PortfoliosLab logoPortfoliosLab logo
FINVX vs. ANDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FINVX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Value Fund (FINVX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FINVX vs. ANDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FINVX
Fidelity Series International Value Fund
1.28%45.75%6.20%20.35%-7.21%16.39%4.87%19.85%-16.40%20.41%
ANDIX
AQR International Defensive Style Fund
2.17%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%

Returns By Period

In the year-to-date period, FINVX achieves a 1.28% return, which is significantly lower than ANDIX's 2.17% return. Over the past 10 years, FINVX has outperformed ANDIX with an annualized return of 10.36%, while ANDIX has yielded a comparatively lower 6.55% annualized return.


FINVX

1D
2.66%
1M
-5.05%
YTD
1.28%
6M
7.30%
1Y
29.10%
3Y*
21.23%
5Y*
13.43%
10Y*
10.36%

ANDIX

1D
2.42%
1M
-4.73%
YTD
2.17%
6M
4.35%
1Y
15.43%
3Y*
10.19%
5Y*
5.30%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FINVX vs. ANDIX - Expense Ratio Comparison

FINVX has a 0.01% expense ratio, which is lower than ANDIX's 0.55% expense ratio.


Return for Risk

FINVX vs. ANDIX — Risk / Return Rank

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

FINVX
FINVX Risk / Return Rank: 8585
Overall Rank
FINVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FINVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FINVX Omega Ratio Rank: 8282
Omega Ratio Rank
FINVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FINVX Martin Ratio Rank: 8888
Martin Ratio Rank

ANDIX
ANDIX Risk / Return Rank: 6161
Overall Rank
ANDIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ANDIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ANDIX Omega Ratio Rank: 5858
Omega Ratio Rank
ANDIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ANDIX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FINVX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Value Fund (FINVX) and AQR International Defensive Style Fund (ANDIX). 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.


FINVXANDIXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.22

+0.46

Sortino ratio

Return per unit of downside risk

2.23

1.72

+0.52

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.41

1.68

+0.73

Martin ratio

Return relative to average drawdown

9.65

6.23

+3.42

FINVX vs. ANDIX - Sharpe Ratio Comparison

The current FINVX Sharpe Ratio is 1.68, which is higher than the ANDIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FINVX and ANDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FINVXANDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.22

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.42

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.49

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.50

-0.14

Correlation

The correlation between FINVX and ANDIX is 0.89, 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.


Dividends

FINVX vs. ANDIX - Dividend Comparison

FINVX's dividend yield for the trailing twelve months is around 11.06%, more than ANDIX's 4.64% yield.


TTM20252024202320222021202020192018201720162015
FINVX
Fidelity Series International Value Fund
11.06%11.20%4.14%3.29%3.33%5.01%2.83%4.05%4.05%3.14%2.62%2.14%
ANDIX
AQR International Defensive Style Fund
4.64%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%

Drawdowns

FINVX vs. ANDIX - Drawdown Comparison

The maximum FINVX drawdown since its inception was -42.48%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for FINVX and ANDIX.


Loading graphics...

Drawdown Indicators


FINVXANDIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

-27.59%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-8.76%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.13%

-27.59%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

-27.59%

-14.89%

Current Drawdown

Current decline from peak

-6.84%

-6.09%

-0.75%

Average Drawdown

Average peak-to-trough decline

-9.11%

-5.33%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.37%

+0.54%

Volatility

FINVX vs. ANDIX - Volatility Comparison

Fidelity Series International Value Fund (FINVX) has a higher volatility of 7.58% compared to AQR International Defensive Style Fund (ANDIX) at 5.71%. This indicates that FINVX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FINVXANDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

5.71%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

8.44%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

13.12%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

12.79%

+3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

13.46%

+4.55%