FTAEX vs. GTMIX
Compare and contrast key facts about Fidelity Advisor Total International Equity Fund Class A (FTAEX) and GMO Tax-Managed International Equities Fund (GTMIX).
FTAEX is managed by Fidelity. It was launched on Nov 1, 2007. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
FTAEX vs. GTMIX - Performance Comparison
Loading graphics...
FTAEX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, FTAEX achieves a 1.08% return, which is significantly lower than GTMIX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with FTAEX having a 9.71% annualized return and GTMIX not far ahead at 9.87%.
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%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTAEX vs. GTMIX - Expense Ratio Comparison
FTAEX has a 1.30% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
FTAEX vs. GTMIX — Risk / Return Rank
FTAEX
GTMIX
FTAEX vs. GTMIX - 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 GMO Tax-Managed International Equities Fund (GTMIX). 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.
| FTAEX | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.67 | -1.17 |
Sortino ratioReturn per unit of downside risk | 2.03 | 3.40 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.52 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.54 | -1.52 |
Martin ratioReturn relative to average drawdown | 7.89 | 16.76 | -8.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTAEX | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.67 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.40 | -0.18 |
Correlation
The correlation between FTAEX and GTMIX is 0.93, 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. GTMIX - Dividend Comparison
FTAEX's dividend yield for the trailing twelve months is around 0.78%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
FTAEX vs. GTMIX - Drawdown Comparison
The maximum FTAEX drawdown since its inception was -62.01%, which is greater than GTMIX's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for FTAEX and GTMIX.
Loading graphics...
Drawdown Indicators
| FTAEX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.01% | -58.31% | -3.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.24% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -28.81% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.40% | -40.32% | +6.92% |
Current DrawdownCurrent decline from peak | -9.12% | -4.51% | -4.61% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -12.75% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.38% | +0.65% |
Volatility
FTAEX vs. GTMIX - Volatility Comparison
Fidelity Advisor Total International Equity Fund Class A (FTAEX) has a higher volatility of 7.85% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that FTAEX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTAEX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 5.97% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 9.56% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 15.56% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 14.91% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.06% | +0.68% |