PortfoliosLab logo
FHKCX vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKCX and BYDDY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FHKCX vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity China Region Fund (FHKCX) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
351.52%
428.74%
FHKCX
BYDDY

Key characteristics

Sharpe Ratio

FHKCX:

0.59

BYDDY:

1.75

Sortino Ratio

FHKCX:

0.94

BYDDY:

2.24

Omega Ratio

FHKCX:

1.12

BYDDY:

1.28

Calmar Ratio

FHKCX:

0.29

BYDDY:

1.47

Martin Ratio

FHKCX:

1.62

BYDDY:

6.63

Ulcer Index

FHKCX:

8.52%

BYDDY:

11.31%

Daily Std Dev

FHKCX:

25.44%

BYDDY:

45.14%

Max Drawdown

FHKCX:

-62.36%

BYDDY:

-97.37%

Current Drawdown

FHKCX:

-36.67%

BYDDY:

-7.90%

Returns By Period

In the year-to-date period, FHKCX achieves a 4.76% return, which is significantly lower than BYDDY's 46.99% return. Over the past 10 years, FHKCX has underperformed BYDDY with an annualized return of 3.48%, while BYDDY has yielded a comparatively higher 23.66% annualized return.


FHKCX

YTD

4.76%

1M

18.12%

6M

-3.45%

1Y

14.80%

5Y*

1.85%

10Y*

3.48%

BYDDY

YTD

46.99%

1M

21.43%

6M

35.29%

1Y

78.20%

5Y*

53.39%

10Y*

23.66%

*Annualized

Compare stocks, funds, or ETFs

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


Fidelity China Region Fund

BYD Company Limited ADR

Risk-Adjusted Performance

FHKCX vs. BYDDY — Risk-Adjusted Performance Rank

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

FHKCX
The Risk-Adjusted Performance Rank of FHKCX is 5454
Overall Rank
The Sharpe Ratio Rank of FHKCX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 5151
Martin Ratio Rank

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9090
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9090
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.

FHKCX vs. BYDDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and BYD Company Limited ADR (BYDDY). 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 FHKCX Sharpe Ratio is 0.59, which is lower than the BYDDY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FHKCX and BYDDY, 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 Ratio0.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.59
1.75
FHKCX
BYDDY

Dividends

FHKCX vs. BYDDY - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.33%, more than BYDDY's 0.86% yield.


TTM20242023202220212020201920182017201620152014
FHKCX
Fidelity China Region Fund
1.33%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%
BYDDY
BYD Company Limited ADR
0.86%1.26%0.58%0.06%0.07%0.03%0.60%0.35%0.30%1.04%0.00%0.21%

Drawdowns

FHKCX vs. BYDDY - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -62.36%, smaller than the maximum BYDDY drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for FHKCX and BYDDY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.67%
-7.90%
FHKCX
BYDDY

Volatility

FHKCX vs. BYDDY - Volatility Comparison

The current volatility for Fidelity China Region Fund (FHKCX) is 9.35%, while BYD Company Limited ADR (BYDDY) has a volatility of 14.99%. This indicates that FHKCX experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
9.35%
14.99%
FHKCX
BYDDY

User Portfolios with FHKCX or BYDDY


KO
POOL
BYDDY
MNST
GLDA.L
AMZN
MCD
NATKY
JNJ
WMT
LYMD.DE
BYDDY
GOLD
BTCE.DE
1 / 6

Recent discussions

Transactional Portfolio Use

I am trying to understand how to make the best use of transactional portfolios. At first I thought it is useful when tracking the performance of a self-managed fund. You add cash to it, transact in equities, adding each transaction to the portfolio. It then shows you its performance wrt. to a benchmark. The broker does this for you anyway, but the whole reason I started evaluating Portfolioslab is so that I can separate my single broker account into thematic baskets ("thematic funds") and track their performance individually.

The transactional portfolio in Portfolioslab does not seem to work that way. It does not consider the changes in cash position, ie. any profit/loss made on equity transactions. It does not seem to be suited for track the assets of a fund, so to speak. What good is transactional portfolio then?

EG

May 14, 24 Posted in general
587

VUG vs FOCPX

FOCPX vs VUG is absolutely incorrect. I ran the same comparison on Morning star and FOCPX has out performed but your graph shows the opposite.

what is the source of this data. is it trust worthy.

SK

November 08, 24 Posted in general
349

Getting Historical Performance - capped by available data?

It seems that earliest start date for the historical performance is limited by the available data on the stock or ETF. For example, if you include PLTR or FSELX in the portfolio, the historical data will only go back a max of 4 years. Including GLDM caps the historical data to a max of 6 years. Is there any way to insert null values in the calculation for any stocks that do not have the data within the chosen historical timeframe?

Silverback

August 15, 24 Posted in general
353