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FICCX vs. BDOKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICCX vs. BDOKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class I (FICCX) and iShares MSCI Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

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FICCX vs. BDOKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FICCX
Fidelity Advisor Canada Fund Class I
2.82%25.83%9.14%14.69%-6.12%26.90%4.50%25.89%-14.30%12.85%
BDOKX
iShares MSCI Total International Index Fund Class K
2.77%32.56%5.37%15.26%-16.40%7.68%10.77%23.11%-13.91%26.40%

Returns By Period

The year-to-date returns for both stocks are quite close, with FICCX having a 2.82% return and BDOKX slightly lower at 2.77%. Over the past 10 years, FICCX has outperformed BDOKX with an annualized return of 10.46%, while BDOKX has yielded a comparatively lower 8.85% annualized return.


FICCX

1D
0.21%
1M
-3.71%
YTD
2.82%
6M
7.84%
1Y
24.22%
3Y*
15.67%
5Y*
11.54%
10Y*
10.46%

BDOKX

1D
1.60%
1M
-2.62%
YTD
2.77%
6M
6.53%
1Y
27.43%
3Y*
15.58%
5Y*
7.25%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FICCX vs. BDOKX - Expense Ratio Comparison

FICCX has a 0.74% expense ratio, which is higher than BDOKX's 0.09% expense ratio.


Return for Risk

FICCX vs. BDOKX — Risk / Return Rank

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

FICCX
FICCX Risk / Return Rank: 8383
Overall Rank
FICCX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FICCX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FICCX Omega Ratio Rank: 7777
Omega Ratio Rank
FICCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FICCX Martin Ratio Rank: 9191
Martin Ratio Rank

BDOKX
BDOKX Risk / Return Rank: 8282
Overall Rank
BDOKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BDOKX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BDOKX Omega Ratio Rank: 8080
Omega Ratio Rank
BDOKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BDOKX Martin Ratio Rank: 8181
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.

FICCX vs. BDOKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class I (FICCX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.


FICCXBDOKXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.72

-0.07

Sortino ratio

Return per unit of downside risk

2.27

2.29

-0.01

Omega ratio

Gain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratio

Return relative to maximum drawdown

2.66

2.48

+0.18

Martin ratio

Return relative to average drawdown

11.66

9.51

+2.15

FICCX vs. BDOKX - Sharpe Ratio Comparison

The current FICCX Sharpe Ratio is 1.65, which is comparable to the BDOKX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FICCX and BDOKX, 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


FICCXBDOKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.72

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.48

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.55

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.34

-0.06

Correlation

The correlation between FICCX and BDOKX is 0.79, 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

FICCX vs. BDOKX - Dividend Comparison

FICCX's dividend yield for the trailing twelve months is around 4.47%, more than BDOKX's 2.26% yield.


TTM20252024202320222021202020192018201720162015
FICCX
Fidelity Advisor Canada Fund Class I
4.47%4.59%7.72%3.36%4.12%5.22%2.47%4.31%7.38%0.89%1.74%0.15%
BDOKX
iShares MSCI Total International Index Fund Class K
2.26%3.01%2.84%2.94%2.84%3.01%1.98%4.48%3.28%1.81%3.51%3.87%

Drawdowns

FICCX vs. BDOKX - Drawdown Comparison

The maximum FICCX drawdown since its inception was -58.09%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FICCX and BDOKX.


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Drawdown Indicators


FICCXBDOKXDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-34.22%

-23.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-11.38%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-30.23%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-34.22%

-5.62%

Current Drawdown

Current decline from peak

-5.26%

-7.79%

+2.53%

Average Drawdown

Average peak-to-trough decline

-12.00%

-8.30%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.97%

-0.66%

Volatility

FICCX vs. BDOKX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class I (FICCX) is 4.78%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.05%. This indicates that FICCX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICCXBDOKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

7.05%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

11.22%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

16.35%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

15.24%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

16.18%

+1.32%