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FTAEX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTAEX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FTAEX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAEX
Fidelity Advisor Total International Equity Fund Class A
1.08%32.14%6.13%16.06%-17.29%10.83%17.73%27.22%-15.40%30.10%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FTAEX achieves a 1.08% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FTAEX has underperformed FBGRX with an annualized return of 9.71%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FTAEX

1D
3.08%
1M
-7.56%
YTD
1.08%
6M
4.19%
1Y
24.26%
3Y*
15.57%
5Y*
7.44%
10Y*
9.71%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTAEX vs. FBGRX - Expense Ratio Comparison

FTAEX has a 1.30% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FTAEX vs. FBGRX — Risk / Return Rank

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

FTAEX
FTAEX Risk / Return Rank: 7676
Overall Rank
FTAEX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FTAEX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FTAEX Omega Ratio Rank: 7575
Omega Ratio Rank
FTAEX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTAEX Martin Ratio Rank: 7373
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FTAEX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FTAEXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.13

+0.37

Sortino ratio

Return per unit of downside risk

2.03

1.73

+0.31

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratio

Return relative to maximum drawdown

2.02

2.00

+0.02

Martin ratio

Return relative to average drawdown

7.89

7.92

-0.02

FTAEX vs. FBGRX - Sharpe Ratio Comparison

The current FTAEX Sharpe Ratio is 1.50, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FTAEX and FBGRX, 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


FTAEXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.13

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.47

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.81

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.65

-0.43

Correlation

The correlation between FTAEX and FBGRX is 0.76, 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

FTAEX vs. FBGRX - Dividend Comparison

FTAEX's dividend yield for the trailing twelve months is around 0.78%, less than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FTAEX
Fidelity Advisor Total International Equity Fund Class A
0.78%0.79%1.12%1.08%0.89%8.40%2.27%1.43%0.65%4.07%1.12%0.80%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FTAEX vs. FBGRX - Drawdown Comparison

The maximum FTAEX drawdown since its inception was -62.01%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FTAEX and FBGRX.


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Drawdown Indicators


FTAEXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-62.01%

-58.64%

-3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-13.89%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-43.08%

+12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.40%

-43.08%

+9.68%

Current Drawdown

Current decline from peak

-9.12%

-8.68%

-0.44%

Average Drawdown

Average peak-to-trough decline

-13.72%

-12.58%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.51%

-0.48%

Volatility

FTAEX vs. FBGRX - Volatility Comparison

Fidelity Advisor Total International Equity Fund Class A (FTAEX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 7.85% and 7.83%, 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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Volatility by Period


FTAEXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.85%

7.83%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

14.08%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

24.98%

-8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

24.93%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

23.63%

-6.89%