PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIASX vs. VFFSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIASX and VFFSX is 0.68, 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.


-0.50.00.51.00.7

Performance

FIASX vs. VFFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class A (FIASX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.80%
7.42%
FIASX
VFFSX

Key characteristics

Sharpe Ratio

FIASX:

0.42

VFFSX:

1.75

Sortino Ratio

FIASX:

0.64

VFFSX:

2.36

Omega Ratio

FIASX:

1.08

VFFSX:

1.32

Calmar Ratio

FIASX:

0.41

VFFSX:

2.66

Martin Ratio

FIASX:

0.97

VFFSX:

11.01

Ulcer Index

FIASX:

4.68%

VFFSX:

2.04%

Daily Std Dev

FIASX:

10.91%

VFFSX:

12.89%

Max Drawdown

FIASX:

-58.98%

VFFSX:

-52.30%

Current Drawdown

FIASX:

-5.06%

VFFSX:

-2.12%

Returns By Period

In the year-to-date period, FIASX achieves a 4.18% return, which is significantly higher than VFFSX's 2.42% return.


FIASX

YTD

4.18%

1M

3.11%

6M

-3.80%

1Y

3.73%

5Y*

4.89%

10Y*

5.24%

VFFSX

YTD

2.42%

1M

-1.08%

6M

7.42%

1Y

19.80%

5Y*

14.28%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FIASX vs. VFFSX - Expense Ratio Comparison

FIASX has a 1.29% expense ratio, which is higher than VFFSX's 0.01% expense ratio.


FIASX
Fidelity Advisor International Small Cap Fund Class A
Expense ratio chart for FIASX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for VFFSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

FIASX vs. VFFSX — Risk-Adjusted Performance Rank

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

FIASX
The Risk-Adjusted Performance Rank of FIASX is 2020
Overall Rank
The Sharpe Ratio Rank of FIASX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FIASX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FIASX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FIASX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FIASX is 1616
Martin Ratio Rank

VFFSX
The Risk-Adjusted Performance Rank of VFFSX is 8686
Overall Rank
The Sharpe Ratio Rank of VFFSX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFSX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VFFSX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VFFSX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFFSX is 9090
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.

FIASX vs. VFFSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class A (FIASX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 FIASX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.421.75
The chart of Sortino ratio for FIASX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.000.642.36
The chart of Omega ratio for FIASX, currently valued at 1.08, compared to the broader market1.002.003.004.001.081.32
The chart of Calmar ratio for FIASX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.412.66
The chart of Martin ratio for FIASX, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.000.9711.01
FIASX
VFFSX

The current FIASX Sharpe Ratio is 0.42, which is lower than the VFFSX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FIASX and VFFSX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.42
1.75
FIASX
VFFSX

Dividends

FIASX vs. VFFSX - Dividend Comparison

FIASX's dividend yield for the trailing twelve months is around 2.31%, more than VFFSX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FIASX
Fidelity Advisor International Small Cap Fund Class A
2.31%2.40%1.67%0.42%2.37%0.56%1.60%1.64%0.78%1.20%5.15%17.65%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.22%1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%

Drawdowns

FIASX vs. VFFSX - Drawdown Comparison

The maximum FIASX drawdown since its inception was -58.98%, which is greater than VFFSX's maximum drawdown of -52.30%. Use the drawdown chart below to compare losses from any high point for FIASX and VFFSX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.06%
-2.12%
FIASX
VFFSX

Volatility

FIASX vs. VFFSX - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class A (FIASX) is 2.43%, while Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a volatility of 3.43%. This indicates that FIASX experiences smaller price fluctuations and is considered to be less risky than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.43%
3.43%
FIASX
VFFSX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab