX vs. FPBFX - Sharpe Ratio Comparison

The current FEAAX Sharpe Ratio is 1.63, which is comparable to the FPBFX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FEAAX and FPBFX, 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


FEAAXFPBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.54

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.31

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.63

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.07

Correlation

The correlation between FEAAX and FPBFX 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

FEAAX vs. FPBFX - Dividend Comparison

FEAAX has not paid dividends to shareholders, while FPBFX's dividend yield for the trailing twelve months is around 8.13%.


TTM20252024202320222021202020192018201720162015
FEAAX
Fidelity Advisor Emerging Asia Fund Class A
0.00%0.00%0.00%0.00%0.00%12.88%6.62%5.21%6.49%0.03%1.10%0.84%
FPBFX
Fidelity Pacific Basin Fund
8.13%8.19%5.99%5.36%8.76%14.97%4.45%0.75%10.88%4.36%2.38%3.61%

Drawdowns

FEAAX vs. FPBFX - Drawdown Comparison

The maximum FEAAX drawdown since its inception was -60.87%, smaller than the maximum FPBFX drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for FEAAX and FPBFX.


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Drawdown Indicators


FEAAXFPBFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.87%

-69.06%

+8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-13.21%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-53.46%

-37.97%

-15.49%

Max Drawdown (10Y)

Largest decline over 10 years

-57.90%

-39.85%

-18.05%

Current Drawdown

Current decline from peak

-13.56%

-12.25%

-1.31%

Average Drawdown

Average peak-to-trough decline

-20.29%

-17.65%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.50%

+0.24%

Volatility

FEAAX vs. FPBFX - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class A (FEAAX) and Fidelity Pacific Basin Fund (FPBFX) have volatilities of 9.61% and 9.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAAXFPBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

9.35%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

15.63%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

21.31%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

18.72%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

17.46%

+3.24%