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FEPIX vs. FCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEPIX vs. FCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond Fund (FEPIX) and Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX). The values are adjusted to include any dividend payments, if applicable.

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FEPIX vs. FCPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEPIX
Fidelity Total Bond Fund
-0.40%7.45%1.71%6.79%-13.55%-0.46%9.29%9.83%-0.82%4.24%
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
-4.87%18.68%8.02%27.64%-26.55%12.26%22.23%32.75%-12.79%35.88%

Returns By Period

In the year-to-date period, FEPIX achieves a -0.40% return, which is significantly higher than FCPIX's -4.87% return. Over the past 10 years, FEPIX has underperformed FCPIX with an annualized return of 2.44%, while FCPIX has yielded a comparatively higher 9.11% annualized return.


FEPIX

1D
0.10%
1M
-1.75%
YTD
-0.40%
6M
0.33%
1Y
3.92%
3Y*
4.03%
5Y*
0.55%
10Y*
2.44%

FCPIX

1D
3.58%
1M
-9.03%
YTD
-4.87%
6M
-5.37%
1Y
9.73%
3Y*
11.03%
5Y*
4.74%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEPIX vs. FCPIX - Expense Ratio Comparison

FEPIX has a 0.50% expense ratio, which is lower than FCPIX's 0.97% expense ratio.


Return for Risk

FEPIX vs. FCPIX — Risk / Return Rank

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

FEPIX
FEPIX Risk / Return Rank: 4848
Overall Rank
FEPIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEPIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FEPIX Omega Ratio Rank: 3232
Omega Ratio Rank
FEPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FEPIX Martin Ratio Rank: 4848
Martin Ratio Rank

FCPIX
FCPIX Risk / Return Rank: 1818
Overall Rank
FCPIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FCPIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FCPIX Omega Ratio Rank: 1717
Omega Ratio Rank
FCPIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FCPIX Martin Ratio Rank: 2121
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.

FEPIX vs. FCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) and Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX). 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.


FEPIXFCPIXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.52

+0.46

Sortino ratio

Return per unit of downside risk

1.41

0.88

+0.53

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

1.65

0.64

+1.01

Martin ratio

Return relative to average drawdown

4.98

2.53

+2.45

FEPIX vs. FCPIX - Sharpe Ratio Comparison

The current FEPIX Sharpe Ratio is 0.98, which is higher than the FCPIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FEPIX and FCPIX, 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


FEPIXFCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.52

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.26

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.51

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.36

+0.53

Correlation

The correlation between FEPIX and FCPIX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FEPIX vs. FCPIX - Dividend Comparison

FEPIX's dividend yield for the trailing twelve months is around 3.97%, less than FCPIX's 5.72% yield.


TTM20252024202320222021202020192018201720162015
FEPIX
Fidelity Total Bond Fund
3.97%4.31%3.74%3.74%2.49%1.87%5.17%2.97%3.14%2.92%3.55%3.25%
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
5.72%5.44%0.70%0.36%0.00%3.79%0.11%0.54%0.54%0.21%0.37%0.24%

Drawdowns

FEPIX vs. FCPIX - Drawdown Comparison

The maximum FEPIX drawdown since its inception was -18.40%, smaller than the maximum FCPIX drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FEPIX and FCPIX.


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Drawdown Indicators


FEPIXFCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-67.79%

+49.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-14.45%

+11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-37.24%

+18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

-37.24%

+18.84%

Current Drawdown

Current decline from peak

-2.25%

-11.39%

+9.14%

Average Drawdown

Average peak-to-trough decline

-2.48%

-15.84%

+13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.67%

-2.72%

Volatility

FEPIX vs. FCPIX - Volatility Comparison

The current volatility for Fidelity Total Bond Fund (FEPIX) is 1.53%, while Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) has a volatility of 8.76%. This indicates that FEPIX experiences smaller price fluctuations and is considered to be less risky than FCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPIXFCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

8.76%

-7.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

12.82%

-10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

19.74%

-15.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

18.52%

-12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

17.84%

-13.13%