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FIGCX vs. SAHMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGCX vs. SAHMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class C (FIGCX) and SA International Value Fund (SAHMX). 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 5.41% return, which is significantly lower than SAHMX's 10.98% return. Over the past 10 years, FIGCX has underperformed SAHMX with an annualized return of 8.11%, while SAHMX has yielded a comparatively higher 10.81% annualized return.


FIGCX

1D
-1.28%
1M
0.45%
YTD
5.41%
6M
7.68%
1Y
11.75%
3Y*
10.91%
5Y*
4.24%
10Y*
8.11%

SAHMX

1D
-0.82%
1M
0.73%
YTD
10.98%
6M
15.31%
1Y
33.51%
3Y*
22.76%
5Y*
13.01%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGCX vs. SAHMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGCX
Fidelity Advisor International Growth Fund Class C
5.41%16.70%4.24%19.59%-24.00%14.19%15.75%32.65%-12.46%28.23%
SAHMX
SA International Value Fund
10.98%44.08%5.44%16.49%-3.70%17.59%-2.48%14.61%-17.95%25.06%

Correlation

The correlation between FIGCX and SAHMX is 0.54, 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

0.54

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

0.54

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2007

0.71

The correlation between FIGCX and SAHMX shifts across timeframes, from 0.54 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FIGCX vs. SAHMX — Risk / Return Rank

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

FIGCX
FIGCX Risk / Return Rank: 99
Overall Rank
FIGCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FIGCX Sortino Ratio Rank: 99
Sortino Ratio Rank
FIGCX Omega Ratio Rank: 99
Omega Ratio Rank
FIGCX Calmar Ratio Rank: 88
Calmar Ratio Rank
FIGCX Martin Ratio Rank: 1010
Martin Ratio Rank

SAHMX
SAHMX Risk / Return Rank: 9090
Overall Rank
SAHMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SAHMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SAHMX Omega Ratio Rank: 8585
Omega Ratio Rank
SAHMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SAHMX Martin Ratio Rank: 9090
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. SAHMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class C (FIGCX) and SA International Value Fund (SAHMX). 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.


FIGCXSAHMXDifference

Sharpe ratio

Return per unit of total volatility

0.69

3.16

-2.47

Sortino ratio

Return per unit of downside risk

1.10

4.35

-3.24

Omega ratio

Gain probability vs. loss probability

1.13

1.58

-0.44

Calmar ratio

Return relative to maximum drawdown

0.87

5.10

-4.23

Martin ratio

Return relative to average drawdown

3.19

18.02

-14.83

FIGCX vs. SAHMX - Sharpe Ratio Comparison

The current FIGCX Sharpe Ratio is 0.69, which is lower than the SAHMX Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of FIGCX and SAHMX, 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


FIGCXSAHMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

3.16

-2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.86

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.67

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

Drawdowns

FIGCX vs. SAHMX - Drawdown Comparison

The maximum FIGCX drawdown since its inception was -56.53%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for FIGCX and SAHMX.


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Drawdown Indicators


FIGCXSAHMXDifference

Max Drawdown

Largest peak-to-trough decline

-56.53%

-66.58%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-8.72%

-5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-14.85%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-25.10%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-48.63%

+13.05%

Current Drawdown

Current decline from peak

-3.53%

-1.57%

-1.96%

Average Drawdown

Average peak-to-trough decline

-11.30%

-16.18%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

2.47%

+1.35%

Volatility

FIGCX vs. SAHMX - Volatility Comparison

Fidelity Advisor International Growth Fund Class C (FIGCX) has a higher volatility of 7.25% compared to SA International Value Fund (SAHMX) at 2.79%. This indicates that FIGCX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGCXSAHMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

2.79%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

9.28%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

12.26%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

15.49%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

16.45%

+1.38%

FIGCX vs. SAHMX - Expense Ratio Comparison

FIGCX has a 2.05% expense ratio, which is higher than SAHMX's 1.11% expense ratio.


Dividends

FIGCX vs. SAHMX - Dividend Comparison

FIGCX's dividend yield for the trailing twelve months is around 2.78%, less than SAHMX's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGCX
Fidelity Advisor International Growth Fund Class C
2.78%2.93%0.77%0.00%1.52%1.56%0.00%0.00%0.00%0.00%0.15%0.07%
SAHMX
SA International Value Fund
4.82%5.35%3.57%3.46%4.06%3.05%2.09%3.66%1.93%2.46%2.89%1.91%

Frequently Asked Questions


FIGCX and SAHMX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIGCX has higher volatility (7.25%) compared to SAHMX (2.79%). In terms of maximum drawdown, FIGCX dropped -56.53% vs SAHMX's -66.58%.

SAHMX currently has the higher Sharpe Ratio (3.16 vs 0.69), 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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