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FICCX vs. JNEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FICCX vs. JNEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class I (FICCX) and JPMorgan International Equity Fund Class R6 (JNEMX). The values are adjusted to include any dividend payments, if applicable.

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FICCX vs. JNEMX - 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%
JNEMX
JPMorgan International Equity Fund Class R6
2.91%26.14%1.62%18.11%-19.44%11.92%13.42%27.95%-17.69%30.04%

Returns By Period

The year-to-date returns for both investments are quite close, with FICCX having a 2.82% return and JNEMX slightly higher at 2.91%. Over the past 10 years, FICCX has outperformed JNEMX with an annualized return of 10.46%, while JNEMX has yielded a comparatively lower 8.87% 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%

JNEMX

1D
1.66%
1M
-1.52%
YTD
2.91%
6M
4.23%
1Y
18.13%
3Y*
12.66%
5Y*
6.43%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FICCX vs. JNEMX - Expense Ratio Comparison

FICCX has a 0.74% expense ratio, which is higher than JNEMX's 0.50% expense ratio.


Return for Risk

FICCX vs. JNEMX — 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

JNEMX
JNEMX Risk / Return Rank: 4848
Overall Rank
JNEMX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JNEMX Sortino Ratio Rank: 4646
Sortino Ratio Rank
JNEMX Omega Ratio Rank: 4343
Omega Ratio Rank
JNEMX Calmar Ratio Rank: 5353
Calmar Ratio Rank
JNEMX Martin Ratio Rank: 4949
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. JNEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class I (FICCX) and JPMorgan International Equity Fund Class R6 (JNEMX). 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.


FICCXJNEMXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.09

+0.56

Sortino ratio

Return per unit of downside risk

2.27

1.54

+0.74

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

2.66

1.61

+1.05

Martin ratio

Return relative to average drawdown

11.66

6.05

+5.61

FICCX vs. JNEMX - Sharpe Ratio Comparison

The current FICCX Sharpe Ratio is 1.65, which is higher than the JNEMX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FICCX and JNEMX, 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


FICCXJNEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.09

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.39

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.52

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.39

-0.11

Correlation

The correlation between FICCX and JNEMX is 0.74, 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. JNEMX - Dividend Comparison

FICCX's dividend yield for the trailing twelve months is around 4.47%, less than JNEMX's 6.52% 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%
JNEMX
JPMorgan International Equity Fund Class R6
6.52%6.71%3.27%2.40%2.88%6.89%1.30%3.65%3.93%1.83%2.03%2.17%

Drawdowns

FICCX vs. JNEMX - Drawdown Comparison

The maximum FICCX drawdown since its inception was -58.09%, which is greater than JNEMX's maximum drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for FICCX and JNEMX.


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Drawdown Indicators


FICCXJNEMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-34.13%

-23.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-11.62%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-33.05%

+12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-34.13%

-5.71%

Current Drawdown

Current decline from peak

-5.26%

-6.72%

+1.46%

Average Drawdown

Average peak-to-trough decline

-12.00%

-8.27%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.09%

-0.78%

Volatility

FICCX vs. JNEMX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class I (FICCX) is 4.78%, while JPMorgan International Equity Fund Class R6 (JNEMX) has a volatility of 7.57%. This indicates that FICCX experiences smaller price fluctuations and is considered to be less risky than JNEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICCXJNEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

7.57%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

11.52%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

17.10%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

16.58%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

17.20%

+0.30%