FIDZX vs. DOXFX
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and Dodge & Cox International Stock X (DOXFX).
FIDZX is managed by Fidelity. It was launched on Feb 1, 2017. DOXFX is managed by Dodge & Cox. It was launched on Jan 5, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDZX or DOXFX.
Key characteristics
| FIDZX | DOXFX | |
|---|---|---|
| YTD Return | 10.00% | 6.86% |
| 1Y Return | 20.03% | 13.83% |
| Sharpe Ratio | 1.62 | 1.25 |
| Sortino Ratio | 2.31 | 1.81 |
| Omega Ratio | 1.28 | 1.22 |
| Calmar Ratio | 1.19 | 2.11 |
| Martin Ratio | 8.44 | 5.66 |
| Ulcer Index | 2.68% | 2.88% |
| Daily Std Dev | 13.96% | 13.00% |
| Max Drawdown | -39.59% | -19.24% |
| Current Drawdown | -5.56% | -7.37% |
Correlation
The correlation between FIDZX and DOXFX 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.
Performance
FIDZX vs. DOXFX - Performance Comparison
In the year-to-date period, FIDZX achieves a 10.00% return, which is significantly higher than DOXFX's 6.86% 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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FIDZX vs. DOXFX - Expense Ratio Comparison
FIDZX has a 0.85% expense ratio, which is higher than DOXFX's 0.52% expense ratio.
Risk-Adjusted Performance
FIDZX vs. DOXFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and Dodge & Cox International Stock X (DOXFX). 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
FIDZX vs. DOXFX - Dividend Comparison
FIDZX's dividend yield for the trailing twelve months is around 0.42%, less than DOXFX's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
DOXFX Dodge & Cox International Stock X | 2.23% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIDZX vs. DOXFX - Drawdown Comparison
The maximum FIDZX drawdown since its inception was -39.59%, which is greater than DOXFX's maximum drawdown of -19.24%. Use the drawdown chart below to compare losses from any high point for FIDZX and DOXFX. For additional features, visit the drawdowns tool.
Volatility
FIDZX vs. DOXFX - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) has a higher volatility of 3.80% compared to Dodge & Cox International Stock X (DOXFX) at 3.60%. This indicates that FIDZX's price experiences larger fluctuations and is considered to be riskier than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.