FIVQX vs. ^GSPC
Compare and contrast key facts about Fidelity Advisor International Value Fund Class I (FIVQX) and S&P 500 (^GSPC).
FIVQX is managed by Fidelity. It was launched on May 18, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVQX or ^GSPC.
Correlation
The correlation between FIVQX and ^GSPC is 0.77, 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.
Performance
FIVQX vs. ^GSPC - Performance Comparison
Key characteristics
FIVQX:
1.02
^GSPC:
1.62
FIVQX:
1.42
^GSPC:
2.20
FIVQX:
1.18
^GSPC:
1.30
FIVQX:
1.35
^GSPC:
2.46
FIVQX:
3.33
^GSPC:
10.01
FIVQX:
4.11%
^GSPC:
2.08%
FIVQX:
13.49%
^GSPC:
12.88%
FIVQX:
-64.43%
^GSPC:
-56.78%
FIVQX:
-1.88%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, FIVQX achieves a 8.63% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, FIVQX has underperformed ^GSPC with an annualized return of 4.94%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
FIVQX
8.63%
4.58%
0.49%
12.21%
8.93%
4.94%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
FIVQX vs. ^GSPC — Risk-Adjusted Performance Rank
FIVQX
^GSPC
FIVQX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class I (FIVQX) and S&P 500 (^GSPC). 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.
Drawdowns
FIVQX vs. ^GSPC - Drawdown Comparison
The maximum FIVQX drawdown since its inception was -64.43%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FIVQX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FIVQX vs. ^GSPC - Volatility Comparison
Fidelity Advisor International Value Fund Class I (FIVQX) has a higher volatility of 3.79% compared to S&P 500 (^GSPC) at 3.43%. This indicates that FIVQX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.