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

Correlation

The correlation between FIXIX and VXUS is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FIXIX vs. VXUS - 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 Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
152.74%
96.13%
FIXIX
VXUS

Key characteristics

Sharpe Ratio

FIXIX:

0.62

VXUS:

0.69

Sortino Ratio

FIXIX:

0.91

VXUS:

1.09

Omega Ratio

FIXIX:

1.13

VXUS:

1.15

Calmar Ratio

FIXIX:

0.67

VXUS:

0.87

Martin Ratio

FIXIX:

1.68

VXUS:

2.74

Ulcer Index

FIXIX:

5.05%

VXUS:

4.29%

Daily Std Dev

FIXIX:

13.74%

VXUS:

16.97%

Max Drawdown

FIXIX:

-58.65%

VXUS:

-35.97%

Current Drawdown

FIXIX:

-1.54%

VXUS:

-1.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIXIX having a 7.98% return and VXUS slightly lower at 7.75%. Over the past 10 years, FIXIX has outperformed VXUS with an annualized return of 5.27%, while VXUS has yielded a comparatively lower 4.76% annualized return.


FIXIX

YTD

7.98%

1M

0.73%

6M

4.27%

1Y

7.36%

5Y*

11.23%

10Y*

5.27%

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

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FIXIX vs. VXUS - Expense Ratio Comparison

FIXIX has a 1.02% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Expense ratio chart for FIXIX: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIXIX: 1.02%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

FIXIX vs. VXUS — 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 6363
Overall Rank
The Sharpe Ratio Rank of FIXIX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIXIX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FIXIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FIXIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FIXIX is 5353
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
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. VXUS - 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 Vanguard Total International Stock ETF (VXUS). 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 chart of Sharpe ratio for FIXIX, currently valued at 0.62, compared to the broader market-1.000.001.002.003.00
FIXIX: 0.62
VXUS: 0.69
The chart of Sortino ratio for FIXIX, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
FIXIX: 0.91
VXUS: 1.09
The chart of Omega ratio for FIXIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FIXIX: 1.13
VXUS: 1.15
The chart of Calmar ratio for FIXIX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.00
FIXIX: 0.67
VXUS: 0.87
The chart of Martin ratio for FIXIX, currently valued at 1.68, compared to the broader market0.0010.0020.0030.0040.0050.00
FIXIX: 1.68
VXUS: 2.74

The current FIXIX Sharpe Ratio is 0.62, which is comparable to the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FIXIX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.62
0.69
FIXIX
VXUS

Dividends

FIXIX vs. VXUS - Dividend Comparison

FIXIX's dividend yield for the trailing twelve months is around 2.40%, less than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
FIXIX
Fidelity Advisor International Small Cap Fund Class I
2.40%2.59%1.88%0.68%2.57%0.81%1.83%1.93%1.01%1.58%5.55%16.58%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

FIXIX vs. VXUS - Drawdown Comparison

The maximum FIXIX drawdown since its inception was -58.65%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FIXIX and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.54%
-1.49%
FIXIX
VXUS

Volatility

FIXIX vs. VXUS - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class I (FIXIX) is 8.54%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.27%. This indicates that FIXIX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.54%
11.27%
FIXIX
VXUS