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FIQFX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQFX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor China Region Fund Class Z (FIQFX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FIQFX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQFX
Fidelity Advisor China Region Fund Class Z
8.41%42.75%23.34%-0.13%-23.76%-13.61%48.04%35.33%-1.81%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%-10.87%

Returns By Period

In the year-to-date period, FIQFX achieves a 8.41% return, which is significantly higher than FBGRX's -7.12% return.


FIQFX

1D
2.71%
1M
-6.12%
YTD
8.41%
6M
7.91%
1Y
46.61%
3Y*
21.11%
5Y*
3.08%
10Y*

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIQFX vs. FBGRX - Expense Ratio Comparison

FIQFX has a 0.80% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FIQFX vs. FBGRX — Risk / Return Rank

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

FIQFX
FIQFX Risk / Return Rank: 9090
Overall Rank
FIQFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIQFX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FIQFX Omega Ratio Rank: 8787
Omega Ratio Rank
FIQFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FIQFX Martin Ratio Rank: 9191
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FIQFX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor China Region Fund Class Z (FIQFX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FIQFXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.13

+0.94

Sortino ratio

Return per unit of downside risk

2.63

1.73

+0.90

Omega ratio

Gain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratio

Return relative to maximum drawdown

2.95

2.00

+0.95

Martin ratio

Return relative to average drawdown

11.35

7.92

+3.43

FIQFX vs. FBGRX - Sharpe Ratio Comparison

The current FIQFX Sharpe Ratio is 2.07, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FIQFX and FBGRX, 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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Sharpe Ratios by Period


FIQFXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.13

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.47

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Correlation

The correlation between FIQFX and FBGRX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIQFX vs. FBGRX - Dividend Comparison

FIQFX's dividend yield for the trailing twelve months is around 1.91%, less than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FIQFX
Fidelity Advisor China Region Fund Class Z
1.91%2.07%1.58%2.14%0.86%11.06%4.98%0.84%1.09%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FIQFX vs. FBGRX - Drawdown Comparison

The maximum FIQFX drawdown since its inception was -58.33%, roughly equal to the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FIQFX and FBGRX.


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Drawdown Indicators


FIQFXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-58.64%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.91%

-13.89%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-53.73%

-43.08%

-10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-8.36%

-8.68%

+0.32%

Average Drawdown

Average peak-to-trough decline

-22.90%

-12.58%

-10.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.51%

+0.63%

Volatility

FIQFX vs. FBGRX - Volatility Comparison

Fidelity Advisor China Region Fund Class Z (FIQFX) has a higher volatility of 9.77% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.83%. This indicates that FIQFX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIQFXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

7.83%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

14.08%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

24.98%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

24.93%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

23.63%

+0.43%