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FTAEX vs. FIGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTAEX vs. FIGSX - 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 Series International Growth Fund (FIGSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTAEX achieves a 12.10% return, which is significantly higher than FIGSX's 8.01% return. Both investments have delivered pretty close results over the past 10 years, with FTAEX having a 10.33% annualized return and FIGSX not far behind at 10.10%.


FTAEX

1D
3.03%
1M
-0.48%
6M
5.44%
YTD
12.10%
1Y
25.46%
3Y*
17.18%
5Y*
9.00%
10Y*
10.33%
ALL TIME*
4.88%

FIGSX

1D
3.82%
1M
-2.55%
6M
2.43%
YTD
8.01%
1Y
15.72%
3Y*
12.52%
5Y*
5.66%
10Y*
10.10%
ALL TIME*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FTAEX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTAEX
Fidelity Advisor Total International Equity Fund Class A
12.10%32.14%6.13%16.06%-17.29%10.83%17.73%27.22%-15.40%30.10%
FIGSX
Fidelity Series International Growth Fund
8.01%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Correlation

The correlation between FTAEX and FIGSX is 0.95, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.95

The correlation between FTAEX and FIGSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

FTAEX vs. FIGSX — Risk / Return Rank

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

FTAEX
FTAEX Risk / Return Rank: 5252
Overall Rank
FTAEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FTAEX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FTAEX Omega Ratio Rank: 5252
Omega Ratio Rank
FTAEX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FTAEX Martin Ratio Rank: 5353
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2222
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2121
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2626
Martin Ratio Rank
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.

FTAEX vs. FIGSX - 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 Series International Growth Fund (FIGSX). 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.


FTAEXFIGSXDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.13

Calmar ratioReturn relative to maximum drawdown

2.03

1.04

+0.98

Martin ratioReturn relative to average drawdown

7.54

3.57

+3.97

FTAEX vs. FIGSX - Sharpe Ratio Comparison

The current FTAEX Sharpe Ratio is 1.42, which is higher than the FIGSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FTAEX and FIGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTAEX vs. FIGSX - Drawdown Comparison

The maximum FTAEX drawdown since its inception was -62.01%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FTAEX and FIGSX.


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Drawdown Indicators


FTAEXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.01%

-34.47%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-13.89%

+2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

-16.29%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-34.47%

+4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-33.40%

-34.47%

+1.07%

Current Drawdown

Current decline from peak

-2.85%

-4.75%

+1.90%

Average Drawdown

Average peak-to-trough decline

-13.52%

-6.43%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

4.04%

-0.86%

Volatility

FTAEX vs. FIGSX - Volatility Comparison

The current volatility for Fidelity Advisor Total International Equity Fund Class A (FTAEX) is 5.80%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 6.92%. This indicates that FTAEX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTAEXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

6.92%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

18.37%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

20.68%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

18.57%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

17.91%

-1.10%

FTAEX vs. FIGSX - Expense Ratio Comparison

FTAEX has a 1.30% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Dividends

FTAEX vs. FIGSX - Dividend Comparison

FTAEX's dividend yield for the trailing twelve months is around 0.70%, less than FIGSX's 8.03% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGSX
Fidelity Series International Growth Fund
8.03%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%
FTAEX
Fidelity Advisor Total International Equity Fund Class A
0.70%0.79%1.12%1.08%0.89%8.40%2.27%1.43%0.65%4.07%1.12%0.80%

Frequently Asked Questions


With a correlation of 0.95, FTAEX and FIGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FIGSX has higher volatility (6.92%) compared to FTAEX (5.80%). In terms of maximum drawdown, FTAEX dropped -62.01% vs FIGSX's -34.47%.

FTAEX currently has the higher Sharpe Ratio (1.42 vs 0.70), 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.

Portfolio Optimizer

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