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

Key characteristics


FIIIXFLCNX
YTD Return6.81%37.19%
1Y Return16.48%43.58%
3Y Return (Ann)-0.69%10.63%
5Y Return (Ann)6.89%18.59%
Sharpe Ratio1.402.99
Sortino Ratio2.013.97
Omega Ratio1.241.56
Calmar Ratio1.194.16
Martin Ratio6.7518.39
Ulcer Index2.84%2.48%
Daily Std Dev13.66%15.25%
Max Drawdown-55.48%-32.07%
Current Drawdown-5.60%-0.35%

Correlation

-0.50.00.51.00.8

The correlation between FIIIX and FLCNX is 0.80, 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. FLCNX - Performance Comparison

In the year-to-date period, FIIIX achieves a 6.81% return, which is significantly lower than FLCNX's 37.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.69%
14.13%
FIIIX
FLCNX

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FIIIX vs. FLCNX - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than FLCNX's 0.45% 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 FLCNX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FIIIX vs. FLCNX - 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 Contrafund K6 (FLCNX). 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.


FIIIX
Sharpe ratio
The chart of Sharpe ratio for FIIIX, currently valued at 1.40, compared to the broader market0.002.004.001.40
Sortino ratio
The chart of Sortino ratio for FIIIX, currently valued at 2.01, compared to the broader market0.005.0010.002.01
Omega ratio
The chart of Omega ratio for FIIIX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for FIIIX, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.0025.001.19
Martin ratio
The chart of Martin ratio for FIIIX, currently valued at 6.75, compared to the broader market0.0020.0040.0060.0080.00100.006.75
FLCNX
Sharpe ratio
The chart of Sharpe ratio for FLCNX, currently valued at 2.99, compared to the broader market0.002.004.002.99
Sortino ratio
The chart of Sortino ratio for FLCNX, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for FLCNX, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for FLCNX, currently valued at 4.16, compared to the broader market0.005.0010.0015.0020.0025.004.16
Martin ratio
The chart of Martin ratio for FLCNX, currently valued at 18.39, compared to the broader market0.0020.0040.0060.0080.00100.0018.39

FIIIX vs. FLCNX - Sharpe Ratio Comparison

The current FIIIX Sharpe Ratio is 1.40, which is lower than the FLCNX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of FIIIX and FLCNX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.40
2.99
FIIIX
FLCNX

Dividends

FIIIX vs. FLCNX - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 0.44%, more than FLCNX's 0.39% yield.


TTM20232022202120202019201820172016201520142013
FIIIX
Fidelity Advisor International Growth Fund Class I
0.44%0.47%0.20%0.42%0.12%1.00%0.91%0.65%1.28%1.47%0.89%1.10%
FLCNX
Fidelity Contrafund K6
0.39%0.49%0.62%0.20%0.21%0.30%0.33%0.15%0.00%0.00%0.00%0.00%

Drawdowns

FIIIX vs. FLCNX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.48%, which is greater than FLCNX's maximum drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for FIIIX and FLCNX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.60%
-0.35%
FIIIX
FLCNX

Volatility

FIIIX vs. FLCNX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class I (FIIIX) is 3.59%, while Fidelity Contrafund K6 (FLCNX) has a volatility of 4.46%. This indicates that FIIIX experiences smaller price fluctuations and is considered to be less risky than FLCNX 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%8.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
4.46%
FIIIX
FLCNX