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FIDZX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDZX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FIDZX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
-4.83%18.83%8.15%27.79%-26.45%12.40%22.36%32.97%-12.72%28.67%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%26.69%

Returns By Period

In the year-to-date period, FIDZX achieves a -4.83% return, which is significantly higher than FBGRX's -7.12% return.


FIDZX

1D
3.60%
1M
-9.01%
YTD
-4.83%
6M
-5.30%
1Y
9.89%
3Y*
11.16%
5Y*
4.87%
10Y*

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDZX vs. FBGRX - Expense Ratio Comparison

FIDZX has a 0.85% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FIDZX vs. FBGRX — Risk / Return Rank

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

FIDZX
FIDZX Risk / Return Rank: 1919
Overall Rank
FIDZX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FIDZX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FIDZX Omega Ratio Rank: 1818
Omega Ratio Rank
FIDZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FIDZX Martin Ratio Rank: 2222
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FIDZX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FIDZXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.13

-0.60

Sortino ratio

Return per unit of downside risk

0.89

1.73

-0.83

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.65

2.00

-1.35

Martin ratio

Return relative to average drawdown

2.57

7.92

-5.34

FIDZX vs. FBGRX - Sharpe Ratio Comparison

The current FIDZX Sharpe Ratio is 0.53, which is lower than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FIDZX and FBGRX, 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


FIDZXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.13

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.47

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Correlation

The correlation between FIDZX and FBGRX is 0.78, 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

FIDZX vs. FBGRX - Dividend Comparison

FIDZX's dividend yield for the trailing twelve months is around 5.85%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
5.85%5.57%0.84%0.46%0.00%3.90%0.19%0.63%0.67%0.28%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FIDZX vs. FBGRX - Drawdown Comparison

The maximum FIDZX drawdown since its inception was -37.17%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FIDZX and FBGRX.


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Drawdown Indicators


FIDZXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-37.17%

-58.64%

+21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-13.89%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

-43.08%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-11.36%

-8.68%

-2.68%

Average Drawdown

Average peak-to-trough decline

-7.62%

-12.58%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.51%

+0.16%

Volatility

FIDZX vs. FBGRX - Volatility Comparison

Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) has a higher volatility of 8.79% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.83%. This indicates that FIDZX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDZXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

7.83%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

14.08%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

24.98%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

24.93%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

23.63%

-5.40%