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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.

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Key characteristics

Sharpe Ratio

FHKCX:

0.60

BYDDY:

2.78

Sortino Ratio

FHKCX:

0.97

BYDDY:

2.95

Omega Ratio

FHKCX:

1.12

BYDDY:

1.37

Calmar Ratio

FHKCX:

0.35

BYDDY:

1.27

Martin Ratio

FHKCX:

1.66

BYDDY:

10.14

Ulcer Index

FHKCX:

8.54%

BYDDY:

11.28%

Daily Std Dev

FHKCX:

25.57%

BYDDY:

45.88%

Max Drawdown

FHKCX:

-58.41%

BYDDY:

-99.47%

Current Drawdown

FHKCX:

-26.63%

BYDDY:

-77.65%

Returns By Period

In the year-to-date period, FHKCX achieves a 8.69% return, which is significantly lower than BYDDY's 74.00% return. Over the past 10 years, FHKCX has underperformed BYDDY with an annualized return of 4.71%, while BYDDY has yielded a comparatively higher 24.45% annualized return.


FHKCX

YTD

8.69%

1M

8.92%

6M

10.12%

1Y

14.90%

3Y*

11.09%

5Y*

6.11%

10Y*

4.71%

BYDDY

YTD

74.00%

1M

13.73%

6M

77.42%

1Y

124.77%

3Y*

23.65%

5Y*

61.82%

10Y*

24.45%

*Annualized

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Fidelity China Region Fund

BYD Company Limited ADR

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

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 5151
Overall Rank
The Sharpe Ratio Rank of FHKCX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 4747
Martin Ratio Rank

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9393
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9595
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 0.60, which is lower than the BYDDY Sharpe Ratio of 2.78. 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.


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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

FHKCX vs. BYDDY - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.28%, more than BYDDY's 0.73% yield.


TTM20242023202220212020201920182017201620152014
FHKCX
Fidelity China Region Fund
1.28%1.39%1.92%2.10%10.77%4.85%0.66%0.83%0.39%1.35%15.47%14.89%
BYDDY
BYD Company Limited ADR
0.73%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

Drawdowns

FHKCX vs. BYDDY - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -58.41%, smaller than the maximum BYDDY drawdown of -99.47%. Use the drawdown chart below to compare losses from any high point for FHKCX and BYDDY.


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

Volatility

FHKCX vs. BYDDY - Volatility Comparison

The current volatility for Fidelity China Region Fund (FHKCX) is 5.16%, while BYD Company Limited ADR (BYDDY) has a volatility of 12.87%. 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.


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