FTADX vs. EPDPX

Last updated Aug 1, 2026

FTADX (Fidelity Advisor International Discovery Fund Class M) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, FTADX returned 8.73%/yr vs 9.15%/yr for EPDPX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. FTADX charges 1.57%/yr vs 1.52%/yr for EPDPX.

Performance

FTADX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Discovery Fund Class M (FTADX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTADX achieves a 10.69% return, which is significantly higher than EPDPX's 9.36% return. Both investments have delivered pretty close results over the past 10 years, with FTADX having a 8.73% annualized return and EPDPX not far ahead at 9.15%.

FTADX

• 1D: 3.02%
• 1M: -1.49%
• 6M: 4.00%
• YTD: 10.69%
• 1Y: 21.45%
• 3Y*: 16.06%
• 5Y*: 6.03%
• 10Y*: 8.73%
• ALL TIME*: 6.76%

EPDPX

• 1D: 1.71%
• 1M: 3.48%
• 6M: 0.38%
• YTD: 9.36%
• 1Y: 37.19%
• 3Y*: 21.18%
• 5Y*: 14.31%
• 10Y*: 9.15%
• ALL TIME*: 6.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EPDPX EuroPac International Dividend Income Fund Class A	$0.00	$0.00	$0.00
FTADX Fidelity Advisor International Discovery Fund Class M	$0.00	$0.00	$0.00

FTADX vs. EPDPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTADX Fidelity Advisor International Discovery Fund Class M	10.69%	26.90%	10.36%	13.51%	-25.25%	10.45%	20.71%	26.76%	-17.63%	30.27%
EPDPX EuroPac International Dividend Income Fund Class A	9.36%	61.93%	0.72%	7.46%	1.27%	7.78%	8.83%	13.05%	-11.02%	15.53%

Correlation

The correlation between FTADX and EPDPX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (10Y) Provides a long-term view across more market conditions.	0.71
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014	0.72

The correlation between FTADX and EPDPX shifts across timeframes, from 0.61 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FTADX vs. EPDPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTADX

FTADX Risk / Return Rank: 30
FTADX Sharpe Ratio Rank: 28
FTADX Sortino Ratio Rank: 29
FTADX Omega Ratio Rank: 28
FTADX Calmar Ratio Rank: 31
FTADX Martin Ratio Rank: 34

EPDPX

EPDPX Risk / Return Rank: 86
EPDPX Sharpe Ratio Rank: 94
EPDPX Sortino Ratio Rank: 88
EPDPX Omega Ratio Rank: 87
EPDPX Calmar Ratio Rank: 90
EPDPX Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTADX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Discovery Fund Class M (FTADX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTADX	EPDPX	Difference
Sharpe ratio: Return per unit of total volatility	1.03	2.51	-1.48
Sortino ratio: Return per unit of downside risk	1.53	3.21	-1.68
Omega ratio: Gain probability vs. loss probability	1.19	1.44	-0.25
Calmar ratio: Return relative to maximum drawdown	1.48	3.39	-1.91
Martin ratio: Return relative to average drawdown	5.41	8.57	-3.16

FTADX vs. EPDPX - Sharpe Ratio Comparison

The current FTADX Sharpe Ratio is 1.03, which is lower than the EPDPX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FTADX and EPDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTADX vs. EPDPX - Drawdown Comparison

The maximum FTADX drawdown since its inception was -60.78%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FTADX and EPDPX.

Drawdown Indicators

	FTADX	EPDPX	Difference
Max Drawdown Largest peak-to-trough decline	-60.78%	-39.21%	-21.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	-10.96%	-2.18%
Max Drawdown (3Y) Largest decline over 3 years	-14.67%	-13.15%	-1.52%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-21.06%	-15.86%
Max Drawdown (10Y) Largest decline over 10 years	-36.92%	-33.34%	-3.58%
Current Drawdown Current decline from peak	-3.36%	-6.43%	+3.07%
Average Drawdown Average peak-to-trough decline	-14.37%	-11.15%	-3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	4.33%	-0.74%

Volatility

FTADX vs. EPDPX - Volatility Comparison

Fidelity Advisor International Discovery Fund Class M (FTADX) has a higher volatility of 6.05% compared to EuroPac International Dividend Income Fund Class A (EPDPX) at 3.71%. This indicates that FTADX's price experiences larger fluctuations and is considered to be riskier than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTADX	EPDPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	3.71%	+2.34%
Volatility (6M) Calculated over the trailing 6-month period	16.46%	12.36%	+4.10%
Volatility (1Y) Calculated over the trailing 1-year period	18.97%	14.83%	+4.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	14.12%	+3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.87%	14.83%	+2.04%

FTADX vs. EPDPX - Expense Ratio Comparison

FTADX has a 1.57% expense ratio, which is higher than EPDPX's 1.52% expense ratio.

Dividends

FTADX vs. EPDPX - Dividend Comparison

FTADX's dividend yield for the trailing twelve months is around 5.91%, less than EPDPX's 6.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPDPX EuroPac International Dividend Income Fund Class A	6.03%	6.55%	3.82%	3.08%	2.56%	2.07%	1.70%	2.43%	2.66%	2.69%	2.24%	3.58%
FTADX Fidelity Advisor International Discovery Fund Class M	5.91%	6.55%	2.36%	1.36%	0.00%	10.74%	3.30%	1.74%	3.14%	4.05%	1.16%	0.01%

Frequently Asked Questions

Can I hold both FTADX and EPDPX in my portfolio?

FTADX and EPDPX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTADX or EPDPX?

FTADX has higher volatility (6.05%) compared to EPDPX (3.71%). In terms of maximum drawdown, FTADX dropped -60.78% vs EPDPX's -39.21%.

Which has better risk-adjusted returns?

EPDPX currently has the higher Sharpe Ratio (2.51 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.