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FHKAX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKAX and VAIGX is 0.56, 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.


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.

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Key characteristics

Sharpe Ratio

FHKAX:

0.54

VAIGX:

0.78

Sortino Ratio

FHKAX:

0.82

VAIGX:

1.15

Omega Ratio

FHKAX:

1.10

VAIGX:

1.15

Calmar Ratio

FHKAX:

0.27

VAIGX:

0.59

Martin Ratio

FHKAX:

1.33

VAIGX:

3.09

Ulcer Index

FHKAX:

8.63%

VAIGX:

5.98%

Daily Std Dev

FHKAX:

25.71%

VAIGX:

26.36%

Max Drawdown

FHKAX:

-58.62%

VAIGX:

-53.24%

Current Drawdown

FHKAX:

-30.35%

VAIGX:

-9.53%

Returns By Period

In the year-to-date period, FHKAX achieves a 5.45% return, which is significantly lower than VAIGX's 17.05% return.


FHKAX

YTD

5.45%

1M

4.74%

6M

6.35%

1Y

15.63%

3Y*

6.45%

5Y*

4.31%

10Y*

4.23%

VAIGX

YTD

17.05%

1M

8.63%

6M

11.82%

1Y

20.86%

3Y*

15.18%

5Y*

N/A

10Y*

N/A

*Annualized

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FHKAX vs. VAIGX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FHKAX vs. VAIGX — Risk-Adjusted Performance Rank

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

FHKAX
The Risk-Adjusted Performance Rank of FHKAX is 3434
Overall Rank
The Sharpe Ratio Rank of FHKAX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKAX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FHKAX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of FHKAX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FHKAX is 3333
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 5959
Overall Rank
The Sharpe Ratio Rank of VAIGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FHKAX Sharpe Ratio is 0.54, which is lower than the VAIGX Sharpe Ratio of 0.78. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FHKAX vs. VAIGX - Dividend Comparison

FHKAX's dividend yield for the trailing twelve months is around 1.16%, more than VAIGX's 0.35% yield.


TTM20242023202220212020201920182017201620152014
FHKAX
Fidelity Advisor China Region Fund Class A
1.16%1.22%1.58%0.59%10.80%4.71%0.38%0.39%0.21%0.99%15.33%14.68%
VAIGX
Vanguard Advice Select International Growth Fund
0.35%0.41%0.13%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 -58.62%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FHKAX vs. VAIGX - Volatility Comparison

Fidelity Advisor China Region Fund Class A (FHKAX) has a higher volatility of 5.73% compared to Vanguard Advice Select International Growth Fund (VAIGX) at 4.92%. This indicates that FHKAX's price experiences larger fluctuations and is considered to be riskier than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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