FPBFX vs. REPX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Pacific Basin Fund (FPBFX) and Riley Exploration Permian, Inc. (REPX).

FPBFX is managed by Fidelity. It was launched on Oct 1, 1986.

Performance

FPBFX vs. REPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Pacific Basin Fund (FPBFX) and Riley Exploration Permian, Inc. (REPX). The values are adjusted to include any dividend payments, if applicable.

FPBFX vs. REPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FPBFX Fidelity Pacific Basin Fund	0.75%	37.15%	9.26%	14.07%	-23.71%	2.28%	32.92%	32.21%	-18.08%	40.06%
REPX Riley Exploration Permian, Inc.	40.10%	-12.73%	23.84%	-3.86%	60.15%	34.52%	153.01%	-48.41%	18.74%	14.29%

Returns By Period

In the year-to-date period, FPBFX achieves a 0.75% return, which is significantly lower than REPX's 40.10% return. Over the past 10 years, FPBFX has outperformed REPX with an annualized return of 10.92%, while REPX has yielded a comparatively lower 10.00% annualized return.

FPBFX

• 1D: -0.86%
• 1M: -11.66%
• YTD: 0.75%
• 6M: 1.76%
• 1Y: 34.14%
• 3Y*: 16.13%
• 5Y*: 5.76%
• 10Y*: 10.92%

REPX

• 1D: -0.71%
• 1M: 26.39%
• YTD: 40.10%
• 6M: 38.43%
• 1Y: 32.40%
• 3Y*: 3.69%
• 5Y*: 9.99%
• 10Y*: 10.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FPBFX vs. REPX — Risk / Return Rank

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

FPBFX

FPBFX Risk / Return Rank: 82
FPBFX Sharpe Ratio Rank: 83
FPBFX Sortino Ratio Rank: 81
FPBFX Omega Ratio Rank: 78
FPBFX Calmar Ratio Rank: 86
FPBFX Martin Ratio Rank: 84

REPX

REPX Risk / Return Rank: 66
REPX Sharpe Ratio Rank: 66
REPX Sortino Ratio Rank: 62
REPX Omega Ratio Rank: 60
REPX Calmar Ratio Rank: 70
REPX Martin Ratio Rank: 70

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.

FPBFX vs. REPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) and Riley Exploration Permian, Inc. (REPX). 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.

	FPBFX	REPX	Difference
Sharpe ratio Return per unit of total volatility	1.54	0.70	+0.84
Sortino ratio Return per unit of downside risk	2.04	1.24	+0.80
Omega ratio Gain probability vs. loss probability	1.30	1.16	+0.14
Calmar ratio Return relative to maximum drawdown	2.21	1.38	+0.83
Martin ratio Return relative to average drawdown	8.61	3.45	+5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FPBFX vs. REPX - Sharpe Ratio Comparison

The current FPBFX Sharpe Ratio is 1.54, which is higher than the REPX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FPBFX and REPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FPBFX	REPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	0.70	+0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.16	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.09	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	-0.10	+0.51

Correlation

The correlation between FPBFX and REPX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FPBFX vs. REPX - Dividend Comparison

FPBFX's dividend yield for the trailing twelve months is around 8.13%, more than REPX's 4.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FPBFX Fidelity Pacific Basin Fund	8.13%	8.19%	5.99%	5.36%	8.76%	14.97%	4.45%	0.75%	10.88%	4.36%	2.38%	3.61%
REPX Riley Exploration Permian, Inc.	4.28%	5.83%	4.57%	5.07%	4.32%	4.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FPBFX vs. REPX - Drawdown Comparison

The maximum FPBFX drawdown since its inception was -69.06%, smaller than the maximum REPX drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for FPBFX and REPX.

Drawdown Indicators

	FPBFX	REPX	Difference
Max Drawdown Largest peak-to-trough decline	-69.06%	-99.74%	+30.68%
Max Drawdown (1Y) Largest decline over 1 year	-13.21%	-24.07%	+10.86%
Max Drawdown (5Y) Largest decline over 5 years	-37.97%	-68.56%	+30.59%
Max Drawdown (10Y) Largest decline over 10 years	-39.85%	-74.00%	+34.15%
Current Drawdown Current decline from peak	-12.25%	-97.41%	+85.16%
Average Drawdown Average peak-to-trough decline	-17.65%	-88.43%	+70.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	9.63%	-6.13%

Volatility

FPBFX vs. REPX - Volatility Comparison

The current volatility for Fidelity Pacific Basin Fund (FPBFX) is 9.35%, while Riley Exploration Permian, Inc. (REPX) has a volatility of 11.40%. This indicates that FPBFX experiences smaller price fluctuations and is considered to be less risky than REPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FPBFX	REPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.35%	11.40%	-2.05%
Volatility (6M) Calculated over the trailing 6-month period	15.63%	26.56%	-10.93%
Volatility (1Y) Calculated over the trailing 1-year period	21.31%	46.44%	-25.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.72%	63.97%	-45.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.46%	114.60%	-97.14%