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FICDX vs. FIQEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICDX vs. FIQEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Canada Fund (FICDX) and Fidelity Advisor Canada Fund Class Z (FIQEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FICDX achieves a 4.52% return, which is significantly lower than FIQEX's 4.84% return.


FICDX

1D
-0.28%
1M
-1.83%
YTD
4.52%
6M
3.55%
1Y
14.49%
3Y*
16.21%
5Y*
10.25%
10Y*
10.40%

FIQEX

1D
-0.96%
1M
-1.55%
YTD
4.84%
6M
4.52%
1Y
15.25%
3Y*
15.55%
5Y*
10.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICDX vs. FIQEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FICDX
Fidelity Canada Fund
4.52%25.86%9.15%14.66%-6.14%26.86%4.43%25.82%-10.00%
FIQEX
Fidelity Advisor Canada Fund Class Z
4.84%25.98%9.25%14.83%-6.02%27.01%4.61%26.04%-9.33%

Correlation

The correlation between FICDX and FIQEX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

1.00

The correlation between FICDX and FIQEX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

FICDX vs. FIQEX — Risk / Return Rank

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

FICDX
FICDX Risk / Return Rank: 2323
Overall Rank
FICDX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FICDX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FICDX Omega Ratio Rank: 1717
Omega Ratio Rank
FICDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FICDX Martin Ratio Rank: 2929
Martin Ratio Rank

FIQEX
FIQEX Risk / Return Rank: 2121
Overall Rank
FIQEX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FIQEX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FIQEX Omega Ratio Rank: 1616
Omega Ratio Rank
FIQEX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FIQEX Martin Ratio Rank: 2828
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.

FICDX vs. FIQEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Canada Fund (FICDX) and Fidelity Advisor Canada Fund Class Z (FIQEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FICDXFIQEXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.20

1.20

+0.01

Calmar ratioReturn relative to maximum drawdown

1.96

1.90

+0.06

Martin ratioReturn relative to average drawdown

6.36

6.21

+0.15

FICDX vs. FIQEX - Sharpe Ratio Comparison

The current FICDX Sharpe Ratio is 1.15, which is comparable to the FIQEX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of FICDX and FIQEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FICDX vs. FIQEX - Drawdown Comparison

The maximum FICDX drawdown since its inception was -58.09%, which is greater than FIQEX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for FICDX and FIQEX.


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Drawdown Indicators


FICDXFIQEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.09%

-39.84%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-7.61%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.06%

-12.05%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-20.97%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

Current Drawdown

Current decline from peak

-3.70%

-3.41%

-0.29%

Average Drawdown

Average peak-to-trough decline

-10.51%

-4.79%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.32%

+0.02%

Volatility

FICDX vs. FIQEX - Volatility Comparison

Fidelity Canada Fund (FICDX) and Fidelity Advisor Canada Fund Class Z (FIQEX) have volatilities of 3.97% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FICDXFIQEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

4.12%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

10.22%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

12.96%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

16.01%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

18.81%

-1.38%

FICDX vs. FIQEX - Expense Ratio Comparison

FICDX has a 0.80% expense ratio, which is higher than FIQEX's 0.66% expense ratio.


Dividends

FICDX vs. FIQEX - Dividend Comparison

FICDX's dividend yield for the trailing twelve months is around 5.45%, less than FIQEX's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FICDX
Fidelity Canada Fund
5.45%5.70%7.44%3.36%4.11%5.16%2.56%4.41%7.33%0.89%1.63%0.15%
FIQEX
Fidelity Advisor Canada Fund Class Z
5.53%5.80%7.84%3.50%4.07%5.32%2.74%4.64%7.61%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, FICDX and FIQEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIQEX has higher volatility (4.12%) compared to FICDX (3.97%). In terms of maximum drawdown, FICDX dropped -58.09% vs FIQEX's -39.84%.

FICDX currently has the higher Sharpe Ratio (1.15 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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