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FIVQX vs. DODFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIVQX and DODFX 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. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Value Fund Class I (FIVQX) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIVQX:

1.13

DODFX:

1.00

Sortino Ratio

FIVQX:

1.49

DODFX:

1.31

Omega Ratio

FIVQX:

1.21

DODFX:

1.18

Calmar Ratio

FIVQX:

1.31

DODFX:

1.01

Martin Ratio

FIVQX:

4.18

DODFX:

3.00

Ulcer Index

FIVQX:

4.54%

DODFX:

4.83%

Daily Std Dev

FIVQX:

17.81%

DODFX:

15.73%

Max Drawdown

FIVQX:

-64.97%

DODFX:

-66.85%

Current Drawdown

FIVQX:

-0.40%

DODFX:

-0.57%

Returns By Period

In the year-to-date period, FIVQX achieves a 24.11% return, which is significantly higher than DODFX's 18.48% return. Over the past 10 years, FIVQX has outperformed DODFX with an annualized return of 6.17%, while DODFX has yielded a comparatively lower 5.55% annualized return.


FIVQX

YTD

24.11%

1M

5.48%

6M

19.83%

1Y

20.06%

3Y*

14.39%

5Y*

16.22%

10Y*

6.17%

DODFX

YTD

18.48%

1M

5.84%

6M

14.37%

1Y

15.57%

3Y*

10.68%

5Y*

14.98%

10Y*

5.55%

*Annualized

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FIVQX vs. DODFX - Expense Ratio Comparison

FIVQX has a 1.05% expense ratio, which is higher than DODFX's 0.62% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIVQX vs. DODFX — Risk-Adjusted Performance Rank

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

FIVQX
The Risk-Adjusted Performance Rank of FIVQX is 8080
Overall Rank
The Sharpe Ratio Rank of FIVQX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVQX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FIVQX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FIVQX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FIVQX is 7979
Martin Ratio Rank

DODFX
The Risk-Adjusted Performance Rank of DODFX is 7272
Overall Rank
The Sharpe Ratio Rank of DODFX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DODFX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DODFX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DODFX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DODFX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIVQX vs. DODFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Value Fund Class I (FIVQX) and Dodge & Cox International Stock Fund (DODFX). 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.


The current FIVQX Sharpe Ratio is 1.13, which is comparable to the DODFX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FIVQX and DODFX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIVQX vs. DODFX - Dividend Comparison

FIVQX's dividend yield for the trailing twelve months is around 2.31%, more than DODFX's 1.90% yield.


TTM20242023202220212020201920182017201620152014
FIVQX
Fidelity Advisor International Value Fund Class I
2.31%2.87%2.05%1.87%4.29%1.76%3.46%3.26%1.54%2.61%1.19%3.93%
DODFX
Dodge & Cox International Stock Fund
1.90%2.25%2.29%2.23%2.49%4.21%3.93%2.93%1.93%3.66%2.30%2.37%

Drawdowns

FIVQX vs. DODFX - Drawdown Comparison

The maximum FIVQX drawdown since its inception was -64.97%, roughly equal to the maximum DODFX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for FIVQX and DODFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIVQX vs. DODFX - Volatility Comparison

Fidelity Advisor International Value Fund Class I (FIVQX) and Dodge & Cox International Stock Fund (DODFX) have volatilities of 2.84% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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