Correlation
The correlation between FIDZX and FDT 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.
FIDZX vs. FDT
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT).
FIDZX is managed by Fidelity. It was launched on Feb 1, 2017. FDT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Index. It was launched on Apr 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDZX or FDT.
Performance
FIDZX vs. FDT - Performance Comparison
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Key characteristics
FIDZX:
0.82
FDT:
1.07
FIDZX:
1.15
FDT:
1.40
FIDZX:
1.16
FDT:
1.19
FIDZX:
0.90
FDT:
1.28
FIDZX:
3.47
FDT:
4.56
FIDZX:
4.20%
FDT:
4.02%
FIDZX:
19.91%
FDT:
18.94%
FIDZX:
-37.17%
FDT:
-46.10%
FIDZX:
-0.81%
FDT:
-0.70%
Returns By Period
In the year-to-date period, FIDZX achieves a 14.35% return, which is significantly lower than FDT's 21.30% return.
FIDZX
14.35%
6.43%
11.01%
15.46%
14.18%
11.19%
N/A
FDT
21.30%
8.29%
17.96%
18.24%
9.56%
10.89%
4.99%
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FIDZX vs. FDT - Expense Ratio Comparison
FIDZX has a 0.85% expense ratio, which is higher than FDT's 0.80% expense ratio.
Risk-Adjusted Performance
FIDZX vs. FDT — Risk-Adjusted Performance Rank
FIDZX
FDT
FIDZX vs. FDT - 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 First Trust Developed Markets ex-US AlphaDEX Fund (FDT). 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.
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Dividends
FIDZX vs. FDT - Dividend Comparison
FIDZX's dividend yield for the trailing twelve months is around 0.74%, less than FDT's 3.08% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | 0.74% | 0.84% | 0.46% | 0.00% | 3.90% | 0.19% | 0.63% | 0.67% | 0.28% | 0.00% | 0.00% | 0.00% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 3.08% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% | 1.74% |
Drawdowns
FIDZX vs. FDT - Drawdown Comparison
The maximum FIDZX drawdown since its inception was -37.17%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for FIDZX and FDT.
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Volatility
FIDZX vs. FDT - Volatility Comparison
The current volatility for Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) is 3.28%, while First Trust Developed Markets ex-US AlphaDEX Fund (FDT) has a volatility of 3.48%. This indicates that FIDZX experiences smaller price fluctuations and is considered to be less risky than FDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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