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FIADX vs. KWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIADX and KWEB is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FIADX vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Discovery Fund Class I (FIADX) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
0.50%
43.70%
FIADX
KWEB

Key characteristics

Sharpe Ratio

FIADX:

0.96

KWEB:

1.33

Sortino Ratio

FIADX:

1.39

KWEB:

2.07

Omega Ratio

FIADX:

1.17

KWEB:

1.26

Calmar Ratio

FIADX:

0.65

KWEB:

0.70

Martin Ratio

FIADX:

3.47

KWEB:

3.51

Ulcer Index

FIADX:

3.81%

KWEB:

14.75%

Daily Std Dev

FIADX:

13.80%

KWEB:

38.97%

Max Drawdown

FIADX:

-59.97%

KWEB:

-80.92%

Current Drawdown

FIADX:

-9.83%

KWEB:

-60.05%

Returns By Period

In the year-to-date period, FIADX achieves a 6.74% return, which is significantly lower than KWEB's 25.34% return. Over the past 10 years, FIADX has outperformed KWEB with an annualized return of 3.93%, while KWEB has yielded a comparatively lower 2.82% annualized return.


FIADX

YTD

6.74%

1M

2.62%

6M

0.50%

1Y

11.30%

5Y*

4.08%

10Y*

3.93%

KWEB

YTD

25.34%

1M

24.66%

6M

43.70%

1Y

47.22%

5Y*

-4.13%

10Y*

2.82%

*Annualized

Compare stocks, funds, or ETFs

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


FIADX vs. KWEB - Expense Ratio Comparison

FIADX has a 1.02% expense ratio, which is higher than KWEB's 0.76% expense ratio.


FIADX
Fidelity Advisor International Discovery Fund Class I
Expense ratio chart for FIADX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for KWEB: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

FIADX vs. KWEB — Risk-Adjusted Performance Rank

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

FIADX
The Risk-Adjusted Performance Rank of FIADX is 4949
Overall Rank
The Sharpe Ratio Rank of FIADX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FIADX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FIADX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FIADX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FIADX is 5151
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 5050
Overall Rank
The Sharpe Ratio Rank of KWEB is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 6161
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 5959
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 3232
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 3838
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.

FIADX vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Discovery Fund Class I (FIADX) and KraneShares CSI China Internet ETF (KWEB). 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 FIADX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.000.961.33
The chart of Sortino ratio for FIADX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.392.07
The chart of Omega ratio for FIADX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.26
The chart of Calmar ratio for FIADX, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.650.70
The chart of Martin ratio for FIADX, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.003.473.51
FIADX
KWEB

The current FIADX Sharpe Ratio is 0.96, which is comparable to the KWEB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FIADX and KWEB, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.96
1.33
FIADX
KWEB

Dividends

FIADX vs. KWEB - Dividend Comparison

FIADX's dividend yield for the trailing twelve months is around 2.81%, which matches KWEB's 2.80% yield.


TTM20242023202220212020201920182017201620152014
FIADX
Fidelity Advisor International Discovery Fund Class I
2.81%3.00%1.90%0.35%2.98%0.45%1.68%1.32%1.08%1.67%1.08%0.70%
KWEB
KraneShares CSI China Internet ETF
2.80%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

FIADX vs. KWEB - Drawdown Comparison

The maximum FIADX drawdown since its inception was -59.97%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for FIADX and KWEB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-9.83%
-60.05%
FIADX
KWEB

Volatility

FIADX vs. KWEB - Volatility Comparison

The current volatility for Fidelity Advisor International Discovery Fund Class I (FIADX) is 3.74%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 10.42%. This indicates that FIADX experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.74%
10.42%
FIADX
KWEB
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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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