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FOPIX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOPIX vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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FOPIX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
-4.85%25.00%4.06%16.88%-28.91%17.64%19.57%29.11%-14.14%34.68%
VWO
Vanguard FTSE Emerging Markets ETF
0.54%25.60%10.59%9.25%-17.98%1.26%15.17%20.75%-14.76%31.49%

Returns By Period

In the year-to-date period, FOPIX achieves a -4.85% return, which is significantly lower than VWO's 0.54% return. Both investments have delivered pretty close results over the past 10 years, with FOPIX having a 7.98% annualized return and VWO not far behind at 7.63%.


FOPIX

1D
-0.19%
1M
-11.00%
YTD
-4.85%
6M
-3.45%
1Y
16.08%
3Y*
10.36%
5Y*
3.98%
10Y*
7.98%

VWO

1D
3.11%
1M
-6.97%
YTD
0.54%
6M
1.72%
1Y
22.75%
3Y*
13.73%
5Y*
3.84%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOPIX vs. VWO - Expense Ratio Comparison

FOPIX has a 1.24% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

FOPIX vs. VWO — Risk / Return Rank

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

FOPIX
FOPIX Risk / Return Rank: 4747
Overall Rank
FOPIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FOPIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FOPIX Omega Ratio Rank: 4545
Omega Ratio Rank
FOPIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FOPIX Martin Ratio Rank: 4040
Martin Ratio Rank

VWO
VWO Risk / Return Rank: 7474
Overall Rank
VWO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWO Omega Ratio Rank: 7474
Omega Ratio Rank
VWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
VWO Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOPIX vs. VWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


FOPIXVWODifference

Sharpe ratio

Return per unit of total volatility

0.98

1.28

-0.30

Sortino ratio

Return per unit of downside risk

1.39

1.81

-0.41

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.20

1.85

-0.65

Martin ratio

Return relative to average drawdown

4.16

7.12

-2.96

FOPIX vs. VWO - Sharpe Ratio Comparison

The current FOPIX Sharpe Ratio is 0.98, which is comparable to the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FOPIX and VWO, 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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Sharpe Ratios by Period


FOPIXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.28

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.22

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.40

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Correlation

The correlation between FOPIX and VWO is 0.72, 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.


Dividends

FOPIX vs. VWO - Dividend Comparison

FOPIX's dividend yield for the trailing twelve months is around 12.22%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
12.22%11.62%6.34%3.73%6.43%8.85%0.00%1.04%2.95%1.31%1.49%0.47%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

FOPIX vs. VWO - Drawdown Comparison

The maximum FOPIX drawdown since its inception was -72.69%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FOPIX and VWO.


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Drawdown Indicators


FOPIXVWODifference

Max Drawdown

Largest peak-to-trough decline

-72.69%

-67.68%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-12.23%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-40.75%

-32.80%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-36.39%

-4.36%

Current Drawdown

Current decline from peak

-11.00%

-8.41%

-2.59%

Average Drawdown

Average peak-to-trough decline

-18.61%

-15.93%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.18%

-0.01%

Volatility

FOPIX vs. VWO - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) is 5.93%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 8.17%. This indicates that FOPIX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOPIXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

8.17%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

12.26%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

17.83%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

17.21%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

19.18%

-3.20%