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FEDTX vs. IIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDTX vs. IIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Morgan Stanley India Investment Fund (IIF). The values are adjusted to include any dividend payments, if applicable.

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FEDTX vs. IIF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
5.98%31.19%-4.16%20.12%-12.35%6.05%16.31%18.91%-19.40%36.42%
IIF
Morgan Stanley India Investment Fund
-17.33%6.71%29.65%21.43%-9.55%30.87%6.66%-0.66%-21.25%49.89%

Returns By Period

In the year-to-date period, FEDTX achieves a 5.98% return, which is significantly higher than IIF's -17.33% return. Over the past 10 years, FEDTX has outperformed IIF with an annualized return of 9.17%, while IIF has yielded a comparatively lower 8.15% annualized return.


FEDTX

1D
1.92%
1M
-6.09%
YTD
5.98%
6M
11.47%
1Y
36.08%
3Y*
15.07%
5Y*
7.26%
10Y*
9.17%

IIF

1D
0.34%
1M
-12.02%
YTD
-17.33%
6M
-16.10%
1Y
-7.12%
3Y*
13.15%
5Y*
8.16%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDTX vs. IIF - Expense Ratio Comparison

FEDTX has a 1.76% expense ratio, which is higher than IIF's 0.01% expense ratio.


Return for Risk

FEDTX vs. IIF — Risk / Return Rank

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

FEDTX
FEDTX Risk / Return Rank: 9595
Overall Rank
FEDTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEDTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FEDTX Omega Ratio Rank: 9494
Omega Ratio Rank
FEDTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FEDTX Martin Ratio Rank: 9595
Martin Ratio Rank

IIF
IIF Risk / Return Rank: 11
Overall Rank
IIF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IIF Sortino Ratio Rank: 11
Sortino Ratio Rank
IIF Omega Ratio Rank: 11
Omega Ratio Rank
IIF Calmar Ratio Rank: 22
Calmar Ratio Rank
IIF Martin Ratio Rank: 11
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.

FEDTX vs. IIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Morgan Stanley India Investment Fund (IIF). 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.


FEDTXIIFDifference

Sharpe ratio

Return per unit of total volatility

2.59

-0.43

+3.02

Sortino ratio

Return per unit of downside risk

3.22

-0.52

+3.74

Omega ratio

Gain probability vs. loss probability

1.49

0.94

+0.55

Calmar ratio

Return relative to maximum drawdown

3.62

-0.36

+3.98

Martin ratio

Return relative to average drawdown

13.98

-1.19

+15.16

FEDTX vs. IIF - Sharpe Ratio Comparison

The current FEDTX Sharpe Ratio is 2.59, which is higher than the IIF Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of FEDTX and IIF, 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


FEDTXIIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

-0.43

+3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.52

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.41

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between FEDTX and IIF is 0.59, 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

FEDTX vs. IIF - Dividend Comparison

FEDTX's dividend yield for the trailing twelve months is around 4.06%, less than IIF's 9.61% yield.


TTM20252024202320222021202020192018201720162015
FEDTX
Fidelity Advisor Emerging Markets Discovery Fund Class M
4.06%4.31%3.30%1.63%1.10%11.36%0.05%0.48%0.87%1.51%0.95%0.22%
IIF
Morgan Stanley India Investment Fund
9.61%7.95%10.67%14.61%19.62%3.75%0.02%0.14%30.40%15.23%4.46%0.16%

Drawdowns

FEDTX vs. IIF - Drawdown Comparison

The maximum FEDTX drawdown since its inception was -43.70%, smaller than the maximum IIF drawdown of -62.11%. Use the drawdown chart below to compare losses from any high point for FEDTX and IIF.


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Drawdown Indicators


FEDTXIIFDifference

Max Drawdown

Largest peak-to-trough decline

-43.70%

-62.11%

+18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-24.05%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-27.91%

-24.05%

-3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.70%

-59.05%

+15.35%

Current Drawdown

Current decline from peak

-7.89%

-21.43%

+13.54%

Average Drawdown

Average peak-to-trough decline

-9.26%

-19.79%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

7.24%

-4.66%

Volatility

FEDTX vs. IIF - Volatility Comparison

Fidelity Advisor Emerging Markets Discovery Fund Class M (FEDTX) and Morgan Stanley India Investment Fund (IIF) have volatilities of 6.74% and 7.00%, 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


FEDTXIIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

7.00%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.24%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

16.69%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

15.67%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

19.73%

-4.08%