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FTCEX vs. VIHAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTCEX vs. VIHAX - 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 Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTCEX achieves a 11.60% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, FTCEX has underperformed VIHAX with an annualized return of 9.52%, while VIHAX has yielded a comparatively higher 11.25% annualized return.


FTCEX

1D
3.03%
1M
-0.54%
6M
5.05%
YTD
11.60%
1Y
24.53%
3Y*
16.31%
5Y*
8.19%
10Y*
9.52%
ALL TIME*
4.18%

VIHAX

1D
2.01%
1M
4.98%
6M
11.54%
YTD
18.05%
1Y
35.31%
3Y*
21.69%
5Y*
14.15%
10Y*
11.25%
ALL TIME*
11.29%
*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

FTCEX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCEX
Fidelity Advisor Total International Equity Fund Class C
11.60%31.18%5.41%15.12%-17.90%10.01%16.73%26.30%-15.99%29.05%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
18.05%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Correlation

The correlation between FTCEX and VIHAX is 0.87, 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.

0.87

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

0.90

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2016

0.92

The correlation between FTCEX and VIHAX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

FTCEX vs. VIHAX — Risk / Return Rank

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

FTCEX
FTCEX Risk / Return Rank: 4848
Overall Rank
FTCEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FTCEX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FTCEX Omega Ratio Rank: 4848
Omega Ratio Rank
FTCEX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FTCEX Martin Ratio Rank: 5050
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9292
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9393
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.

FTCEX vs. VIHAX - 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 Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


FTCEXVIHAXDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.25

1.52

-0.27

Calmar ratioReturn relative to maximum drawdown

1.95

3.62

-1.67

Martin ratioReturn relative to average drawdown

7.23

13.83

-6.60

FTCEX vs. VIHAX - Sharpe Ratio Comparison

The current FTCEX Sharpe Ratio is 1.37, which is lower than the VIHAX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of FTCEX and VIHAX, 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

FTCEX vs. VIHAX - Drawdown Comparison

The maximum FTCEX drawdown since its inception was -62.39%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FTCEX and VIHAX.


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Drawdown Indicators


FTCEXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.39%

-38.80%

-23.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-9.53%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-12.29%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-30.67%

-23.92%

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-38.80%

+5.27%

Current Drawdown

Current decline from peak

-2.92%

0.00%

-2.92%

Average Drawdown

Average peak-to-trough decline

-14.86%

-5.94%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.49%

+0.69%

Volatility

FTCEX vs. VIHAX - Volatility Comparison

Fidelity Advisor Total International Equity Fund Class C (FTCEX) has a higher volatility of 5.78% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that FTCEX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCEXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

3.47%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

10.27%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

12.15%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

13.77%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

15.55%

+1.23%

FTCEX vs. VIHAX - Expense Ratio Comparison

FTCEX has a 2.05% expense ratio, which is higher than VIHAX's 0.16% expense ratio.


Dividends

FTCEX vs. VIHAX - Dividend Comparison

FTCEX's dividend yield for the trailing twelve months is around 0.19%, less than VIHAX's 3.43% yield.


PositionTTM2025202420232022202120202019201820172016
FTCEX
Fidelity Advisor Total International Equity Fund Class C
0.19%0.21%0.24%0.43%0.08%7.34%1.74%0.67%0.00%3.47%0.31%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.43%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%

Frequently Asked Questions


FTCEX and VIHAX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTCEX has higher volatility (5.78%) compared to VIHAX (3.47%). In terms of maximum drawdown, FTCEX dropped -62.39% vs VIHAX's -38.80%.

VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.37), 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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