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FIQIX vs. MICYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIQIX and MICYX is 0.71, 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.


Performance

FIQIX vs. MICYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class Z (FIQIX) and Victory Trivalent International Fund-Core Equity (MICYX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIQIX:

0.86

MICYX:

0.97

Sortino Ratio

FIQIX:

1.09

MICYX:

1.26

Omega Ratio

FIQIX:

1.15

MICYX:

1.18

Calmar Ratio

FIQIX:

0.82

MICYX:

1.03

Martin Ratio

FIQIX:

2.07

MICYX:

3.77

Ulcer Index

FIQIX:

5.02%

MICYX:

3.78%

Daily Std Dev

FIQIX:

13.69%

MICYX:

16.46%

Max Drawdown

FIQIX:

-36.61%

MICYX:

-64.23%

Current Drawdown

FIQIX:

-0.37%

MICYX:

-0.65%

Returns By Period

In the year-to-date period, FIQIX achieves a 15.12% return, which is significantly lower than MICYX's 15.99% return.


FIQIX

YTD

15.12%

1M

5.36%

6M

13.95%

1Y

11.64%

3Y*

8.68%

5Y*

11.89%

10Y*

N/A

MICYX

YTD

15.99%

1M

5.91%

6M

14.25%

1Y

15.79%

3Y*

11.52%

5Y*

11.36%

10Y*

5.72%

*Annualized

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FIQIX vs. MICYX - Expense Ratio Comparison

FIQIX has a 0.89% expense ratio, which is higher than MICYX's 0.70% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIQIX vs. MICYX — Risk-Adjusted Performance Rank

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

FIQIX
The Risk-Adjusted Performance Rank of FIQIX is 6060
Overall Rank
The Sharpe Ratio Rank of FIQIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FIQIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FIQIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FIQIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FIQIX is 4646
Martin Ratio Rank

MICYX
The Risk-Adjusted Performance Rank of MICYX is 7373
Overall Rank
The Sharpe Ratio Rank of MICYX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MICYX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of MICYX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MICYX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MICYX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIQIX vs. MICYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class Z (FIQIX) and Victory Trivalent International Fund-Core Equity (MICYX). 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.


The current FIQIX Sharpe Ratio is 0.86, which is comparable to the MICYX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FIQIX and MICYX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIQIX vs. MICYX - Dividend Comparison

FIQIX's dividend yield for the trailing twelve months is around 2.37%, less than MICYX's 3.09% yield.


TTM20242023202220212020201920182017201620152014
FIQIX
Fidelity Advisor International Small Cap Fund Class Z
2.37%2.73%1.99%0.83%7.39%0.93%2.47%6.33%0.00%0.00%0.00%0.00%
MICYX
Victory Trivalent International Fund-Core Equity
3.09%3.58%3.75%2.63%3.67%1.45%1.13%4.38%6.90%2.20%1.92%1.35%

Drawdowns

FIQIX vs. MICYX - Drawdown Comparison

The maximum FIQIX drawdown since its inception was -36.61%, smaller than the maximum MICYX drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for FIQIX and MICYX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIQIX vs. MICYX - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class Z (FIQIX) is 2.34%, while Victory Trivalent International Fund-Core Equity (MICYX) has a volatility of 2.53%. This indicates that FIQIX experiences smaller price fluctuations and is considered to be less risky than MICYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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