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

Correlation

The correlation between FIDZX and FZAJX is 0.96, 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.


-0.50.00.51.01.0

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.

85.00%90.00%95.00%100.00%105.00%110.00%115.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
103.85%
95.11%
FIDZX
FZAJX

Key characteristics

Sharpe Ratio

FIDZX:

0.71

FZAJX:

0.46

Sortino Ratio

FIDZX:

1.07

FZAJX:

0.72

Omega Ratio

FIDZX:

1.13

FZAJX:

1.08

Calmar Ratio

FIDZX:

0.71

FZAJX:

0.57

Martin Ratio

FIDZX:

3.10

FZAJX:

1.90

Ulcer Index

FIDZX:

3.19%

FZAJX:

3.31%

Daily Std Dev

FIDZX:

14.01%

FZAJX:

13.75%

Max Drawdown

FIDZX:

-39.59%

FZAJX:

-34.84%

Current Drawdown

FIDZX:

-6.51%

FZAJX:

-7.02%

Returns By Period

In the year-to-date period, FIDZX achieves a 8.89% return, which is significantly higher than FZAJX's 5.33% return.


FIDZX

YTD

8.89%

1M

-0.92%

6M

-0.18%

1Y

9.88%

5Y*

6.25%

10Y*

N/A

FZAJX

YTD

5.33%

1M

-1.95%

6M

-1.85%

1Y

6.28%

5Y*

5.79%

10Y*

7.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIDZX vs. FZAJX - Expense Ratio Comparison

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


FZAJX
Fidelity Advisor International Growth Fund Class Z
Expense ratio chart for FZAJX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for FIDZX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FIDZX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.710.46
The chart of Sortino ratio for FIDZX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.070.72
The chart of Omega ratio for FIDZX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.08
The chart of Calmar ratio for FIDZX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.0014.000.710.57
The chart of Martin ratio for FIDZX, currently valued at 3.10, compared to the broader market0.0020.0040.0060.003.101.90
FIDZX
FZAJX

The current FIDZX Sharpe Ratio is 0.71, 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.71
0.46
FIDZX
FZAJX

Dividends

FIDZX vs. FZAJX - Dividend Comparison

Neither FIDZX nor FZAJX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
0.00%0.46%0.00%0.00%0.19%0.63%0.67%0.28%0.00%0.00%0.00%0.00%
FZAJX
Fidelity Advisor International Growth Fund Class Z
0.00%0.61%0.36%0.53%0.22%1.11%1.04%0.76%1.40%0.92%1.00%1.18%

Drawdowns

FIDZX vs. FZAJX - Drawdown Comparison

The maximum FIDZX drawdown since its inception was -39.59%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.51%
-7.02%
FIDZX
FZAJX

Volatility

FIDZX vs. FZAJX - Volatility Comparison

Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) and Fidelity Advisor International Growth Fund Class Z (FZAJX) have volatilities of 3.73% and 3.74%, 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.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.73%
3.74%
FIDZX
FZAJX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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