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

Correlation

The correlation between FIIIX and VTRIX is 0.92, 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. VTRIX - 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 International Value Fund (VTRIX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
148.74%
39.80%
FIIIX
VTRIX

Key characteristics

Sharpe Ratio

FIIIX:

0.37

VTRIX:

-0.35

Sortino Ratio

FIIIX:

0.60

VTRIX:

-0.33

Omega Ratio

FIIIX:

1.07

VTRIX:

0.95

Calmar Ratio

FIIIX:

0.45

VTRIX:

-0.32

Martin Ratio

FIIIX:

1.50

VTRIX:

-1.26

Ulcer Index

FIIIX:

3.35%

VTRIX:

4.36%

Daily Std Dev

FIIIX:

13.65%

VTRIX:

15.76%

Max Drawdown

FIIIX:

-55.48%

VTRIX:

-59.40%

Current Drawdown

FIIIX:

-6.94%

VTRIX:

-16.22%

Returns By Period

In the year-to-date period, FIIIX achieves a 5.29% return, which is significantly higher than VTRIX's -6.22% return. Over the past 10 years, FIIIX has outperformed VTRIX with an annualized return of 7.42%, while VTRIX has yielded a comparatively lower 3.70% annualized return.


FIIIX

YTD

5.29%

1M

-2.38%

6M

-0.94%

1Y

5.23%

5Y*

5.61%

10Y*

7.42%

VTRIX

YTD

-6.22%

1M

-8.31%

6M

-8.99%

1Y

-6.10%

5Y*

2.46%

10Y*

3.70%

*Annualized

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FIIIX vs. VTRIX - Expense Ratio Comparison

FIIIX has a 1.00% expense ratio, which is higher than VTRIX's 0.36% 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 VTRIX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

FIIIX vs. VTRIX - 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 International Value Fund (VTRIX). 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 0.37, compared to the broader market-1.000.001.002.003.000.37-0.39
The chart of Sortino ratio for FIIIX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.000.60-0.38
The chart of Omega ratio for FIIIX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.070.94
The chart of Calmar ratio for FIIIX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.000.45-0.36
The chart of Martin ratio for FIIIX, currently valued at 1.50, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.50-1.36
FIIIX
VTRIX

The current FIIIX Sharpe Ratio is 0.37, which is higher than the VTRIX Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FIIIX and VTRIX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.37
-0.39
FIIIX
VTRIX

Dividends

FIIIX vs. VTRIX - Dividend Comparison

Neither FIIIX nor VTRIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FIIIX
Fidelity Advisor International Growth Fund Class I
0.00%0.47%0.20%0.42%0.12%1.00%0.91%0.65%1.28%1.47%0.89%1.10%
VTRIX
Vanguard International Value Fund
0.00%2.78%2.75%2.61%1.58%2.96%2.94%1.86%2.29%2.13%2.79%1.86%

Drawdowns

FIIIX vs. VTRIX - Drawdown Comparison

The maximum FIIIX drawdown since its inception was -55.48%, smaller than the maximum VTRIX drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for FIIIX and VTRIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.94%
-16.22%
FIIIX
VTRIX

Volatility

FIIIX vs. VTRIX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class I (FIIIX) is 3.61%, while Vanguard International Value Fund (VTRIX) has a volatility of 10.59%. This indicates that FIIIX experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.61%
10.59%
FIIIX
VTRIX
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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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