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FIVMX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIVMX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Value Fund Class A (FIVMX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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FIVMX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIVMX
Fidelity Advisor International Value Fund Class A
-1.63%43.16%4.57%18.83%-8.19%14.59%2.96%18.46%-17.44%17.95%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, FIVMX achieves a -1.63% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, FIVMX has outperformed IVFIX with an annualized return of 8.54%, while IVFIX has yielded a comparatively lower 7.06% annualized return.


FIVMX

1D
0.80%
1M
-9.27%
YTD
-1.63%
6M
3.84%
1Y
23.87%
3Y*
18.39%
5Y*
11.43%
10Y*
8.54%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIVMX vs. IVFIX - Expense Ratio Comparison

FIVMX has a 1.30% expense ratio, which is higher than IVFIX's 0.86% expense ratio.


Return for Risk

FIVMX vs. IVFIX — Risk / Return Rank

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

FIVMX
FIVMX Risk / Return Rank: 7272
Overall Rank
FIVMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FIVMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FIVMX Omega Ratio Rank: 7070
Omega Ratio Rank
FIVMX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FIVMX Martin Ratio Rank: 7575
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

FIVMX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class A (FIVMX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


FIVMXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.98

-0.66

Sortino ratio

Return per unit of downside risk

1.79

2.58

-0.79

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.73

4.08

-2.35

Martin ratio

Return relative to average drawdown

7.22

17.43

-10.22

FIVMX vs. IVFIX - Sharpe Ratio Comparison

The current FIVMX Sharpe Ratio is 1.31, which is lower than the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FIVMX and IVFIX, 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


FIVMXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.98

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.83

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.21

0.00

Correlation

The correlation between FIVMX and IVFIX is 0.84, 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

FIVMX vs. IVFIX - Dividend Comparison

FIVMX's dividend yield for the trailing twelve months is around 2.20%, less than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
FIVMX
Fidelity Advisor International Value Fund Class A
2.20%2.17%1.95%1.81%1.63%4.10%1.47%3.18%2.92%0.15%2.30%1.09%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

FIVMX vs. IVFIX - Drawdown Comparison

The maximum FIVMX drawdown since its inception was -64.61%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for FIVMX and IVFIX.


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Drawdown Indicators


FIVMXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-51.49%

-13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-8.47%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-21.29%

-6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-43.79%

-33.46%

-10.33%

Current Drawdown

Current decline from peak

-9.33%

-6.58%

-2.75%

Average Drawdown

Average peak-to-trough decline

-17.15%

-11.69%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

1.98%

+0.96%

Volatility

FIVMX vs. IVFIX - Volatility Comparison

Fidelity Advisor International Value Fund Class A (FIVMX) has a higher volatility of 7.06% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that FIVMX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIVMXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

4.54%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

8.10%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

14.63%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

12.96%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

14.74%

+3.12%