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FIATX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIATX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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FIATX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIATX
Fidelity Advisor International Capital Appreciation Fund Class M
-8.27%18.07%7.49%27.01%-26.94%11.67%21.60%32.08%-13.28%35.11%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FIATX achieves a -8.27% return, which is significantly lower than FSKAX's -6.77% return. Over the past 10 years, FIATX has underperformed FSKAX with an annualized return of 8.16%, while FSKAX has yielded a comparatively higher 13.23% annualized return.


FIATX

1D
-0.54%
1M
-13.03%
YTD
-8.27%
6M
-8.72%
1Y
5.93%
3Y*
9.17%
5Y*
3.88%
10Y*
8.16%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIATX vs. FSKAX - Expense Ratio Comparison

FIATX has a 1.49% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FIATX vs. FSKAX — Risk / Return Rank

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

FIATX
FIATX Risk / Return Rank: 1111
Overall Rank
FIATX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FIATX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FIATX Omega Ratio Rank: 1111
Omega Ratio Rank
FIATX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FIATX Martin Ratio Rank: 1212
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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.

FIATX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) and Fidelity Total Market Index Fund (FSKAX). 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.


FIATXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.83

-0.57

Sortino ratio

Return per unit of downside risk

0.51

1.29

-0.78

Omega ratio

Gain probability vs. loss probability

1.07

1.19

-0.13

Calmar ratio

Return relative to maximum drawdown

0.25

1.04

-0.79

Martin ratio

Return relative to average drawdown

0.99

5.05

-4.06

FIATX vs. FSKAX - Sharpe Ratio Comparison

The current FIATX Sharpe Ratio is 0.26, which is lower than the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FIATX and FSKAX, 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


FIATXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.83

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.59

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.72

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.78

-0.45

Correlation

The correlation between FIATX and FSKAX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIATX vs. FSKAX - Dividend Comparison

FIATX's dividend yield for the trailing twelve months is around 6.17%, more than FSKAX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FIATX
Fidelity Advisor International Capital Appreciation Fund Class M
6.17%5.66%0.35%0.00%0.00%3.67%0.00%0.20%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FIATX vs. FSKAX - Drawdown Comparison

The maximum FIATX drawdown since its inception was -68.05%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FIATX and FSKAX.


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Drawdown Indicators


FIATXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.05%

-35.01%

-33.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-12.42%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-37.53%

-25.39%

-12.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-35.01%

-2.52%

Current Drawdown

Current decline from peak

-14.52%

-8.92%

-5.60%

Average Drawdown

Average peak-to-trough decline

-16.56%

-4.05%

-12.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.57%

+1.07%

Volatility

FIATX vs. FSKAX - Volatility Comparison

Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) has a higher volatility of 7.76% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that FIATX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIATXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

4.42%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

9.40%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

18.50%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

17.38%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

18.42%

-0.62%