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FPBFX vs. VPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPBFX vs. VPADX - Performance Comparison

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

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FPBFX vs. VPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
4.34%33.15%1.24%15.55%-15.24%1.46%16.56%17.57%-13.92%28.62%

Returns By Period

In the year-to-date period, FPBFX achieves a 0.75% return, which is significantly lower than VPADX's 4.34% return. Over the past 10 years, FPBFX has outperformed VPADX with an annualized return of 10.92%, while VPADX has yielded a comparatively lower 8.79% 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%

VPADX

1D
-0.52%
1M
-13.41%
YTD
4.34%
6M
9.93%
1Y
35.06%
3Y*
15.48%
5Y*
6.36%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPBFX vs. VPADX - Expense Ratio Comparison

FPBFX has a 1.04% expense ratio, which is higher than VPADX's 0.10% expense ratio.


Return for Risk

FPBFX vs. VPADX — Risk / Return Rank

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

FPBFX
FPBFX Risk / Return Rank: 8282
Overall Rank
FPBFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FPBFX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPBFX Omega Ratio Rank: 7878
Omega Ratio Rank
FPBFX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FPBFX Martin Ratio Rank: 8484
Martin Ratio Rank

VPADX
VPADX Risk / Return Rank: 8787
Overall Rank
VPADX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VPADX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VPADX Omega Ratio Rank: 8585
Omega Ratio Rank
VPADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VPADX Martin Ratio Rank: 8888
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.

FPBFX vs. VPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Pacific Basin Fund (FPBFX) and Vanguard Pacific Stock Index Fund Admiral Shares (VPADX). 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.


FPBFXVPADXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.81

-0.27

Sortino ratio

Return per unit of downside risk

2.04

2.35

-0.31

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

2.21

2.35

-0.14

Martin ratio

Return relative to average drawdown

8.61

9.57

-0.97

FPBFX vs. VPADX - Sharpe Ratio Comparison

The current FPBFX Sharpe Ratio is 1.54, which is comparable to the VPADX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FPBFX and VPADX, 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


FPBFXVPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.81

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.40

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.55

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.33

+0.09

Correlation

The correlation between FPBFX and VPADX is 0.85, 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

FPBFX vs. VPADX - Dividend Comparison

FPBFX's dividend yield for the trailing twelve months is around 8.13%, more than VPADX's 3.38% yield.


TTM20252024202320222021202020192018201720162015
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%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
3.38%3.99%3.13%3.09%2.73%3.15%1.79%2.83%3.03%2.57%2.65%2.43%

Drawdowns

FPBFX vs. VPADX - Drawdown Comparison

The maximum FPBFX drawdown since its inception was -69.06%, which is greater than VPADX's maximum drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for FPBFX and VPADX.


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Drawdown Indicators


FPBFXVPADXDifference

Max Drawdown

Largest peak-to-trough decline

-69.06%

-55.28%

-13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-13.41%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-31.17%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-33.67%

-6.18%

Current Drawdown

Current decline from peak

-12.25%

-13.41%

+1.16%

Average Drawdown

Average peak-to-trough decline

-17.65%

-11.81%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.29%

+0.21%

Volatility

FPBFX vs. VPADX - Volatility Comparison

Fidelity Pacific Basin Fund (FPBFX) has a higher volatility of 9.35% compared to Vanguard Pacific Stock Index Fund Admiral Shares (VPADX) at 8.78%. This indicates that FPBFX's price experiences larger fluctuations and is considered to be riskier than VPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPBFXVPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

8.78%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

13.69%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.31%

18.81%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

16.00%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

16.06%

+1.40%