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.
FIVQX vs. DODFX
Compare and contrast key facts about Fidelity Advisor International Value Fund Class I (FIVQX) and Dodge & Cox International Stock Fund (DODFX).
FIVQX is managed by Fidelity. It was launched on May 18, 2006. DODFX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVQX or DODFX.
Performance
FIVQX vs. DODFX - Performance Comparison
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Key characteristics
FIVQX:
1.13
DODFX:
1.00
FIVQX:
1.49
DODFX:
1.31
FIVQX:
1.21
DODFX:
1.18
FIVQX:
1.31
DODFX:
1.01
FIVQX:
4.18
DODFX:
3.00
FIVQX:
4.54%
DODFX:
4.83%
FIVQX:
17.81%
DODFX:
15.73%
FIVQX:
-64.97%
DODFX:
-66.85%
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
24.11%
5.48%
19.83%
20.06%
14.39%
16.22%
6.17%
DODFX
18.48%
5.84%
14.37%
15.57%
10.68%
14.98%
5.55%
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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.
Risk-Adjusted Performance
FIVQX vs. DODFX — Risk-Adjusted Performance Rank
FIVQX
DODFX
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.
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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.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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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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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