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FIQPX vs. VPKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQPX vs. VPKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Asia Fund Class Z (FIQPX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). The values are adjusted to include any dividend payments, if applicable.

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FIQPX vs. VPKIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQPX
Fidelity Advisor Emerging Asia Fund Class Z
3.73%37.22%21.13%13.98%-30.50%-14.73%73.23%31.17%0.71%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
7.41%33.12%1.29%15.58%-15.20%1.47%16.54%17.61%-7.77%

Returns By Period

In the year-to-date period, FIQPX achieves a 3.73% return, which is significantly lower than VPKIX's 7.41% return.


FIQPX

1D
2.76%
1M
-9.31%
YTD
3.73%
6M
4.21%
1Y
36.92%
3Y*
22.09%
5Y*
2.61%
10Y*

VPKIX

1D
2.91%
1M
-9.84%
YTD
7.41%
6M
12.97%
1Y
38.88%
3Y*
16.61%
5Y*
6.83%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIQPX vs. VPKIX - Expense Ratio Comparison

FIQPX has a 0.81% expense ratio, which is higher than VPKIX's 0.08% expense ratio.


Return for Risk

FIQPX vs. VPKIX — Risk / Return Rank

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

FIQPX
FIQPX Risk / Return Rank: 8787
Overall Rank
FIQPX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FIQPX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FIQPX Omega Ratio Rank: 8484
Omega Ratio Rank
FIQPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FIQPX Martin Ratio Rank: 8686
Martin Ratio Rank

VPKIX
VPKIX Risk / Return Rank: 9191
Overall Rank
VPKIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VPKIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VPKIX Omega Ratio Rank: 8888
Omega Ratio Rank
VPKIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VPKIX Martin Ratio Rank: 9292
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.

FIQPX vs. VPKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Asia Fund Class Z (FIQPX) and Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX). 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.


FIQPXVPKIXDifference

Sharpe ratio

Return per unit of total volatility

1.88

2.07

-0.19

Sortino ratio

Return per unit of downside risk

2.44

2.65

-0.20

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

2.74

2.81

-0.07

Martin ratio

Return relative to average drawdown

9.79

11.39

-1.61

FIQPX vs. VPKIX - Sharpe Ratio Comparison

The current FIQPX Sharpe Ratio is 1.88, which is comparable to the VPKIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FIQPX and VPKIX, 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


FIQPXVPKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.07

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.43

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.24

+0.38

Correlation

The correlation between FIQPX and VPKIX 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.


Dividends

FIQPX vs. VPKIX - Dividend Comparison

FIQPX has not paid dividends to shareholders, while VPKIX's dividend yield for the trailing twelve months is around 3.30%.


TTM20252024202320222021202020192018201720162015
FIQPX
Fidelity Advisor Emerging Asia Fund Class Z
0.00%0.00%0.00%0.00%0.01%12.82%6.63%5.47%6.97%0.00%0.00%0.00%
VPKIX
Vanguard Pacific Stock Index Fund Institutional Shares
3.30%4.00%3.15%3.11%2.74%3.17%1.81%2.85%3.05%2.60%2.67%2.45%

Drawdowns

FIQPX vs. VPKIX - Drawdown Comparison

The maximum FIQPX drawdown since its inception was -57.62%, roughly equal to the maximum VPKIX drawdown of -55.26%. Use the drawdown chart below to compare losses from any high point for FIQPX and VPKIX.


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Drawdown Indicators


FIQPXVPKIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.62%

-55.26%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-13.40%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-53.21%

-31.12%

-22.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.62%

Current Drawdown

Current decline from peak

-11.13%

-10.89%

-0.24%

Average Drawdown

Average peak-to-trough decline

-22.55%

-15.52%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.31%

+0.48%

Volatility

FIQPX vs. VPKIX - Volatility Comparison

Fidelity Advisor Emerging Asia Fund Class Z (FIQPX) has a higher volatility of 10.19% compared to Vanguard Pacific Stock Index Fund Institutional Shares (VPKIX) at 9.46%. This indicates that FIQPX's price experiences larger fluctuations and is considered to be riskier than VPKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIQPXVPKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

9.46%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

13.98%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

19.04%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

16.07%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

16.09%

+6.78%