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FEAAX vs. VPKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEAAX vs. VPKIX - Performance Comparison

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

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FEAAX vs. VPKIX - 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%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
4.37%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-13.87%28.55%

Returns By Period

In the year-to-date period, FEAAX achieves a 0.84% return, which is significantly lower than VPKIX's 4.37% return. Over the past 10 years, FEAAX has outperformed VPKIX with an annualized return of 12.37%, while VPKIX has yielded a comparatively lower 8.81% 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%

VPKIX

1D
-0.50%
1M
-13.40%
YTD
4.37%
6M
9.98%
1Y
35.15%
3Y*
15.50%
5Y*
6.38%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEAAX vs. VPKIX - Expense Ratio Comparison

FEAAX has a 1.20% expense ratio, which is higher than VPKIX's 0.08% expense ratio.


Return for Risk

FEAAX vs. VPKIX — 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

VPKIX
VPKIX Risk / Return Rank: 8787
Overall Rank
VPKIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 8484
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 8888
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. VPKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class A (FEAAX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). 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.


FEAAXVPKIXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.80

-0.17

Sortino ratio

Return per unit of downside risk

2.16

2.34

-0.19

Omega ratio

Gain probability vs. loss probability

1.31

1.35

-0.03

Calmar ratio

Return relative to maximum drawdown

2.24

2.35

-0.12

Martin ratio

Return relative to average drawdown

8.10

9.57

-1.47

FEAAX vs. VPKIX - Sharpe Ratio Comparison

The current FEAAX Sharpe Ratio is 1.63, which is comparable to the VPKIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FEAAX and VPKIX, 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


FEAAXVPKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.80

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.40

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.24

+0.11

Correlation

The correlation between FEAAX and VPKIX 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.


Dividends

FEAAX vs. VPKIX - Dividend Comparison

FEAAX has not paid dividends to shareholders, while VPKIX's dividend yield for the trailing twelve months is around 3.39%.


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%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
3.39%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%

Drawdowns

FEAAX vs. VPKIX - Drawdown Comparison

The maximum FEAAX drawdown since its inception was -60.87%, which is greater than VPKIX's maximum drawdown of -55.26%. Use the drawdown chart below to compare losses from any high point for FEAAX and VPKIX.


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Drawdown Indicators


FEAAXVPKIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.87%

-55.26%

-5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-13.40%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.46%

-31.12%

-22.34%

Max Drawdown (10Y)

Largest decline over 10 years

-57.90%

-33.62%

-24.28%

Current Drawdown

Current decline from peak

-13.56%

-13.40%

-0.16%

Average Drawdown

Average peak-to-trough decline

-20.29%

-15.52%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.29%

+0.45%

Volatility

FEAAX vs. VPKIX - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class A (FEAAX) has a higher volatility of 9.61% compared to Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) at 8.79%. This indicates that FEAAX's price experiences larger fluctuations and is considered to be riskier than VPKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEAAXVPKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

8.79%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

13.71%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.30%

18.88%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

16.02%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

16.07%

+4.63%