FIDZX vs. FICS
Compare and contrast key facts about Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and First Trust International Developed Capital Strength ETF (FICS).
FIDZX is managed by Fidelity. It was launched on Feb 1, 2017. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDZX or FICS.
Key characteristics
| FIDZX | FICS | |
|---|---|---|
| YTD Return | 13.25% | 8.28% |
| 1Y Return | 27.34% | 21.11% |
| 3Y Return (Ann) | 0.05% | 1.33% |
| Sharpe Ratio | 2.02 | 1.88 |
| Sortino Ratio | 2.83 | 2.69 |
| Omega Ratio | 1.35 | 1.31 |
| Calmar Ratio | 1.30 | 1.40 |
| Martin Ratio | 10.61 | 9.40 |
| Ulcer Index | 2.62% | 2.29% |
| Daily Std Dev | 13.79% | 11.48% |
| Max Drawdown | -39.59% | -29.16% |
| Current Drawdown | -2.76% | -4.63% |
Correlation
The correlation between FIDZX and FICS 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
FIDZX vs. FICS - Performance Comparison
In the year-to-date period, FIDZX achieves a 13.25% return, which is significantly higher than FICS's 8.28% 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. FICS - Expense Ratio Comparison
FIDZX has a 0.85% expense ratio, which is higher than FICS's 0.70% expense ratio.
Risk-Adjusted Performance
FIDZX vs. FICS - 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 International Developed Capital Strength ETF (FICS). 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. FICS - Dividend Comparison
FIDZX's dividend yield for the trailing twelve months is around 0.41%, less than FICS's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | 0.41% | 0.46% | 0.00% | 0.00% | 0.19% | 0.63% | 0.67% | 0.28% |
FICS First Trust International Developed Capital Strength ETF | 1.54% | 1.02% | 1.89% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIDZX vs. FICS - Drawdown Comparison
The maximum FIDZX drawdown since its inception was -39.59%, which is greater than FICS's maximum drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for FIDZX and FICS. For additional features, visit the drawdowns tool.
Volatility
FIDZX vs. FICS - Volatility Comparison
Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and First Trust International Developed Capital Strength ETF (FICS) have volatilities of 3.97% and 4.13%, 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.