PortfoliosLab logoPortfoliosLab logo
FHKAX vs. TRCLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHKAX vs. TRCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor China Region Fund Class A (FHKAX) and T. Rowe Price China Evolution Equity Fund (TRCLX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FHKAX achieves a 25.60% return, which is significantly higher than TRCLX's 18.94% return.


FHKAX

1D
2.48%
1M
-4.88%
6M
13.37%
YTD
25.60%
1Y
52.27%
3Y*
26.74%
5Y*
8.62%
10Y*
13.06%
ALL TIME*
8.32%

TRCLX

1D
0.18%
1M
-11.88%
6M
8.51%
YTD
18.94%
1Y
42.58%
3Y*
15.02%
5Y*
2.02%
10Y*
ALL TIME*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FHKAX vs. TRCLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FHKAX
Fidelity Advisor China Region Fund Class A
25.60%42.19%22.84%-0.60%-24.09%-13.95%47.37%7.52%
TRCLX
T. Rowe Price China Evolution Equity Fund
18.94%36.23%10.95%-15.51%-26.24%6.28%59.73%6.20%

Correlation

The correlation between FHKAX and TRCLX is 0.70, 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.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2019

0.79

The correlation between FHKAX and TRCLX has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FHKAX vs. TRCLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FHKAX
FHKAX Risk / Return Rank: 8383
Overall Rank
FHKAX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FHKAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FHKAX Omega Ratio Rank: 7777
Omega Ratio Rank
FHKAX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FHKAX Martin Ratio Rank: 8888
Martin Ratio Rank

TRCLX
TRCLX Risk / Return Rank: 6969
Overall Rank
TRCLX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TRCLX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TRCLX Omega Ratio Rank: 6868
Omega Ratio Rank
TRCLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
TRCLX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FHKAX vs. TRCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor China Region Fund Class A (FHKAX) and T. Rowe Price China Evolution Equity Fund (TRCLX). 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.


FHKAXTRCLXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

4.00

2.30

+1.70

Martin ratioReturn relative to average drawdown

11.39

8.66

+2.73

FHKAX vs. TRCLX - Sharpe Ratio Comparison

The current FHKAX Sharpe Ratio is 1.99, which is comparable to the TRCLX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FHKAX and TRCLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FHKAX vs. TRCLX - Drawdown Comparison

The maximum FHKAX drawdown since its inception was -58.62%, which is greater than TRCLX's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for FHKAX and TRCLX.


Loading charts...

Drawdown Indicators


FHKAXTRCLXDifference

Max Drawdown

Largest peak-to-trough decline

-58.62%

-50.67%

-7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-17.36%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-22.15%

-23.94%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.34%

-47.71%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-58.62%

Current Drawdown

Current decline from peak

-10.12%

-16.27%

+6.15%

Average Drawdown

Average peak-to-trough decline

-18.87%

-22.36%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

4.61%

-0.30%

Volatility

FHKAX vs. TRCLX - Volatility Comparison

The current volatility for Fidelity Advisor China Region Fund Class A (FHKAX) is 8.72%, while T. Rowe Price China Evolution Equity Fund (TRCLX) has a volatility of 11.25%. This indicates that FHKAX experiences smaller price fluctuations and is considered to be less risky than TRCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FHKAXTRCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

11.25%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

19.96%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

23.19%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.69%

23.68%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

23.85%

-1.20%

FHKAX vs. TRCLX - Expense Ratio Comparison

FHKAX has a 1.21% expense ratio, which is higher than TRCLX's 1.04% expense ratio.


Dividends

FHKAX vs. TRCLX - Dividend Comparison

FHKAX's dividend yield for the trailing twelve months is around 1.27%, less than TRCLX's 1.37% yield.


PositionTTM20252024202320222021202020192018201720162015
FHKAX
Fidelity Advisor China Region Fund Class A
1.27%1.59%1.22%1.58%0.59%10.80%4.71%0.38%0.39%0.21%0.99%15.33%
TRCLX
T. Rowe Price China Evolution Equity Fund
1.37%1.64%1.78%2.56%2.76%8.23%1.50%0.01%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FHKAX and TRCLX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TRCLX has higher volatility (11.25%) compared to FHKAX (8.72%). In terms of maximum drawdown, FHKAX dropped -58.62% vs TRCLX's -50.67%.

FHKAX currently has the higher Sharpe Ratio (1.99 vs 1.72), 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.

Portfolio Optimizer

Find the right allocation for FHKAX and TRCLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer