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FIXIX vs. FZAHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIXIX and FZAHX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FIXIX vs. FZAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class I (FIXIX) and Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIXIX:

0.85

FZAHX:

0.56

Sortino Ratio

FIXIX:

1.08

FZAHX:

0.96

Omega Ratio

FIXIX:

1.15

FZAHX:

1.13

Calmar Ratio

FIXIX:

0.81

FZAHX:

0.61

Martin Ratio

FIXIX:

2.04

FZAHX:

1.88

Ulcer Index

FIXIX:

5.04%

FZAHX:

8.61%

Daily Std Dev

FIXIX:

13.68%

FZAHX:

28.27%

Max Drawdown

FIXIX:

-58.82%

FZAHX:

-44.45%

Current Drawdown

FIXIX:

-0.37%

FZAHX:

-7.35%

Returns By Period

In the year-to-date period, FIXIX achieves a 15.06% return, which is significantly higher than FZAHX's -0.15% return. Over the past 10 years, FIXIX has underperformed FZAHX with an annualized return of 7.21%, while FZAHX has yielded a comparatively higher 17.85% annualized return.


FIXIX

YTD

15.06%

1M

5.35%

6M

13.86%

1Y

11.48%

3Y*

8.54%

5Y*

11.75%

10Y*

7.21%

FZAHX

YTD

-0.15%

1M

11.15%

6M

0.71%

1Y

15.77%

3Y*

20.01%

5Y*

16.25%

10Y*

17.85%

*Annualized

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FIXIX vs. FZAHX - Expense Ratio Comparison

FIXIX has a 1.02% expense ratio, which is higher than FZAHX's 0.67% expense ratio.


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

Risk-Adjusted Performance

FIXIX vs. FZAHX — Risk-Adjusted Performance Rank

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

FIXIX
The Risk-Adjusted Performance Rank of FIXIX is 6060
Overall Rank
The Sharpe Ratio Rank of FIXIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FIXIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FIXIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FIXIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FIXIX is 4545
Martin Ratio Rank

FZAHX
The Risk-Adjusted Performance Rank of FZAHX is 4747
Overall Rank
The Sharpe Ratio Rank of FZAHX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAHX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FZAHX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FZAHX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FZAHX is 4242
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.

FIXIX vs. FZAHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class I (FIXIX) and Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX). 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 FIXIX Sharpe Ratio is 0.85, which is higher than the FZAHX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FIXIX and FZAHX, 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

FIXIX vs. FZAHX - Dividend Comparison

FIXIX's dividend yield for the trailing twelve months is around 2.25%, while FZAHX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIXIX
Fidelity Advisor International Small Cap Fund Class I
2.25%2.59%1.88%0.68%7.25%0.81%2.32%6.13%3.46%2.81%4.16%16.20%
FZAHX
Fidelity Advisor Growth Opportunities Fund Class Z
0.00%0.00%0.00%0.00%9.45%5.15%3.74%11.00%7.57%14.42%10.52%0.00%

Drawdowns

FIXIX vs. FZAHX - Drawdown Comparison

The maximum FIXIX drawdown since its inception was -58.82%, which is greater than FZAHX's maximum drawdown of -44.45%. Use the drawdown chart below to compare losses from any high point for FIXIX and FZAHX.


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

Volatility

FIXIX vs. FZAHX - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class I (FIXIX) is 2.32%, while Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) has a volatility of 5.78%. This indicates that FIXIX experiences smaller price fluctuations and is considered to be less risky than FZAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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