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FITGX vs. GQJPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITGX vs. GQJPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class M (FITGX) and GQG Partners International Quality Dividend Income Fund (GQJPX). The values are adjusted to include any dividend payments, if applicable.

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FITGX vs. GQJPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FITGX
Fidelity Advisor International Growth Fund Class M
-2.29%17.28%4.72%20.18%-23.61%5.32%
GQJPX
GQG Partners International Quality Dividend Income Fund
4.71%24.88%7.39%18.06%-10.50%1.05%

Returns By Period

In the year-to-date period, FITGX achieves a -2.29% return, which is significantly lower than GQJPX's 4.71% return.


FITGX

1D
3.86%
1M
-8.76%
YTD
-2.29%
6M
-2.28%
1Y
11.97%
3Y*
9.38%
5Y*
4.37%
10Y*
8.19%

GQJPX

1D
0.81%
1M
-4.74%
YTD
4.71%
6M
9.45%
1Y
17.72%
3Y*
17.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FITGX vs. GQJPX - Expense Ratio Comparison

FITGX has a 1.55% expense ratio, which is higher than GQJPX's 0.91% expense ratio.


Return for Risk

FITGX vs. GQJPX — Risk / Return Rank

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

FITGX
FITGX Risk / Return Rank: 2323
Overall Rank
FITGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FITGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FITGX Omega Ratio Rank: 2020
Omega Ratio Rank
FITGX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FITGX Martin Ratio Rank: 2626
Martin Ratio Rank

GQJPX
GQJPX Risk / Return Rank: 7373
Overall Rank
GQJPX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GQJPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GQJPX Omega Ratio Rank: 7575
Omega Ratio Rank
GQJPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GQJPX Martin Ratio Rank: 6868
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.

FITGX vs. GQJPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class M (FITGX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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.


FITGXGQJPXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.48

-0.83

Sortino ratio

Return per unit of downside risk

1.04

1.92

-0.88

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

0.85

1.84

-0.99

Martin ratio

Return relative to average drawdown

3.31

6.99

-3.68

FITGX vs. GQJPX - Sharpe Ratio Comparison

The current FITGX Sharpe Ratio is 0.65, which is lower than the GQJPX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of FITGX and GQJPX, 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


FITGXGQJPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.48

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.69

-0.44

Correlation

The correlation between FITGX and GQJPX is 0.68, 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

FITGX vs. GQJPX - Dividend Comparison

FITGX's dividend yield for the trailing twelve months is around 3.05%, which matches GQJPX's 3.07% yield.


TTM20252024202320222021202020192018201720162015
FITGX
Fidelity Advisor International Growth Fund Class M
3.05%2.98%0.74%0.00%1.47%1.52%0.00%0.42%0.27%0.12%0.66%0.16%
GQJPX
GQG Partners International Quality Dividend Income Fund
3.07%3.22%3.35%4.50%5.59%1.75%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FITGX vs. GQJPX - Drawdown Comparison

The maximum FITGX drawdown since its inception was -56.26%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for FITGX and GQJPX.


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Drawdown Indicators


FITGXGQJPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-21.83%

-34.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-8.78%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.26%

Current Drawdown

Current decline from peak

-10.66%

-6.53%

-4.13%

Average Drawdown

Average peak-to-trough decline

-10.89%

-5.58%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.49%

+1.11%

Volatility

FITGX vs. GQJPX - Volatility Comparison

Fidelity Advisor International Growth Fund Class M (FITGX) has a higher volatility of 9.09% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that FITGX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FITGXGQJPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

5.33%

+3.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

8.03%

+5.16%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

12.39%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

13.05%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

13.05%

+4.50%