FIQEX vs. BDOKX
FIQEX (Fidelity Advisor Canada Fund Class Z) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 5 years, FIQEX returned 11.44%/yr vs 8.92%/yr for BDOKX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. FIQEX charges 0.66%/yr vs 0.09%/yr for BDOKX.
Performance
FIQEX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, FIQEX achieves a 10.06% return, which is significantly lower than BDOKX's 13.69% return.
FIQEX
- 1D
- 0.36%
- 1M
- 4.18%
- 6M
- 10.08%
- YTD
- 10.06%
- 1Y
- 21.06%
- 3Y*
- 16.10%
- 5Y*
- 11.44%
- 10Y*
- —
- ALL TIME*
- 12.39%
BDOKX
- 1D
- 2.96%
- 1M
- 0.41%
- 6M
- 7.65%
- YTD
- 13.69%
- 1Y
- 29.15%
- 3Y*
- 17.11%
- 5Y*
- 8.92%
- 10Y*
- 9.42%
- ALL TIME*
- 6.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIQEX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQEX Fidelity Advisor Canada Fund Class Z | 10.06% | 25.98% | 9.25% | 14.83% | -6.02% | 27.01% | 4.61% | 26.04% | -9.33% |
BDOKX iShares MSCI Total International Index Fund Class K | 13.69% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -6.97% |
Correlation
The correlation between FIQEX and BDOKX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.78 |
Over the past year, the correlation between FIQEX and BDOKX has dropped to 0.57 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
FIQEX vs. BDOKX — Risk / Return Rank
FIQEX
BDOKX
FIQEX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class Z (FIQEX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIQEX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.42 | +0.14 |
| Martin ratioReturn relative to average drawdown | 8.16 | 8.97 | -0.81 |
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Drawdowns
FIQEX vs. BDOKX - Drawdown Comparison
The maximum FIQEX drawdown since its inception was -39.84%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FIQEX and BDOKX.
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Drawdown Indicators
| FIQEX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.84% | -34.22% | -5.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -11.38% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -12.05% | -13.54% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.97% | -30.00% | +9.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.52% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -8.17% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.06% | -0.67% |
Volatility
FIQEX vs. BDOKX - Volatility Comparison
The current volatility for Fidelity Advisor Canada Fund Class Z (FIQEX) is 2.32%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 5.66%. This indicates that FIQEX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIQEX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 5.66% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 14.69% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 16.61% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.90% | 15.81% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 16.18% | +2.52% |
FIQEX vs. BDOKX - Expense Ratio Comparison
FIQEX has a 0.66% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
FIQEX vs. BDOKX - Dividend Comparison
FIQEX's dividend yield for the trailing twelve months is around 5.27%, more than BDOKX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.58% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
FIQEX Fidelity Advisor Canada Fund Class Z | 5.27% | 5.80% | 7.84% | 3.50% | 4.07% | 5.32% | 2.74% | 4.64% | 7.61% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FIQEX and BDOKX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (5.66%) compared to FIQEX (2.32%). In terms of maximum drawdown, FIQEX dropped -39.84% vs BDOKX's -34.22%.
BDOKX currently has the higher Sharpe Ratio (1.66 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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