FEUIX vs. VGPMX
Compare and contrast key facts about Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) and Vanguard Global Capital Cycles Fund (VGPMX).
FEUIX is managed by Fidelity. It was launched on Dec 17, 1998. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
FEUIX vs. VGPMX - Performance Comparison
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FEUIX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEUIX Fidelity Advisor Global Capital Appreciation Fund Class I | -9.05% | 18.17% | 37.92% | 28.93% | -24.46% | 19.28% | 24.80% | 23.17% | -17.94% | 30.06% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, FEUIX achieves a -9.05% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, FEUIX has underperformed VGPMX with an annualized return of 11.53%, while VGPMX has yielded a comparatively higher 12.39% annualized return.
FEUIX
- 1D
- -0.86%
- 1M
- -10.00%
- YTD
- -9.05%
- 6M
- -6.33%
- 1Y
- 12.48%
- 3Y*
- 20.76%
- 5Y*
- 11.18%
- 10Y*
- 11.53%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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FEUIX vs. VGPMX - Expense Ratio Comparison
FEUIX has a 0.82% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
FEUIX vs. VGPMX — Risk / Return Rank
FEUIX
VGPMX
FEUIX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
| FEUIX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 2.94 | -2.32 |
Sortino ratioReturn per unit of downside risk | 0.98 | 3.51 | -2.53 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.56 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 4.24 | -3.47 |
Martin ratioReturn relative to average drawdown | 2.92 | 17.59 | -14.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEUIX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.94 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.12 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.57 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.13 |
Correlation
The correlation between FEUIX and VGPMX is 0.54, 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
FEUIX vs. VGPMX - Dividend Comparison
FEUIX's dividend yield for the trailing twelve months is around 9.68%, more than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUIX Fidelity Advisor Global Capital Appreciation Fund Class I | 9.68% | 8.80% | 13.61% | 6.28% | 0.00% | 7.49% | 0.00% | 0.64% | 10.42% | 13.00% | 0.98% | 0.55% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
FEUIX vs. VGPMX - Drawdown Comparison
The maximum FEUIX drawdown since its inception was -61.64%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FEUIX and VGPMX.
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Drawdown Indicators
| FEUIX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.64% | -78.85% | +17.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -12.80% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -22.71% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.73% | -54.59% | +21.86% |
Current DrawdownCurrent decline from peak | -12.97% | -10.73% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -34.69% | +21.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 3.09% | +0.32% |
Volatility
FEUIX vs. VGPMX - Volatility Comparison
The current volatility for Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) is 7.03%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that FEUIX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEUIX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 7.56% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 13.14% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 19.28% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 17.15% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 21.65% | -3.23% |