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FITGX vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITGX and VYM is 0.75, 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.


-0.50.00.51.00.7

Performance

FITGX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Growth Fund Class M (FITGX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.80%
10.30%
FITGX
VYM

Key characteristics

Sharpe Ratio

FITGX:

0.67

VYM:

2.00

Sortino Ratio

FITGX:

1.02

VYM:

2.81

Omega Ratio

FITGX:

1.12

VYM:

1.36

Calmar Ratio

FITGX:

0.80

VYM:

3.62

Martin Ratio

FITGX:

2.46

VYM:

10.42

Ulcer Index

FITGX:

3.71%

VYM:

2.08%

Daily Std Dev

FITGX:

13.71%

VYM:

10.87%

Max Drawdown

FITGX:

-55.82%

VYM:

-56.98%

Current Drawdown

FITGX:

-0.79%

VYM:

0.00%

Returns By Period

In the year-to-date period, FITGX achieves a 8.69% return, which is significantly higher than VYM's 5.85% return. Over the past 10 years, FITGX has underperformed VYM with an annualized return of 6.60%, while VYM has yielded a comparatively higher 10.20% annualized return.


FITGX

YTD

8.69%

1M

4.99%

6M

3.30%

1Y

8.85%

5Y*

5.76%

10Y*

6.60%

VYM

YTD

5.85%

1M

2.56%

6M

10.06%

1Y

21.96%

5Y*

11.12%

10Y*

10.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FITGX vs. VYM - Expense Ratio Comparison

FITGX has a 1.55% expense ratio, which is higher than VYM's 0.06% expense ratio.


FITGX
Fidelity Advisor International Growth Fund Class M
Expense ratio chart for FITGX: current value at 1.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.55%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FITGX vs. VYM — Risk-Adjusted Performance Rank

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

FITGX
The Risk-Adjusted Performance Rank of FITGX is 3535
Overall Rank
The Sharpe Ratio Rank of FITGX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FITGX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FITGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FITGX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FITGX is 3535
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 8282
Overall Rank
The Sharpe Ratio Rank of VYM is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7777
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.

FITGX vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class M (FITGX) and Vanguard High Dividend Yield ETF (VYM). 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.


Sharpe ratio
The chart of Sharpe ratio for FITGX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.672.00
The chart of Sortino ratio for FITGX, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.0012.001.022.81
The chart of Omega ratio for FITGX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.36
The chart of Calmar ratio for FITGX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.803.62
The chart of Martin ratio for FITGX, currently valued at 2.46, compared to the broader market0.0020.0040.0060.0080.002.4610.42
FITGX
VYM

The current FITGX Sharpe Ratio is 0.67, which is lower than the VYM Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FITGX and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.67
2.00
FITGX
VYM

Dividends

FITGX vs. VYM - Dividend Comparison

FITGX has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.59%.


TTM20242023202220212020201920182017201620152014
FITGX
Fidelity Advisor International Growth Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.42%0.27%0.04%0.66%0.25%0.11%
VYM
Vanguard High Dividend Yield ETF
2.59%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

FITGX vs. VYM - Drawdown Comparison

The maximum FITGX drawdown since its inception was -55.82%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FITGX and VYM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.79%
0
FITGX
VYM

Volatility

FITGX vs. VYM - Volatility Comparison

Fidelity Advisor International Growth Fund Class M (FITGX) has a higher volatility of 3.93% compared to Vanguard High Dividend Yield ETF (VYM) at 2.57%. This indicates that FITGX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.93%
2.57%
FITGX
VYM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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