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FIVLX vs. FLCCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIVLX vs. FLCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Value Fund (FIVLX) and Fidelity Advisor Large Cap Fund Class C (FLCCX). The values are adjusted to include any dividend payments, if applicable.

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FIVLX vs. FLCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIVLX
Fidelity International Value Fund
1.06%43.67%5.33%19.27%-7.99%14.89%3.36%18.92%-17.17%17.85%
FLCCX
Fidelity Advisor Large Cap Fund Class C
0.00%18.58%25.08%22.21%-8.85%24.54%7.70%30.36%-9.25%16.67%

Returns By Period

Over the past 10 years, FIVLX has underperformed FLCCX with an annualized return of 9.18%, while FLCCX has yielded a comparatively higher 13.59% annualized return.


FIVLX

1D
2.66%
1M
-5.06%
YTD
1.06%
6M
6.77%
1Y
27.34%
3Y*
19.99%
5Y*
12.26%
10Y*
9.18%

FLCCX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.32%
1Y
21.18%
3Y*
19.51%
5Y*
12.65%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIVLX vs. FLCCX - Expense Ratio Comparison

FIVLX has a 1.01% expense ratio, which is lower than FLCCX's 1.57% expense ratio.


Return for Risk

FIVLX vs. FLCCX — Risk / Return Rank

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

FIVLX
FIVLX Risk / Return Rank: 8383
Overall Rank
FIVLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIVLX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FIVLX Omega Ratio Rank: 8080
Omega Ratio Rank
FIVLX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FIVLX Martin Ratio Rank: 8585
Martin Ratio Rank

FLCCX
FLCCX Risk / Return Rank: 6464
Overall Rank
FLCCX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FLCCX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLCCX Omega Ratio Rank: 9191
Omega Ratio Rank
FLCCX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FLCCX Martin Ratio Rank: 3939
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.

FIVLX vs. FLCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Value Fund (FIVLX) and Fidelity Advisor Large Cap Fund Class C (FLCCX). 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.


FIVLXFLCCXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.40

+0.19

Sortino ratio

Return per unit of downside risk

2.13

2.00

+0.12

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratio

Return relative to maximum drawdown

2.27

1.06

+1.21

Martin ratio

Return relative to average drawdown

9.01

4.37

+4.64

FIVLX vs. FLCCX - Sharpe Ratio Comparison

The current FIVLX Sharpe Ratio is 1.59, which is comparable to the FLCCX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FIVLX and FLCCX, 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


FIVLXFLCCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.40

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.78

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.43

-0.21

Correlation

The correlation between FIVLX and FLCCX is 0.79, 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

FIVLX vs. FLCCX - Dividend Comparison

FIVLX's dividend yield for the trailing twelve months is around 2.30%, less than FLCCX's 6.79% yield.


TTM20252024202320222021202020192018201720162015
FIVLX
Fidelity International Value Fund
2.30%2.32%2.90%2.06%1.85%4.35%1.74%3.54%3.33%0.15%2.71%1.44%
FLCCX
Fidelity Advisor Large Cap Fund Class C
6.79%6.79%6.81%3.27%1.77%6.87%5.44%8.90%18.35%7.06%1.65%2.52%

Drawdowns

FIVLX vs. FLCCX - Drawdown Comparison

The maximum FIVLX drawdown since its inception was -65.21%, roughly equal to the maximum FLCCX drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for FIVLX and FLCCX.


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Drawdown Indicators


FIVLXFLCCXDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-65.81%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-12.29%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.49%

-22.04%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-37.63%

-5.80%

Current Drawdown

Current decline from peak

-6.91%

-4.23%

-2.68%

Average Drawdown

Average peak-to-trough decline

-17.19%

-15.53%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.57%

-0.66%

Volatility

FIVLX vs. FLCCX - Volatility Comparison

Fidelity International Value Fund (FIVLX) has a higher volatility of 7.52% compared to Fidelity Advisor Large Cap Fund Class C (FLCCX) at 0.00%. This indicates that FIVLX's price experiences larger fluctuations and is considered to be riskier than FLCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIVLXFLCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

0.00%

+7.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

5.82%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

17.15%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

16.55%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

18.63%

-0.76%