PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FHKAX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKAX and VAIGX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

FHKAX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor China Region Fund Class A (FHKAX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-21.67%
-21.90%
FHKAX
VAIGX

Key characteristics

Sharpe Ratio

FHKAX:

1.18

VAIGX:

1.01

Sortino Ratio

FHKAX:

1.77

VAIGX:

1.51

Omega Ratio

FHKAX:

1.22

VAIGX:

1.19

Calmar Ratio

FHKAX:

0.46

VAIGX:

0.55

Martin Ratio

FHKAX:

4.27

VAIGX:

6.31

Ulcer Index

FHKAX:

5.93%

VAIGX:

3.32%

Daily Std Dev

FHKAX:

21.53%

VAIGX:

20.67%

Max Drawdown

FHKAX:

-62.60%

VAIGX:

-53.24%

Current Drawdown

FHKAX:

-40.81%

VAIGX:

-21.90%

Returns By Period

In the year-to-date period, FHKAX achieves a 21.80% return, which is significantly higher than VAIGX's 19.78% return.


FHKAX

YTD

21.80%

1M

-1.69%

6M

3.97%

1Y

23.13%

5Y*

0.50%

10Y*

4.96%

VAIGX

YTD

19.78%

1M

-2.06%

6M

4.45%

1Y

21.12%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


FHKAX vs. VAIGX - Expense Ratio Comparison

FHKAX has a 1.21% expense ratio, which is higher than VAIGX's 0.42% expense ratio.


FHKAX
Fidelity Advisor China Region Fund Class A
Expense ratio chart for FHKAX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

FHKAX vs. VAIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor China Region Fund Class A (FHKAX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FHKAX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.181.01
The chart of Sortino ratio for FHKAX, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.0010.001.771.51
The chart of Omega ratio for FHKAX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.19
The chart of Calmar ratio for FHKAX, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.0014.000.600.55
The chart of Martin ratio for FHKAX, currently valued at 4.27, compared to the broader market0.0020.0040.0060.004.276.31
FHKAX
VAIGX

The current FHKAX Sharpe Ratio is 1.18, which is comparable to the VAIGX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FHKAX and VAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.18
1.01
FHKAX
VAIGX

Dividends

FHKAX vs. VAIGX - Dividend Comparison

FHKAX's dividend yield for the trailing twelve months is around 0.05%, while VAIGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FHKAX
Fidelity Advisor China Region Fund Class A
0.05%1.58%0.59%0.00%0.79%0.38%0.39%0.21%0.77%16.40%15.41%11.66%
VAIGX
Vanguard Advice Select International Growth Fund
0.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FHKAX vs. VAIGX - Drawdown Comparison

The maximum FHKAX drawdown since its inception was -62.60%, which is greater than VAIGX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for FHKAX and VAIGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-24.21%
-21.90%
FHKAX
VAIGX

Volatility

FHKAX vs. VAIGX - Volatility Comparison

Fidelity Advisor China Region Fund Class A (FHKAX) and Vanguard Advice Select International Growth Fund (VAIGX) have volatilities of 5.34% and 5.50%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.34%
5.50%
FHKAX
VAIGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab