FIEUX vs. BIAHX
Compare and contrast key facts about Fidelity Europe Fund (FIEUX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX).
FIEUX is managed by Fidelity. It was launched on Oct 1, 1986. BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013.
Performance
FIEUX vs. BIAHX - Performance Comparison
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FIEUX vs. BIAHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | -2.92% | 37.53% | 4.21% | 13.68% | -20.62% | 6.63% | 18.29% | 24.43% | -17.22% | 29.16% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -2.69% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
Returns By Period
In the year-to-date period, FIEUX achieves a -2.92% return, which is significantly lower than BIAHX's -2.69% return. Over the past 10 years, FIEUX has underperformed BIAHX with an annualized return of 7.38%, while BIAHX has yielded a comparatively higher 11.69% annualized return.
FIEUX
- 1D
- 3.40%
- 1M
- -5.78%
- YTD
- -2.92%
- 6M
- -0.68%
- 1Y
- 19.31%
- 3Y*
- 13.46%
- 5Y*
- 4.96%
- 10Y*
- 7.38%
BIAHX
- 1D
- 2.78%
- 1M
- -6.61%
- YTD
- -2.69%
- 6M
- 0.89%
- 1Y
- 23.54%
- 3Y*
- 19.59%
- 5Y*
- 12.97%
- 10Y*
- 11.69%
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FIEUX vs. BIAHX - Expense Ratio Comparison
FIEUX has a 1.06% expense ratio, which is lower than BIAHX's 1.19% expense ratio.
Return for Risk
FIEUX vs. BIAHX — Risk / Return Rank
FIEUX
BIAHX
FIEUX vs. BIAHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Europe Fund (FIEUX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). 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.
| FIEUX | BIAHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.58 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.62 | 2.09 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.74 | -0.22 |
Martin ratioReturn relative to average drawdown | 5.76 | 6.91 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIEUX | BIAHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.58 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.81 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.68 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.57 | -0.14 |
Correlation
The correlation between FIEUX and BIAHX is 0.92, 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
FIEUX vs. BIAHX - Dividend Comparison
FIEUX's dividend yield for the trailing twelve months is around 2.30%, less than BIAHX's 7.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIEUX Fidelity Europe Fund | 2.30% | 2.23% | 3.28% | 1.62% | 0.00% | 16.10% | 1.15% | 7.42% | 11.93% | 2.52% | 1.51% | 0.43% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.81% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
Drawdowns
FIEUX vs. BIAHX - Drawdown Comparison
The maximum FIEUX drawdown since its inception was -59.96%, which is greater than BIAHX's maximum drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for FIEUX and BIAHX.
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Drawdown Indicators
| FIEUX | BIAHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -34.90% | -25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -13.18% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -30.95% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -34.90% | -3.14% |
Current DrawdownCurrent decline from peak | -8.88% | -10.18% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -14.09% | -6.02% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.31% | -0.04% |
Volatility
FIEUX vs. BIAHX - Volatility Comparison
Fidelity Europe Fund (FIEUX) has a higher volatility of 8.35% compared to Brown Advisory - WMC Strategic European Equity Fund (BIAHX) at 6.71%. This indicates that FIEUX's price experiences larger fluctuations and is considered to be riskier than BIAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIEUX | BIAHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 6.71% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.78% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 15.19% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 16.17% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 17.19% | +0.60% |