FIQIX vs. COIIX
Compare and contrast key facts about Fidelity Advisor International Small Cap Fund Class Z (FIQIX) and Calvert International Opportunities Fund (COIIX).
FIQIX is managed by Fidelity. It was launched on Oct 2, 2018. COIIX is managed by Calvert Research and Management. It was launched on May 30, 2007.
Performance
FIQIX vs. COIIX - Performance Comparison
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FIQIX vs. COIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQIX Fidelity Advisor International Small Cap Fund Class Z | -2.49% | 24.80% | 0.14% | 19.76% | -16.53% | 13.56% | 10.12% | 21.61% | -7.47% |
COIIX Calvert International Opportunities Fund | -7.27% | 13.80% | -1.48% | 12.95% | -26.69% | 13.97% | 14.05% | 26.09% | -10.69% |
Returns By Period
In the year-to-date period, FIQIX achieves a -2.49% return, which is significantly higher than COIIX's -7.27% return.
FIQIX
- 1D
- -0.30%
- 1M
- -10.40%
- YTD
- -2.49%
- 6M
- -0.76%
- 1Y
- 15.97%
- 3Y*
- 10.38%
- 5Y*
- 5.19%
- 10Y*
- —
COIIX
- 1D
- 0.00%
- 1M
- -12.74%
- YTD
- -7.27%
- 6M
- -8.00%
- 1Y
- 4.18%
- 3Y*
- 3.84%
- 5Y*
- -0.68%
- 10Y*
- 5.47%
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FIQIX vs. COIIX - Expense Ratio Comparison
FIQIX has a 0.89% expense ratio, which is lower than COIIX's 1.06% expense ratio.
Return for Risk
FIQIX vs. COIIX — Risk / Return Rank
FIQIX
COIIX
FIQIX vs. COIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class Z (FIQIX) and Calvert International Opportunities Fund (COIIX). 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.
| FIQIX | COIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.19 | +0.91 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.36 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.05 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.15 | +1.12 |
Martin ratioReturn relative to average drawdown | 4.66 | 0.56 | +4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIQIX | COIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.19 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.04 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.19 | +0.31 |
Correlation
The correlation between FIQIX and COIIX is 0.91, 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
FIQIX vs. COIIX - Dividend Comparison
FIQIX's dividend yield for the trailing twelve months is around 3.78%, which matches COIIX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQIX Fidelity Advisor International Small Cap Fund Class Z | 3.78% | 3.68% | 2.73% | 1.99% | 0.83% | 7.39% | 0.93% | 2.47% | 6.33% | 0.00% | 0.00% | 0.00% |
COIIX Calvert International Opportunities Fund | 3.76% | 3.49% | 3.24% | 1.77% | 0.61% | 7.67% | 0.78% | 1.32% | 9.82% | 7.19% | 1.52% | 4.53% |
Drawdowns
FIQIX vs. COIIX - Drawdown Comparison
The maximum FIQIX drawdown since its inception was -36.61%, smaller than the maximum COIIX drawdown of -57.27%. Use the drawdown chart below to compare losses from any high point for FIQIX and COIIX.
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Drawdown Indicators
| FIQIX | COIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.61% | -57.27% | +20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -12.74% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -40.36% | +9.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.36% | — |
Current DrawdownCurrent decline from peak | -10.40% | -17.00% | +6.60% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -15.06% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.50% | -0.57% |
Volatility
FIQIX vs. COIIX - Volatility Comparison
Fidelity Advisor International Small Cap Fund Class Z (FIQIX) and Calvert International Opportunities Fund (COIIX) have volatilities of 5.72% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIQIX | COIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.87% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 9.63% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 14.87% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 16.81% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 16.91% | -1.80% |