FITIX vs. FADIX
FITIX (Fidelity Advisor Mid Cap II Fund Class M) and FADIX (Fidelity Advisor Diversified International Fund Class M) are both mutual funds - FITIX is a Mid Cap Blend Equities fund managed by Fidelity, while FADIX is a Foreign Large Cap Equities fund managed by Fidelity. Over the past 10 years, FITIX returned 12.45%/yr vs 9.06%/yr for FADIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FITIX charges 1.25%/yr vs 1.41%/yr for FADIX.
Performance
FITIX vs. FADIX - Performance Comparison
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Returns By Period
In the year-to-date period, FITIX achieves a 21.28% return, which is significantly higher than FADIX's 11.84% return. Over the past 10 years, FITIX has outperformed FADIX with an annualized return of 12.45%, while FADIX has yielded a comparatively lower 9.06% annualized return.
FITIX
- 1D
- 1.79%
- 1M
- -2.84%
- 6M
- 15.55%
- YTD
- 21.28%
- 1Y
- 33.58%
- 3Y*
- 19.14%
- 5Y*
- 11.70%
- 10Y*
- 12.45%
- ALL TIME*
- 10.81%
FADIX
- 1D
- 3.57%
- 1M
- -0.78%
- 6M
- 6.27%
- YTD
- 11.84%
- 1Y
- 23.41%
- 3Y*
- 15.01%
- 5Y*
- 6.67%
- 10Y*
- 9.06%
- ALL TIME*
- 7.22%
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 |
FITIX vs. FADIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITIX Fidelity Advisor Mid Cap II Fund Class M | 21.28% | 11.29% | 22.41% | 14.40% | -15.22% | 24.61% | 18.05% | 23.04% | -15.37% | 19.97% |
FADIX Fidelity Advisor Diversified International Fund Class M | 11.84% | 26.92% | 5.88% | 16.84% | -24.11% | 12.38% | 18.98% | 29.08% | -15.79% | 25.69% |
Correlation
The correlation between FITIX and FADIX is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2004 | 0.79 |
The correlation between FITIX and FADIX has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
FITIX vs. FADIX — Risk / Return Rank
FITIX
FADIX
FITIX vs. FADIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mid Cap II Fund Class M (FITIX) and Fidelity Advisor Diversified International Fund Class M (FADIX). 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.
| FITIX | FADIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 1.70 | +1.42 |
| Martin ratioReturn relative to average drawdown | 11.35 | 6.40 | +4.95 |
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Drawdowns
FITIX vs. FADIX - Drawdown Comparison
The maximum FITIX drawdown since its inception was -53.22%, smaller than the maximum FADIX drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for FITIX and FADIX.
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Drawdown Indicators
| FITIX | FADIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.22% | -61.45% | +8.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -12.58% | +2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -14.68% | -9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -35.59% | +10.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -35.59% | -7.00% |
Current DrawdownCurrent decline from peak | -5.45% | -2.59% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -13.83% | +5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.34% | -0.62% |
Volatility
FITIX vs. FADIX - Volatility Comparison
The current volatility for Fidelity Advisor Mid Cap II Fund Class M (FITIX) is 4.60%, while Fidelity Advisor Diversified International Fund Class M (FADIX) has a volatility of 6.16%. This indicates that FITIX experiences smaller price fluctuations and is considered to be less risky than FADIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITIX | FADIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 6.16% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 16.58% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.18% | 18.82% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 17.55% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 17.00% | +4.10% |
FITIX vs. FADIX - Expense Ratio Comparison
FITIX has a 1.25% expense ratio, which is lower than FADIX's 1.41% expense ratio.
Dividends
FITIX vs. FADIX - Dividend Comparison
FITIX's dividend yield for the trailing twelve months is around 6.13%, less than FADIX's 12.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADIX Fidelity Advisor Diversified International Fund Class M | 12.43% | 13.91% | 6.06% | 3.87% | 1.83% | 10.52% | 0.00% | 1.12% | 4.44% | 0.30% | 0.93% | 0.36% |
FITIX Fidelity Advisor Mid Cap II Fund Class M | 6.13% | 10.82% | 11.68% | 2.52% | 5.82% | 19.35% | 1.01% | 3.07% | 10.58% | 7.57% | 9.20% | 4.84% |
Frequently Asked Questions
FITIX and FADIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FADIX has higher volatility (6.16%) compared to FITIX (4.60%). In terms of maximum drawdown, FITIX dropped -53.22% vs FADIX's -61.45%.
FITIX currently has the higher Sharpe Ratio (1.70 vs 1.14), 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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