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FIGCX vs. EPDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGCX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class C (FIGCX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIGCX achieves a 6.72% return, which is significantly lower than EPDPX's 13.86% return. Over the past 10 years, FIGCX has underperformed EPDPX with an annualized return of 8.24%, while EPDPX has yielded a comparatively higher 10.15% annualized return.


FIGCX

1D
1.25%
1M
3.09%
YTD
6.72%
6M
7.87%
1Y
13.31%
3Y*
11.37%
5Y*
4.64%
10Y*
8.24%

EPDPX

1D
0.91%
1M
2.64%
YTD
13.86%
6M
16.83%
1Y
44.98%
3Y*
24.35%
5Y*
13.89%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGCX vs. EPDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGCX
Fidelity Advisor International Growth Fund Class C
6.72%16.70%4.24%19.59%-24.00%14.19%15.75%32.65%-12.46%28.23%
EPDPX
EuroPac International Dividend Income Fund Class A
13.86%61.93%0.72%7.46%1.27%7.78%8.83%13.05%-11.02%15.53%

Correlation

The correlation between FIGCX and EPDPX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2014

0.68

The correlation between FIGCX and EPDPX shifts across timeframes, from 0.55 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIGCX vs. EPDPX — Risk / Return Rank

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

FIGCX
FIGCX Risk / Return Rank: 1010
Overall Rank
FIGCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FIGCX Sortino Ratio Rank: 99
Sortino Ratio Rank
FIGCX Omega Ratio Rank: 99
Omega Ratio Rank
FIGCX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FIGCX Martin Ratio Rank: 1212
Martin Ratio Rank

EPDPX
EPDPX Risk / Return Rank: 8787
Overall Rank
EPDPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 8686
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 8686
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIGCX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class C (FIGCX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.


FIGCXEPDPXDifference

Sharpe ratio

Return per unit of total volatility

0.72

3.27

-2.55

Sortino ratio

Return per unit of downside risk

1.15

4.09

-2.93

Omega ratio

Gain probability vs. loss probability

1.14

1.59

-0.45

Calmar ratio

Return relative to maximum drawdown

0.94

4.11

-3.17

Martin ratio

Return relative to average drawdown

3.45

15.41

-11.96

FIGCX vs. EPDPX - Sharpe Ratio Comparison

The current FIGCX Sharpe Ratio is 0.72, which is lower than the EPDPX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of FIGCX and EPDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FIGCXEPDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

3.27

-2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.99

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.68

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.48

-0.22

Drawdowns

FIGCX vs. EPDPX - Drawdown Comparison

The maximum FIGCX drawdown since its inception was -56.53%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FIGCX and EPDPX.


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Drawdown Indicators


FIGCXEPDPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-39.21%

-17.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-10.96%

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-13.15%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-21.06%

-14.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-33.34%

-2.24%

Current Drawdown

Current decline from peak

-2.32%

-2.59%

+0.27%

Average Drawdown

Average peak-to-trough decline

-11.30%

-11.19%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

2.92%

+0.90%

Volatility

FIGCX vs. EPDPX - Volatility Comparison

Fidelity Advisor International Growth Fund Class C (FIGCX) has a higher volatility of 7.32% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 4.19%. This indicates that FIGCX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGCXEPDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

4.19%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.94%

11.58%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

13.87%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

14.08%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

14.89%

+2.94%

FIGCX vs. EPDPX - Expense Ratio Comparison

FIGCX has a 2.05% expense ratio, which is higher than EPDPX's 1.52% expense ratio.


Dividends

FIGCX vs. EPDPX - Dividend Comparison

FIGCX's dividend yield for the trailing twelve months is around 2.75%, less than EPDPX's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EPDPX
EuroPac International Dividend Income Fund Class A
5.88%6.55%3.82%3.08%2.56%2.07%1.70%2.43%2.66%2.69%2.24%3.58%
FIGCX
Fidelity Advisor International Growth Fund Class C
2.75%2.93%0.77%0.00%1.52%1.56%0.00%0.00%0.00%0.00%0.15%0.07%

Frequently Asked Questions


FIGCX and EPDPX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGCX has higher volatility (7.32%) compared to EPDPX (4.19%). In terms of maximum drawdown, FIGCX dropped -56.53% vs EPDPX's -39.21%.

EPDPX currently has the higher Sharpe Ratio (3.27 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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