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FIGRX vs. FAERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGRX vs. FAERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund (FIGRX) and Fidelity Advisor Overseas Fund Class M (FAERX). The values are adjusted to include any dividend payments, if applicable.

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FIGRX vs. FAERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGRX
Fidelity International Discovery Fund
-0.75%27.61%10.96%14.17%-24.83%11.09%21.42%27.53%-17.16%30.27%
FAERX
Fidelity Advisor Overseas Fund Class M
0.00%14.70%4.40%19.78%-24.77%18.63%14.43%27.14%-15.25%29.37%

Returns By Period

Over the past 10 years, FIGRX has outperformed FAERX with an annualized return of 8.28%, while FAERX has yielded a comparatively lower 7.27% annualized return.


FIGRX

1D
-0.77%
1M
-4.46%
YTD
-0.75%
6M
-0.58%
1Y
24.18%
3Y*
14.17%
5Y*
5.05%
10Y*
8.28%

FAERX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-5.36%
1Y
9.13%
3Y*
9.21%
5Y*
4.41%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGRX vs. FAERX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is lower than FAERX's 1.65% expense ratio.


Return for Risk

FIGRX vs. FAERX — Risk / Return Rank

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

FIGRX
FIGRX Risk / Return Rank: 4747
Overall Rank
FIGRX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FIGRX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FIGRX Omega Ratio Rank: 4242
Omega Ratio Rank
FIGRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FIGRX Martin Ratio Rank: 4848
Martin Ratio Rank

FAERX
FAERX Risk / Return Rank: 1313
Overall Rank
FAERX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FAERX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FAERX Omega Ratio Rank: 1818
Omega Ratio Rank
FAERX Calmar Ratio Rank: 99
Calmar Ratio Rank
FAERX Martin Ratio Rank: 1010
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.

FIGRX vs. FAERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity Advisor Overseas Fund Class M (FAERX). 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.


FIGRXFAERXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.48

+0.59

Sortino ratio

Return per unit of downside risk

1.55

0.79

+0.77

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

1.63

0.40

+1.23

Martin ratio

Return relative to average drawdown

6.16

1.42

+4.74

FIGRX vs. FAERX - Sharpe Ratio Comparison

The current FIGRX Sharpe Ratio is 1.08, which is higher than the FAERX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FIGRX and FAERX, 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


FIGRXFAERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.48

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.27

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.44

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.31

+0.14

Correlation

The correlation between FIGRX and FAERX is 0.95, 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

FIGRX vs. FAERX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 7.00%, less than FAERX's 7.94% yield.


TTM20252024202320222021202020192018201720162015
FIGRX
Fidelity International Discovery Fund
7.00%6.94%2.88%1.91%0.35%11.18%3.70%2.33%3.85%4.01%1.81%0.01%
FAERX
Fidelity Advisor Overseas Fund Class M
7.94%7.94%0.96%0.51%0.12%2.07%0.00%1.15%4.25%3.35%0.80%0.09%

Drawdowns

FIGRX vs. FAERX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.47%, roughly equal to the maximum FAERX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for FIGRX and FAERX.


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Drawdown Indicators


FIGRXFAERXDifference

Max Drawdown

Largest peak-to-trough decline

-60.47%

-60.14%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-7.29%

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-36.54%

-36.62%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-36.62%

+0.08%

Current Drawdown

Current decline from peak

-9.03%

-5.89%

-3.14%

Average Drawdown

Average peak-to-trough decline

-12.40%

-14.40%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.96%

-0.50%

Volatility

FIGRX vs. FAERX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) has a higher volatility of 8.64% compared to Fidelity Advisor Overseas Fund Class M (FAERX) at 0.00%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than FAERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGRXFAERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

0.00%

+8.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

5.99%

+7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

15.16%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

16.86%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

16.73%

+0.12%