FIQOX vs. YFSIX
FIQOX (Fidelity Advisor Worldwide Fund Class Z) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, FIQOX returned 13.84%/yr vs 9.02%/yr for YFSIX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. FIQOX charges 0.90%/yr vs 0.95%/yr for YFSIX.
Performance
FIQOX vs. YFSIX - Performance Comparison
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Returns By Period
In the year-to-date period, FIQOX achieves a 14.67% return, which is significantly lower than YFSIX's 24.97% return.
FIQOX
- 1D
- 2.10%
- 1M
- -4.10%
- 6M
- 10.78%
- YTD
- 14.67%
- 1Y
- 24.62%
- 3Y*
- 26.41%
- 5Y*
- 13.84%
- 10Y*
- —
- ALL TIME*
- 16.38%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
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 |
FIQOX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 14.67% | 16.27% | 46.05% | 25.10% | -25.64% | 18.58% | 31.08% | 29.13% | -10.40% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | -1.50% |
Correlation
The correlation between FIQOX and YFSIX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.69 |
The correlation between FIQOX and YFSIX shifts across timeframes, from 0.53 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FIQOX vs. YFSIX — Risk / Return Rank
FIQOX
YFSIX
FIQOX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class Z (FIQOX) and AMG Yacktman Global Fund (YFSIX). 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.
| FIQOX | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.41 | +0.49 |
| Martin ratioReturn relative to average drawdown | 6.93 | 4.10 | +2.83 |
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Drawdowns
FIQOX vs. YFSIX - Drawdown Comparison
The maximum FIQOX drawdown since its inception was -33.64%, roughly equal to the maximum YFSIX drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FIQOX and YFSIX.
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Drawdown Indicators
| FIQOX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -35.10% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -14.20% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -22.59% | -14.20% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -33.64% | -25.14% | -8.50% |
Current DrawdownCurrent decline from peak | -7.70% | -2.55% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -4.89% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.86% | -1.64% |
Volatility
FIQOX vs. YFSIX - Volatility Comparison
Fidelity Advisor Worldwide Fund Class Z (FIQOX) and AMG Yacktman Global Fund (YFSIX) have volatilities of 5.67% and 5.69%, 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
| FIQOX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 5.69% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 15.90% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 22.66% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 15.78% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 16.36% | +4.92% |
FIQOX vs. YFSIX - Expense Ratio Comparison
FIQOX has a 0.90% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
FIQOX vs. YFSIX - Dividend Comparison
FIQOX's dividend yield for the trailing twelve months is around 10.12%, while YFSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FIQOX Fidelity Advisor Worldwide Fund Class Z | 10.12% | 11.60% | 26.02% | 1.10% | 6.51% | 12.99% | 8.23% | 5.09% | 9.32% | 0.00% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% |
Frequently Asked Questions
FIQOX and YFSIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to FIQOX (5.67%). In terms of maximum drawdown, FIQOX dropped -33.64% vs YFSIX's -35.10%.
FIQOX currently has the higher Sharpe Ratio (1.13 vs 0.88), 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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