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FPKFX vs. FZABX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPKFX and FZABX is 0.80, 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.


Performance

FPKFX vs. FZABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Puritan K6 Fund (FPKFX) and Fidelity Advisor Diversified International Fund Class Z (FZABX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FPKFX:

0.53

FZABX:

0.33

Sortino Ratio

FPKFX:

0.78

FZABX:

0.64

Omega Ratio

FPKFX:

1.11

FZABX:

1.09

Calmar Ratio

FPKFX:

0.48

FZABX:

0.27

Martin Ratio

FPKFX:

1.67

FZABX:

1.18

Ulcer Index

FPKFX:

4.38%

FZABX:

6.04%

Daily Std Dev

FPKFX:

14.51%

FZABX:

19.27%

Max Drawdown

FPKFX:

-24.46%

FZABX:

-40.96%

Current Drawdown

FPKFX:

-5.65%

FZABX:

-12.15%

Returns By Period

In the year-to-date period, FPKFX achieves a -1.86% return, which is significantly lower than FZABX's 12.21% return.


FPKFX

YTD

-1.86%

1M

6.58%

6M

-2.84%

1Y

7.57%

5Y*

11.54%

10Y*

N/A

FZABX

YTD

12.21%

1M

9.53%

6M

2.81%

1Y

6.24%

5Y*

6.77%

10Y*

3.87%

*Annualized

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FPKFX vs. FZABX - Expense Ratio Comparison

FPKFX has a 0.32% expense ratio, which is lower than FZABX's 0.76% expense ratio.


Risk-Adjusted Performance

FPKFX vs. FZABX — Risk-Adjusted Performance Rank

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

FPKFX
The Risk-Adjusted Performance Rank of FPKFX is 5151
Overall Rank
The Sharpe Ratio Rank of FPKFX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FPKFX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FPKFX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FPKFX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FPKFX is 5050
Martin Ratio Rank

FZABX
The Risk-Adjusted Performance Rank of FZABX is 4040
Overall Rank
The Sharpe Ratio Rank of FZABX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FZABX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FZABX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FZABX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FZABX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPKFX vs. FZABX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan K6 Fund (FPKFX) and Fidelity Advisor Diversified International Fund Class Z (FZABX). 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 current FPKFX Sharpe Ratio is 0.53, which is higher than the FZABX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FPKFX and FZABX, 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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Dividends

FPKFX vs. FZABX - Dividend Comparison

FPKFX's dividend yield for the trailing twelve months is around 1.81%, which matches FZABX's 1.80% yield.


TTM20242023202220212020201920182017201620152014
FPKFX
Fidelity Puritan K6 Fund
1.81%1.94%1.67%1.62%1.11%1.04%0.63%0.00%0.00%0.00%0.00%0.00%
FZABX
Fidelity Advisor Diversified International Fund Class Z
1.80%2.02%1.61%0.62%1.45%0.15%1.37%1.43%1.16%1.46%1.08%1.67%

Drawdowns

FPKFX vs. FZABX - Drawdown Comparison

The maximum FPKFX drawdown since its inception was -24.46%, smaller than the maximum FZABX drawdown of -40.96%. Use the drawdown chart below to compare losses from any high point for FPKFX and FZABX. For additional features, visit the drawdowns tool.


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Volatility

FPKFX vs. FZABX - Volatility Comparison

Fidelity Puritan K6 Fund (FPKFX) and Fidelity Advisor Diversified International Fund Class Z (FZABX) have volatilities of 3.82% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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