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

Correlation

The correlation between FIIIX and FFIZX is 0.90, 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.


-0.50.00.51.00.9

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.

70.00%75.00%80.00%85.00%90.00%AugustSeptemberOctoberNovemberDecember2025
92.10%
90.65%
FIIIX
FFIZX

Key characteristics

Sharpe Ratio

FIIIX:

0.96

FFIZX:

1.70

Sortino Ratio

FIIIX:

1.41

FFIZX:

2.34

Omega Ratio

FIIIX:

1.17

FFIZX:

1.31

Calmar Ratio

FIIIX:

1.19

FFIZX:

2.78

Martin Ratio

FIIIX:

3.62

FFIZX:

9.51

Ulcer Index

FIIIX:

3.64%

FFIZX:

1.84%

Daily Std Dev

FIIIX:

13.69%

FFIZX:

10.29%

Max Drawdown

FIIIX:

-54.87%

FFIZX:

-38.82%

Current Drawdown

FIIIX:

-0.86%

FFIZX:

-0.70%

Returns By Period

In the year-to-date period, FIIIX achieves a 7.34% return, which is significantly higher than FFIZX's 3.29% return.


FIIIX

YTD

7.34%

1M

5.91%

6M

6.27%

1Y

11.07%

5Y*

6.41%

10Y*

7.72%

FFIZX

YTD

3.29%

1M

1.64%

6M

6.83%

1Y

16.65%

5Y*

8.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIIIX vs. FFIZX - Expense Ratio Comparison

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


FIIIX
Fidelity Advisor International Growth Fund Class I
Expense ratio chart for FIIIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FFIZX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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 4949
Overall Rank
The Sharpe Ratio Rank of FIIIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FIIIX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FIIIX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIIIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FIIIX is 4646
Martin Ratio Rank

FFIZX
The Risk-Adjusted Performance Rank of FFIZX is 8282
Overall Rank
The Sharpe Ratio Rank of FFIZX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIZX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FFIZX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FFIZX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FFIZX is 8484
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.


Sharpe ratio
The chart of Sharpe ratio for FIIIX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.000.961.70
The chart of Sortino ratio for FIIIX, currently valued at 1.41, compared to the broader market0.005.0010.001.412.34
The chart of Omega ratio for FIIIX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.31
The chart of Calmar ratio for FIIIX, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.192.78
The chart of Martin ratio for FIIIX, currently valued at 3.62, compared to the broader market0.0020.0040.0060.0080.003.629.51
FIIIX
FFIZX

The current FIIIX Sharpe Ratio is 0.96, which is lower than the FFIZX Sharpe Ratio of 1.70. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.96
1.70
FIIIX
FFIZX

Dividends

FIIIX vs. FFIZX - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 0.39%, less than FFIZX's 2.06% yield.


TTM20242023202220212020201920182017201620152014
FIIIX
Fidelity Advisor International Growth Fund Class I
0.39%0.42%0.47%0.20%0.42%0.12%1.00%0.91%0.65%1.28%1.47%1.78%
FFIZX
Fidelity Freedom Index 2040 Fund Institutional Premium Class
2.06%2.12%2.00%2.01%1.62%1.43%1.87%2.25%1.77%1.99%2.04%0.00%

Drawdowns

FIIIX vs. FFIZX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -54.87%, which is greater than FFIZX's maximum drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for FIIIX and FFIZX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.86%
-0.70%
FIIIX
FFIZX

Volatility

FIIIX vs. FFIZX - Volatility Comparison

Fidelity Advisor International Growth Fund Class I (FIIIX) has a higher volatility of 3.45% compared to Fidelity Freedom Index 2040 Fund Institutional Premium Class (FFIZX) at 3.04%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
3.04%
FIIIX
FFIZX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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