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FIDZX vs. FZAJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIDZX and FZAJX is 0.80, 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. FZAJX - 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 Advisor International Growth Fund Class Z (FZAJX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIDZX:

0.82

FZAJX:

0.46

Sortino Ratio

FIDZX:

1.15

FZAJX:

0.67

Omega Ratio

FIDZX:

1.16

FZAJX:

1.09

Calmar Ratio

FIDZX:

0.90

FZAJX:

0.43

Martin Ratio

FIDZX:

3.47

FZAJX:

1.60

Ulcer Index

FIDZX:

4.20%

FZAJX:

4.42%

Daily Std Dev

FIDZX:

19.91%

FZAJX:

18.62%

Max Drawdown

FIDZX:

-37.17%

FZAJX:

-34.84%

Current Drawdown

FIDZX:

-0.81%

FZAJX:

-1.09%

Returns By Period

In the year-to-date period, FIDZX achieves a 14.35% return, which is significantly higher than FZAJX's 9.90% return.


FIDZX

YTD

14.35%

1M

6.56%

6M

11.01%

1Y

16.30%

3Y*

14.18%

5Y*

11.19%

10Y*

N/A

FZAJX

YTD

9.90%

1M

4.59%

6M

5.80%

1Y

8.50%

3Y*

10.39%

5Y*

9.18%

10Y*

7.42%

*Annualized

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FIDZX vs. FZAJX - Expense Ratio Comparison

FIDZX has a 0.85% expense ratio, which is lower than FZAJX's 0.87% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIDZX vs. FZAJX — Risk-Adjusted Performance Rank

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

FIDZX
The Risk-Adjusted Performance Rank of FIDZX is 6666
Overall Rank
The Sharpe Ratio Rank of FIDZX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDZX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FIDZX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FIDZX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FIDZX is 7272
Martin Ratio Rank

FZAJX
The Risk-Adjusted Performance Rank of FZAJX is 3434
Overall Rank
The Sharpe Ratio Rank of FZAJX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAJX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FZAJX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FZAJX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FZAJX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIDZX vs. FZAJX - 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 Fidelity Advisor International Growth Fund Class Z (FZAJX). 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.


The current FIDZX Sharpe Ratio is 0.82, which is higher than the FZAJX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FIDZX and FZAJX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIDZX vs. FZAJX - Dividend Comparison

FIDZX's dividend yield for the trailing twelve months is around 0.74%, less than FZAJX's 0.91% yield.


TTM20242023202220212020201920182017201620152014
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%
FZAJX
Fidelity Advisor International Growth Fund Class Z
0.91%1.00%0.61%1.81%2.03%0.22%1.11%1.04%0.87%1.40%0.99%1.00%

Drawdowns

FIDZX vs. FZAJX - Drawdown Comparison

The maximum FIDZX drawdown since its inception was -37.17%, which is greater than FZAJX's maximum drawdown of -34.84%. Use the drawdown chart below to compare losses from any high point for FIDZX and FZAJX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIDZX vs. FZAJX - Volatility Comparison

The current volatility for Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) is 3.28%, while Fidelity Advisor International Growth Fund Class Z (FZAJX) has a volatility of 3.81%. This indicates that FIDZX experiences smaller price fluctuations and is considered to be less risky than FZAJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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