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FHKCX vs. FIPDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHKCX and FIPDX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

FHKCX vs. FIPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity China Region Fund (FHKCX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
212.49%
10.35%
FHKCX
FIPDX

Key characteristics

Sharpe Ratio

FHKCX:

1.19

FIPDX:

0.01

Sortino Ratio

FHKCX:

1.80

FIPDX:

0.05

Omega Ratio

FHKCX:

1.22

FIPDX:

1.01

Calmar Ratio

FHKCX:

0.52

FIPDX:

0.01

Martin Ratio

FHKCX:

4.30

FIPDX:

0.05

Ulcer Index

FHKCX:

5.92%

FIPDX:

1.38%

Daily Std Dev

FHKCX:

21.41%

FIPDX:

4.91%

Max Drawdown

FHKCX:

-60.72%

FIPDX:

-14.29%

Current Drawdown

FHKCX:

-33.18%

FIPDX:

-8.99%

Returns By Period

In the year-to-date period, FHKCX achieves a 21.90% return, which is significantly higher than FIPDX's 0.29% return. Over the past 10 years, FHKCX has outperformed FIPDX with an annualized return of 6.92%, while FIPDX has yielded a comparatively lower 1.28% annualized return.


FHKCX

YTD

21.90%

1M

-1.84%

6M

3.94%

1Y

23.29%

5Y*

3.87%

10Y*

6.92%

FIPDX

YTD

0.29%

1M

-2.42%

6M

-0.89%

1Y

0.07%

5Y*

0.94%

10Y*

1.28%

Compare stocks, funds, or ETFs

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


FHKCX vs. FIPDX - Expense Ratio Comparison

FHKCX has a 0.91% expense ratio, which is higher than FIPDX's 0.05% expense ratio.


FHKCX
Fidelity China Region Fund
Expense ratio chart for FHKCX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for FIPDX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FHKCX vs. FIPDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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 FHKCX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.090.01
The chart of Sortino ratio for FHKCX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.670.05
The chart of Omega ratio for FHKCX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.01
The chart of Calmar ratio for FHKCX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.0014.000.470.01
The chart of Martin ratio for FHKCX, currently valued at 3.93, compared to the broader market0.0020.0040.0060.003.930.05
FHKCX
FIPDX

The current FHKCX Sharpe Ratio is 1.19, which is higher than the FIPDX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of FHKCX and FIPDX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.09
0.01
FHKCX
FIPDX

Dividends

FHKCX vs. FIPDX - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 0.05%, less than FIPDX's 2.15% yield.


TTM20232022202120202019201820172016201520142013
FHKCX
Fidelity China Region Fund
0.05%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%12.04%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
2.15%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%0.66%

Drawdowns

FHKCX vs. FIPDX - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -60.72%, which is greater than FIPDX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for FHKCX and FIPDX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.18%
-8.99%
FHKCX
FIPDX

Volatility

FHKCX vs. FIPDX - Volatility Comparison

Fidelity China Region Fund (FHKCX) has a higher volatility of 5.37% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 2.50%. This indicates that FHKCX's price experiences larger fluctuations and is considered to be riskier than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.37%
2.50%
FHKCX
FIPDX
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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.

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