PortfoliosLab logoPortfoliosLab logo
FICCX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICCX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class I (FICCX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FICCX vs. GSIMX - 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%12.18%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.67%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, FICCX achieves a 2.82% return, which is significantly lower than GSIMX's 4.67% 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%

GSIMX

1D
-0.08%
1M
-1.63%
YTD
4.67%
6M
8.43%
1Y
16.44%
3Y*
17.71%
5Y*
10.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FICCX vs. GSIMX - Expense Ratio Comparison

FICCX has a 0.74% expense ratio, which is lower than GSIMX's 0.76% expense ratio.


Return for Risk

FICCX vs. GSIMX — 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

GSIMX
GSIMX Risk / Return Rank: 6565
Overall Rank
GSIMX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 5959
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 6565
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 6565
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. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class I (FICCX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


FICCXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.34

+0.31

Sortino ratio

Return per unit of downside risk

2.27

1.77

+0.51

Omega ratio

Gain probability vs. loss probability

1.32

1.28

+0.04

Calmar ratio

Return relative to maximum drawdown

2.66

1.92

+0.74

Martin ratio

Return relative to average drawdown

11.66

7.63

+4.03

FICCX vs. GSIMX - Sharpe Ratio Comparison

The current FICCX Sharpe Ratio is 1.65, which is comparable to the GSIMX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FICCX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FICCXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.34

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.72

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.82

-0.54

Correlation

The correlation between FICCX and GSIMX is 0.70, 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.


Dividends

FICCX vs. GSIMX - Dividend Comparison

FICCX's dividend yield for the trailing twelve months is around 4.47%, less than GSIMX's 4.89% 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%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.89%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

FICCX vs. GSIMX - Drawdown Comparison

The maximum FICCX drawdown since its inception was -58.09%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for FICCX and GSIMX.


Loading graphics...

Drawdown Indicators


FICCXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-28.84%

-29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-8.49%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-25.37%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

Current Drawdown

Current decline from peak

-5.26%

-5.31%

+0.05%

Average Drawdown

Average peak-to-trough decline

-12.00%

-4.85%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.20%

+0.11%

Volatility

FICCX vs. GSIMX - Volatility Comparison

Fidelity Advisor Canada Fund Class I (FICCX) has a higher volatility of 4.78% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.18%. This indicates that FICCX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FICCXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

4.18%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

7.37%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

12.48%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

14.42%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

15.77%

+1.73%