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FHKCX vs. QQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHKCX vs. QQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity China Region Fund (FHKCX) and QinetiQ Group plc (QQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FHKCX is traded in USD, while QQ.L is traded in GBp. To make them comparable, the QQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FHKCX achieves a 33.90% return, which is significantly higher than QQ.L's 7.41% return. Over the past 10 years, FHKCX has outperformed QQ.L with an annualized return of 15.22%, while QQ.L has yielded a comparatively lower 9.23% annualized return.


FHKCX

1D
4.07%
1M
-0.99%
YTD
33.90%
6M
36.76%
1Y
69.00%
3Y*
31.30%
5Y*
8.13%
10Y*
15.22%

QQ.L

1D
-2.10%
1M
14.75%
YTD
7.41%
6M
10.91%
1Y
-6.03%
3Y*
13.28%
5Y*
7.40%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FHKCX vs. QQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHKCX
Fidelity China Region Fund
33.90%42.56%23.15%-0.29%-23.87%-13.69%47.85%35.12%-17.43%51.94%
QQ.L
QinetiQ Group plc
7.41%16.51%34.93%-6.83%22.49%-15.85%-5.88%32.93%19.94%-1.29%

Correlation

The correlation between FHKCX and QQ.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.25

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Return for Risk

FHKCX vs. QQ.L — Risk / Return Rank

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

FHKCX
FHKCX Risk / Return Rank: 9393
Overall Rank
FHKCX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FHKCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FHKCX Omega Ratio Rank: 8787
Omega Ratio Rank
FHKCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FHKCX Martin Ratio Rank: 9595
Martin Ratio Rank

QQ.L
QQ.L Risk / Return Rank: 3434
Overall Rank
QQ.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QQ.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
QQ.L Omega Ratio Rank: 3232
Omega Ratio Rank
QQ.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
QQ.L Martin Ratio Rank: 3636
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. QQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity China Region Fund (FHKCX) and QinetiQ Group plc (QQ.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FHKCXQQ.LDifference
Sharpe ratioReturn per unit of total volatility

+3.27

Sortino ratioReturn per unit of downside risk

+3.76

Omega ratioGain probability vs. loss probability

1.53

0.99

+0.54

Calmar ratioReturn relative to maximum drawdown

6.43

-0.22

+6.65

Martin ratioReturn relative to average drawdown

19.26

-0.46

+19.71

FHKCX vs. QQ.L - Sharpe Ratio Comparison

The current FHKCX Sharpe Ratio is 3.08, which is higher than the QQ.L Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of FHKCX and QQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FHKCX vs. QQ.L - Drawdown Comparison

The maximum FHKCX drawdown since its inception was -61.96%, roughly equal to the maximum QQ.L drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for FHKCX and QQ.L.


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Drawdown Indicators


FHKCXQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-61.16%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-27.17%

+16.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.02%

-32.62%

+10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-52.42%

-33.81%

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-58.41%

-43.00%

-15.41%

Current Drawdown

Current decline from peak

-4.29%

-16.76%

+12.47%

Average Drawdown

Average peak-to-trough decline

-20.25%

-20.64%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

13.21%

-9.61%

Volatility

FHKCX vs. QQ.L - Volatility Comparison

The current volatility for Fidelity China Region Fund (FHKCX) is 10.32%, while QinetiQ Group plc (QQ.L) has a volatility of 11.53%. This indicates that FHKCX experiences smaller price fluctuations and is considered to be less risky than QQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHKCXQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

11.53%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

18.40%

23.14%

-4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.56%

31.96%

-9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.47%

32.45%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

31.01%

-8.57%

Dividends

FHKCX vs. QQ.L - Dividend Comparison

FHKCX's dividend yield for the trailing twelve months is around 1.31%, less than QQ.L's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
FHKCX
Fidelity China Region Fund
1.31%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%
QQ.L
QinetiQ Group plc
1.91%2.00%1.99%2.49%2.04%2.59%2.06%1.84%2.20%2.60%2.17%1.99%

Frequently Asked Questions


FHKCX and QQ.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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