FIVMX vs. PZRIX
Compare and contrast key facts about Fidelity Advisor International Value Fund Class A (FIVMX) and PIMCO RAE Global ex-US Fund (PZRIX).
FIVMX is managed by Fidelity. It was launched on May 18, 2006. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FIVMX vs. PZRIX - Performance Comparison
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FIVMX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVMX Fidelity Advisor International Value Fund Class A | 0.99% | 43.16% | 4.57% | 18.83% | -8.19% | 14.59% | 2.96% | 18.46% | -17.44% | 17.95% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, FIVMX achieves a 0.99% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, FIVMX has underperformed PZRIX with an annualized return of 8.82%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
FIVMX
- 1D
- 2.66%
- 1M
- -5.06%
- YTD
- 0.99%
- 6M
- 6.61%
- 1Y
- 26.95%
- 3Y*
- 19.43%
- 5Y*
- 11.82%
- 10Y*
- 8.82%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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FIVMX vs. PZRIX - Expense Ratio Comparison
FIVMX has a 1.30% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FIVMX vs. PZRIX — Risk / Return Rank
FIVMX
PZRIX
FIVMX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class A (FIVMX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| FIVMX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 2.67 | -1.10 |
Sortino ratioReturn per unit of downside risk | 2.10 | 3.39 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.09 | -0.87 |
Martin ratioReturn relative to average drawdown | 8.88 | 14.29 | -5.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIVMX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.67 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.69 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.59 | -0.38 |
Correlation
The correlation between FIVMX and PZRIX is 0.92, 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. PZRIX - Dividend Comparison
FIVMX's dividend yield for the trailing twelve months is around 2.15%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVMX Fidelity Advisor International Value Fund Class A | 2.15% | 2.17% | 1.95% | 1.81% | 1.63% | 4.10% | 1.47% | 3.18% | 2.92% | 0.15% | 2.30% | 1.09% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
FIVMX vs. PZRIX - Drawdown Comparison
The maximum FIVMX drawdown since its inception was -64.61%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FIVMX and PZRIX.
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Drawdown Indicators
| FIVMX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.61% | -43.53% | -21.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -10.68% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -30.85% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.79% | -43.53% | -0.26% |
Current DrawdownCurrent decline from peak | -6.92% | -5.20% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -17.15% | -9.00% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.45% | +0.46% |
Volatility
FIVMX vs. PZRIX - Volatility Comparison
Fidelity Advisor International Value Fund Class A (FIVMX) has a higher volatility of 7.53% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that FIVMX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIVMX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 5.45% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 8.92% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 14.17% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 15.85% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 17.02% | +0.86% |