FIATX vs. PZRIX
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) and PIMCO RAE Global ex-US Fund (PZRIX).
FIATX is managed by Fidelity. It was launched on Nov 3, 1997. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FIATX vs. PZRIX - Performance Comparison
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FIATX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIATX Fidelity Advisor International Capital Appreciation Fund Class M | -5.00% | 18.07% | 7.49% | 27.01% | -26.94% | 11.67% | 21.60% | 32.08% | -13.28% | 35.11% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, FIATX achieves a -5.00% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, FIATX has underperformed PZRIX with an annualized return of 8.54%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
FIATX
- 1D
- 3.57%
- 1M
- -9.08%
- YTD
- -5.00%
- 6M
- -5.60%
- 1Y
- 9.16%
- 3Y*
- 10.46%
- 5Y*
- 4.21%
- 10Y*
- 8.54%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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FIATX vs. PZRIX - Expense Ratio Comparison
FIATX has a 1.49% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FIATX vs. PZRIX — Risk / Return Rank
FIATX
PZRIX
FIATX vs. PZRIX - 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 PIMCO RAE Global ex-US Fund (PZRIX). 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.
| FIATX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 2.67 | -2.18 |
Sortino ratioReturn per unit of downside risk | 0.84 | 3.39 | -2.55 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.52 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 3.09 | -2.49 |
Martin ratioReturn relative to average drawdown | 2.36 | 14.29 | -11.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIATX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.67 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.69 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.59 | -0.26 |
Correlation
The correlation between FIATX and PZRIX is 0.77, 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. PZRIX - Dividend Comparison
FIATX's dividend yield for the trailing twelve months is around 5.96%, which matches PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIATX Fidelity Advisor International Capital Appreciation Fund Class M | 5.96% | 5.66% | 0.35% | 0.00% | 0.00% | 3.67% | 0.00% | 0.20% | 0.00% | 0.00% | 0.00% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
FIATX vs. PZRIX - Drawdown Comparison
The maximum FIATX drawdown since its inception was -68.05%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FIATX and PZRIX.
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Drawdown Indicators
| FIATX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.05% | -43.53% | -24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.52% | -10.68% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | -30.85% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | -43.53% | +6.00% |
Current DrawdownCurrent decline from peak | -11.46% | -5.20% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -9.00% | -7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.45% | +1.26% |
Volatility
FIATX vs. PZRIX - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class M (FIATX) has a higher volatility of 8.80% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that FIATX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIATX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 5.45% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.86% | 8.92% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 14.17% | +5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 15.85% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 17.02% | +0.82% |