PortfoliosLab logo
FPBFX vs. VDADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPBFX and VDADX is 0.61, 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.


-0.50.00.51.00.6

Performance

FPBFX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Pacific Basin Fund (FPBFX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-3.59%
7.13%
FPBFX
VDADX

Key characteristics

Sharpe Ratio

FPBFX:

0.19

VDADX:

1.63

Sortino Ratio

FPBFX:

0.39

VDADX:

2.32

Omega Ratio

FPBFX:

1.05

VDADX:

1.29

Calmar Ratio

FPBFX:

0.09

VDADX:

3.28

Martin Ratio

FPBFX:

0.72

VDADX:

9.75

Ulcer Index

FPBFX:

4.84%

VDADX:

1.68%

Daily Std Dev

FPBFX:

18.14%

VDADX:

10.12%

Max Drawdown

FPBFX:

-68.30%

VDADX:

-31.70%

Current Drawdown

FPBFX:

-35.02%

VDADX:

-4.25%

Returns By Period

In the year-to-date period, FPBFX achieves a 3.38% return, which is significantly lower than VDADX's 16.52% return. Over the past 10 years, FPBFX has underperformed VDADX with an annualized return of 2.94%, while VDADX has yielded a comparatively higher 11.37% annualized return.


FPBFX

YTD

3.38%

1M

-8.58%

6M

-0.62%

1Y

3.38%

5Y*

-1.67%

10Y*

2.94%

VDADX

YTD

16.52%

1M

-4.25%

6M

7.95%

1Y

16.52%

5Y*

11.44%

10Y*

11.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FPBFX vs. VDADX - Expense Ratio Comparison

FPBFX has a 1.04% expense ratio, which is higher than VDADX's 0.08% expense ratio.


Expense ratio chart for FPBFX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FPBFX vs. VDADX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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 FPBFX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.000.191.63
The chart of Sortino ratio for FPBFX, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.000.392.32
The chart of Omega ratio for FPBFX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.29
The chart of Calmar ratio for FPBFX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.0012.000.093.28
The chart of Martin ratio for FPBFX, currently valued at 0.72, compared to the broader market0.0010.0020.0030.0040.0050.000.729.75
FPBFX
VDADX

The current FPBFX Sharpe Ratio is 0.19, which is lower than the VDADX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FPBFX and VDADX, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
0.19
1.63
FPBFX
VDADX

Dividends

FPBFX vs. VDADX - Dividend Comparison

FPBFX has not paid dividends to shareholders, while VDADX's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
FPBFX
Fidelity Pacific Basin Fund
0.00%0.84%0.00%3.04%0.22%0.75%0.74%0.65%0.65%6.36%7.55%15.42%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.26%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%0.00%

Drawdowns

FPBFX vs. VDADX - Drawdown Comparison

The maximum FPBFX drawdown since its inception was -68.30%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for FPBFX and VDADX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-35.02%
-4.25%
FPBFX
VDADX

Volatility

FPBFX vs. VDADX - Volatility Comparison

Fidelity Pacific Basin Fund (FPBFX) has a higher volatility of 7.81% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 3.57%. This indicates that FPBFX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember
7.81%
3.57%
FPBFX
VDADX