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FTCEX vs. ANDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCEX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class C (FTCEX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

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FTCEX vs. ANDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCEX
Fidelity Advisor Total International Equity Fund Class C
0.87%31.18%5.41%15.12%-17.90%10.01%16.73%26.30%-15.99%29.05%
ANDIX
AQR International Defensive Style Fund
2.17%21.41%2.83%12.06%-14.26%7.59%8.43%18.39%-10.35%22.86%

Returns By Period

In the year-to-date period, FTCEX achieves a 0.87% return, which is significantly lower than ANDIX's 2.17% return. Over the past 10 years, FTCEX has outperformed ANDIX with an annualized return of 8.89%, while ANDIX has yielded a comparatively lower 6.55% annualized return.


FTCEX

1D
3.08%
1M
-7.62%
YTD
0.87%
6M
3.80%
1Y
23.33%
3Y*
14.72%
5Y*
6.64%
10Y*
8.89%

ANDIX

1D
2.42%
1M
-4.73%
YTD
2.17%
6M
4.35%
1Y
15.43%
3Y*
10.19%
5Y*
5.30%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCEX vs. ANDIX - Expense Ratio Comparison

FTCEX has a 2.05% expense ratio, which is higher than ANDIX's 0.55% expense ratio.


Return for Risk

FTCEX vs. ANDIX — Risk / Return Rank

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

FTCEX
FTCEX Risk / Return Rank: 7272
Overall Rank
FTCEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FTCEX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTCEX Omega Ratio Rank: 7272
Omega Ratio Rank
FTCEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTCEX Martin Ratio Rank: 6969
Martin Ratio Rank

ANDIX
ANDIX Risk / Return Rank: 6161
Overall Rank
ANDIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ANDIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ANDIX Omega Ratio Rank: 5858
Omega Ratio Rank
ANDIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
ANDIX Martin Ratio Rank: 5959
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.

FTCEX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class C (FTCEX) and AQR International Defensive Style Fund (ANDIX). 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.


FTCEXANDIXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.22

+0.22

Sortino ratio

Return per unit of downside risk

1.96

1.72

+0.25

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

1.94

1.68

+0.26

Martin ratio

Return relative to average drawdown

7.59

6.23

+1.36

FTCEX vs. ANDIX - Sharpe Ratio Comparison

The current FTCEX Sharpe Ratio is 1.44, which is comparable to the ANDIX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FTCEX and ANDIX, 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


FTCEXANDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.22

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.42

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.50

-0.32

Correlation

The correlation between FTCEX and ANDIX is 0.89, 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

FTCEX vs. ANDIX - Dividend Comparison

FTCEX's dividend yield for the trailing twelve months is around 0.21%, less than ANDIX's 4.64% yield.


TTM20252024202320222021202020192018201720162015
FTCEX
Fidelity Advisor Total International Equity Fund Class C
0.21%0.21%0.24%0.43%0.08%7.34%1.74%0.67%0.00%3.47%0.31%0.00%
ANDIX
AQR International Defensive Style Fund
4.64%4.74%2.29%3.02%2.00%2.53%1.73%2.51%2.40%3.30%1.47%2.09%

Drawdowns

FTCEX vs. ANDIX - Drawdown Comparison

The maximum FTCEX drawdown since its inception was -62.39%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for FTCEX and ANDIX.


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Drawdown Indicators


FTCEXANDIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.39%

-27.59%

-34.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-8.76%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-30.67%

-27.59%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-27.59%

-5.94%

Current Drawdown

Current decline from peak

-9.12%

-6.09%

-3.03%

Average Drawdown

Average peak-to-trough decline

-15.09%

-5.33%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.37%

+0.66%

Volatility

FTCEX vs. ANDIX - Volatility Comparison

Fidelity Advisor Total International Equity Fund Class C (FTCEX) has a higher volatility of 7.90% compared to AQR International Defensive Style Fund (ANDIX) at 5.71%. This indicates that FTCEX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCEXANDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

5.71%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

8.44%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

13.12%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

12.79%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

13.46%

+3.24%