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FIIIX vs. FFIZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIIIX and FFIZX is 0.81, 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.


Performance

FIIIX vs. FFIZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class I (FIIIX) and Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIIIX:

0.46

FFIZX:

0.86

Sortino Ratio

FIIIX:

0.66

FFIZX:

1.17

Omega Ratio

FIIIX:

1.09

FFIZX:

1.17

Calmar Ratio

FIIIX:

0.42

FFIZX:

0.83

Martin Ratio

FIIIX:

1.58

FFIZX:

3.68

Ulcer Index

FIIIX:

4.42%

FFIZX:

3.04%

Daily Std Dev

FIIIX:

18.53%

FFIZX:

14.52%

Max Drawdown

FIIIX:

-55.48%

FFIZX:

-30.69%

Current Drawdown

FIIIX:

-1.09%

FFIZX:

-0.27%

Returns By Period

In the year-to-date period, FIIIX achieves a 9.86% return, which is significantly higher than FFIZX's 5.22% return.


FIIIX

YTD

9.86%

1M

4.60%

6M

5.73%

1Y

7.33%

3Y*

10.26%

5Y*

9.03%

10Y*

7.27%

FFIZX

YTD

5.22%

1M

4.25%

6M

2.29%

1Y

11.71%

3Y*

10.18%

5Y*

11.17%

10Y*

N/A

*Annualized

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FIIIX vs. FFIZX - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than FFIZX's 0.08% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIIIX vs. FFIZX — Risk-Adjusted Performance Rank

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

FIIIX
The Risk-Adjusted Performance Rank of FIIIX is 3333
Overall Rank
The Sharpe Ratio Rank of FIIIX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FIIIX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FIIIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FIIIX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FIIIX is 3737
Martin Ratio Rank

FFIZX
The Risk-Adjusted Performance Rank of FFIZX is 6767
Overall Rank
The Sharpe Ratio Rank of FFIZX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIZX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FFIZX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FFIZX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FFIZX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIIIX vs. FFIZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class I (FIIIX) and Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX). 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.


The current FIIIX Sharpe Ratio is 0.46, which is lower than the FFIZX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FIIIX and FFIZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIIIX vs. FFIZX - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 0.71%, less than FFIZX's 2.32% yield.


TTM20242023202220212020201920182017201620152014
FIIIX
Fidelity Advisor International Growth Fund Class I
0.71%0.78%0.47%1.65%1.93%0.12%1.00%0.91%0.76%1.28%0.77%0.89%
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
2.32%2.23%2.00%2.13%2.08%2.02%18.32%2.32%1.86%2.04%2.06%0.00%

Drawdowns

FIIIX vs. FFIZX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.48%, which is greater than FFIZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for FIIIX and FFIZX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIIIX vs. FFIZX - Volatility Comparison

Fidelity Advisor International Growth Fund Class I (FIIIX) has a higher volatility of 3.80% compared to Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) at 3.10%. This indicates that FIIIX's price experiences larger fluctuations and is considered to be riskier than FFIZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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