FICS vs. FIDZX
Compare and contrast key facts about First Trust International Developed Capital Strength ETF (FICS) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX).
FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. FIDZX is managed by Fidelity. It was launched on Feb 1, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FICS or FIDZX.
Key characteristics
| FICS | FIDZX | |
|---|---|---|
| YTD Return | 4.28% | 9.56% |
| 1Y Return | 13.95% | 19.21% |
| 3Y Return (Ann) | 0.27% | -0.93% |
| Sharpe Ratio | 1.17 | 1.42 |
| Sortino Ratio | 1.70 | 2.03 |
| Omega Ratio | 1.19 | 1.25 |
| Calmar Ratio | 1.01 | 1.04 |
| Martin Ratio | 5.41 | 7.23 |
| Ulcer Index | 2.49% | 2.71% |
| Daily Std Dev | 11.55% | 13.81% |
| Max Drawdown | -29.16% | -39.59% |
| Current Drawdown | -8.15% | -5.93% |
Correlation
The correlation between FICS and FIDZX is 0.81, 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.
Performance
FICS vs. FIDZX - Performance Comparison
In the year-to-date period, FICS achieves a 4.28% return, which is significantly lower than FIDZX's 9.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FICS vs. FIDZX - Expense Ratio Comparison
FICS has a 0.70% expense ratio, which is lower than FIDZX's 0.85% expense ratio.
Risk-Adjusted Performance
FICS vs. FIDZX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX). 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.
Dividends
FICS vs. FIDZX - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 1.60%, more than FIDZX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 1.60% | 1.02% | 1.89% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | 0.42% | 0.46% | 0.00% | 0.00% | 0.19% | 0.63% | 0.67% | 0.28% |
Drawdowns
FICS vs. FIDZX - Drawdown Comparison
The maximum FICS drawdown since its inception was -29.16%, smaller than the maximum FIDZX drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for FICS and FIDZX. For additional features, visit the drawdowns tool.
Volatility
FICS vs. FIDZX - Volatility Comparison
First Trust International Developed Capital Strength ETF (FICS) has a higher volatility of 4.37% compared to Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) at 3.77%. This indicates that FICS's price experiences larger fluctuations and is considered to be riskier than FIDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.