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

Correlation

The correlation between FIIIX and VOO is 0.82, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class I (FIIIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIIIX:

0.46

VOO:

0.74

Sortino Ratio

FIIIX:

0.66

VOO:

1.04

Omega Ratio

FIIIX:

1.09

VOO:

1.15

Calmar Ratio

FIIIX:

0.42

VOO:

0.68

Martin Ratio

FIIIX:

1.58

VOO:

2.58

Ulcer Index

FIIIX:

4.42%

VOO:

4.93%

Daily Std Dev

FIIIX:

18.53%

VOO:

19.54%

Max Drawdown

FIIIX:

-55.48%

VOO:

-33.99%

Current Drawdown

FIIIX:

-1.09%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FIIIX achieves a 9.86% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, FIIIX has underperformed VOO with an annualized return of 7.27%, while VOO has yielded a comparatively higher 12.81% annualized return.


FIIIX

YTD

9.86%

1M

4.60%

6M

5.73%

1Y

7.33%

3Y*

10.26%

5Y*

9.03%

10Y*

7.27%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

FIIIX vs. VOO - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.


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

Risk-Adjusted Performance

FIIIX vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class I (FIIIX) and Vanguard S&P 500 ETF (VOO). 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 VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FIIIX and VOO, 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. VOO - Dividend Comparison

FIIIX's dividend yield for the trailing twelve months is around 0.71%, less than VOO's 1.29% 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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FIIIX vs. VOO - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIIIX and VOO.


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

Volatility

FIIIX vs. VOO - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class I (FIIIX) is 3.80%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that FIIIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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