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FHKCX vs. FIPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FHKCX vs. FIPDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHKCX
Fidelity China Region Fund
5.51%42.56%23.15%-0.29%-23.87%-13.69%47.85%35.12%-17.43%51.94%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
0.33%6.90%2.00%3.77%-12.09%5.94%10.90%8.32%-1.37%2.98%

Returns By Period

In the year-to-date period, FHKCX achieves a 5.51% return, which is significantly higher than FIPDX's 0.33% return. Over the past 10 years, FHKCX has outperformed FIPDX with an annualized return of 12.16%, while FIPDX has yielded a comparatively lower 2.58% annualized return.


FHKCX

1D
-0.67%
1M
-9.04%
YTD
5.51%
6M
6.28%
1Y
43.83%
3Y*
19.86%
5Y*
2.80%
10Y*
12.16%

FIPDX

1D
0.55%
1M
-1.40%
YTD
0.33%
6M
0.37%
1Y
2.97%
3Y*
3.15%
5Y*
1.44%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHKCX vs. FIPDX - Expense Ratio Comparison

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


Return for Risk

FHKCX vs. FIPDX — Risk / Return Rank

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

FHKCX
FHKCX Risk / Return Rank: 8989
Overall Rank
FHKCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKCX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKCX Omega Ratio Rank: 8585
Omega Ratio Rank
FHKCX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHKCX Martin Ratio Rank: 8989
Martin Ratio Rank

FIPDX
FIPDX Risk / Return Rank: 4242
Overall Rank
FIPDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 3131
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FHKCX vs. FIPDX - Risk-Adjusted Trends 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.


FHKCXFIPDXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.83

+1.04

Sortino ratio

Return per unit of downside risk

2.41

1.17

+1.25

Omega ratio

Gain probability vs. loss probability

1.35

1.15

+0.20

Calmar ratio

Return relative to maximum drawdown

2.51

1.37

+1.14

Martin ratio

Return relative to average drawdown

9.74

4.30

+5.44

FHKCX vs. FIPDX - Sharpe Ratio Comparison

The current FHKCX Sharpe Ratio is 1.87, which is higher than the FIPDX Sharpe Ratio of 0.83. 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.


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Sharpe Ratios by Period


FHKCXFIPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.83

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.24

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.48

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.40

0.00

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.


Dividends

FHKCX vs. FIPDX - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.66%, less than FIPDX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
FHKCX
Fidelity China Region Fund
1.66%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
4.16%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Drawdowns

FHKCX vs. FIPDX - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -61.96%, which is greater than FIPDX's maximum drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for FHKCX and FIPDX.


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Drawdown Indicators


FHKCXFIPDXDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-14.32%

-47.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-2.90%

-13.04%

Max Drawdown (5Y)

Largest decline over 5 years

-53.82%

-14.32%

-39.50%

Max Drawdown (10Y)

Largest decline over 10 years

-58.41%

-14.32%

-44.09%

Current Drawdown

Current decline from peak

-10.80%

-1.40%

-9.40%

Average Drawdown

Average peak-to-trough decline

-20.37%

-4.52%

-15.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

0.92%

+3.20%

Volatility

FHKCX vs. FIPDX - Volatility Comparison

Fidelity China Region Fund (FHKCX) has a higher volatility of 9.27% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 1.37%. 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.


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Volatility by Period


FHKCXFIPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

1.37%

+7.90%

Volatility (6M)

Calculated over the trailing 6-month period

16.45%

2.35%

+14.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.16%

4.13%

+19.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

5.99%

+17.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

5.38%

+16.72%