FHJTX vs. DSEUX
FHJTX (Fidelity Advisor Europe Fund Class C) and DSEUX (DoubleLine Shiller Enhanced International CAPE) are both Europe Equities funds. Over the past 5 years, FHJTX returned 4.76%/yr vs 8.02%/yr for DSEUX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. FHJTX charges 2.19%/yr vs 0.61%/yr for DSEUX.
Performance
FHJTX vs. DSEUX - Performance Comparison
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Returns By Period
In the year-to-date period, FHJTX achieves a 7.42% return, which is significantly lower than DSEUX's 17.99% return.
FHJTX
- 1D
- 2.38%
- 1M
- -0.24%
- 6M
- 3.17%
- YTD
- 7.42%
- 1Y
- 17.90%
- 3Y*
- 15.30%
- 5Y*
- 4.76%
- 10Y*
- 7.41%
- ALL TIME*
- 5.19%
DSEUX
- 1D
- 0.38%
- 1M
- 3.64%
- 6M
- 13.03%
- YTD
- 17.99%
- 1Y
- 36.40%
- 3Y*
- 14.47%
- 5Y*
- 8.02%
- 10Y*
- —
- ALL TIME*
- 9.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FHJTX vs. DSEUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FHJTX Fidelity Advisor Europe Fund Class C | 7.42% | 36.15% | 3.12% | 12.42% | -21.49% | 5.47% | 16.96% | 23.34% | -18.10% | 27.72% |
DSEUX DoubleLine Shiller Enhanced International CAPE | 17.99% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 10.73% | 23.17% | -12.64% | 20.96% |
Correlation
The correlation between FHJTX and DSEUX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2016 | 0.77 |
The correlation between FHJTX and DSEUX shifts across timeframes, from 0.61 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FHJTX vs. DSEUX — Risk / Return Rank
FHJTX
DSEUX
FHJTX vs. DSEUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Europe Fund Class C (FHJTX) and DoubleLine Shiller Enhanced International CAPE (DSEUX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FHJTX | DSEUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.46 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 4.78 | -3.47 |
| Martin ratioReturn relative to average drawdown | 4.80 | 14.84 | -10.04 |
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Drawdowns
FHJTX vs. DSEUX - Drawdown Comparison
The maximum FHJTX drawdown since its inception was -38.75%, which is greater than DSEUX's maximum drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for FHJTX and DSEUX.
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Drawdown Indicators
| FHJTX | DSEUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.75% | -36.27% | -2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -7.31% | -5.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.22% | -17.84% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -38.75% | -31.48% | -7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.75% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | 0.00% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -6.84% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.36% | +1.07% |
Volatility
FHJTX vs. DSEUX - Volatility Comparison
Fidelity Advisor Europe Fund Class C (FHJTX) has a higher volatility of 4.80% compared to DoubleLine Shiller Enhanced International CAPE (DSEUX) at 4.03%. This indicates that FHJTX's price experiences larger fluctuations and is considered to be riskier than DSEUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FHJTX | DSEUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.03% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 10.46% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 13.54% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 16.70% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 16.95% | +0.50% |
FHJTX vs. DSEUX - Expense Ratio Comparison
FHJTX has a 2.19% expense ratio, which is higher than DSEUX's 0.61% expense ratio.
Dividends
FHJTX vs. DSEUX - Dividend Comparison
FHJTX's dividend yield for the trailing twelve months is around 1.38%, less than DSEUX's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.68% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% |
FHJTX Fidelity Advisor Europe Fund Class C | 1.38% | 1.48% | 1.92% | 0.23% | 0.00% | 14.55% | 0.15% | 6.35% | 10.52% | 1.79% | 0.00% | 0.77% |
Frequently Asked Questions
FHJTX and DSEUX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FHJTX has higher volatility (4.80%) compared to DSEUX (4.03%). In terms of maximum drawdown, FHJTX dropped -38.75% vs DSEUX's -36.27%.
DSEUX currently has the higher Sharpe Ratio (2.60 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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