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FOPIX vs. YASLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOPIX vs. YASLX - 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 AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

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FOPIX vs. YASLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
-2.24%25.00%4.06%16.88%-28.91%17.64%19.57%29.11%-14.14%34.68%
YASLX
AMG Yacktman Special Opportunities Fund
9.59%6.27%11.23%3.65%-13.59%24.45%12.82%17.07%-10.15%34.85%

Returns By Period

In the year-to-date period, FOPIX achieves a -2.24% return, which is significantly lower than YASLX's 9.59% return. Over the past 10 years, FOPIX has underperformed YASLX with an annualized return of 8.27%, while YASLX has yielded a comparatively higher 10.88% annualized return.


FOPIX

1D
2.74%
1M
-6.93%
YTD
-2.24%
6M
-0.64%
1Y
18.49%
3Y*
11.36%
5Y*
4.18%
10Y*
8.27%

YASLX

1D
1.89%
1M
-2.78%
YTD
9.59%
6M
4.21%
1Y
16.11%
3Y*
10.42%
5Y*
4.82%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOPIX vs. YASLX - Expense Ratio Comparison

FOPIX has a 1.24% expense ratio, which is lower than YASLX's 1.86% expense ratio.


Return for Risk

FOPIX vs. YASLX — Risk / Return Rank

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

FOPIX
FOPIX Risk / Return Rank: 6161
Overall Rank
FOPIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FOPIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FOPIX Omega Ratio Rank: 6161
Omega Ratio Rank
FOPIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FOPIX Martin Ratio Rank: 5050
Martin Ratio Rank

YASLX
YASLX Risk / Return Rank: 5858
Overall Rank
YASLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 6262
Sortino Ratio Rank
YASLX Omega Ratio Rank: 6666
Omega Ratio Rank
YASLX Calmar Ratio Rank: 6060
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
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. YASLX - 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 AMG Yacktman Special Opportunities Fund (YASLX). 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.


FOPIXYASLXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.36

-0.06

Sortino ratio

Return per unit of downside risk

1.81

1.75

+0.06

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.60

1.64

-0.04

Martin ratio

Return relative to average drawdown

5.50

4.40

+1.10

FOPIX vs. YASLX - Sharpe Ratio Comparison

The current FOPIX Sharpe Ratio is 1.29, which is comparable to the YASLX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FOPIX and YASLX, 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


FOPIXYASLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.36

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.30

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.73

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.23

Correlation

The correlation between FOPIX and YASLX is 0.64, 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.


Dividends

FOPIX vs. YASLX - Dividend Comparison

FOPIX's dividend yield for the trailing twelve months is around 11.89%, while YASLX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
11.89%11.62%6.34%3.73%6.43%8.85%0.00%1.04%2.95%1.31%1.49%0.47%
YASLX
AMG Yacktman Special Opportunities Fund
0.00%0.00%15.82%8.97%0.94%3.85%2.62%12.95%9.89%4.86%3.28%4.59%

Drawdowns

FOPIX vs. YASLX - Drawdown Comparison

The maximum FOPIX drawdown since its inception was -72.69%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for FOPIX and YASLX.


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Drawdown Indicators


FOPIXYASLXDifference

Max Drawdown

Largest peak-to-trough decline

-72.69%

-38.91%

-33.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-10.18%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-40.75%

-27.74%

-13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-38.91%

-1.84%

Current Drawdown

Current decline from peak

-8.56%

-3.10%

-5.46%

Average Drawdown

Average peak-to-trough decline

-18.61%

-8.33%

-10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.79%

-0.60%

Volatility

FOPIX vs. YASLX - Volatility Comparison

Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) has a higher volatility of 6.62% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 3.81%. This indicates that FOPIX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOPIXYASLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

3.81%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

8.82%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

13.09%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

16.34%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

15.01%

+0.99%