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FTCNX vs. GSINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCNX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class M (FTCNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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FTCNX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTCNX
Fidelity Advisor Canada Fund Class M
2.46%25.18%8.57%14.02%-6.70%26.10%3.82%25.08%-14.85%12.20%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.74%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Returns By Period

In the year-to-date period, FTCNX achieves a 2.46% return, which is significantly lower than GSINX's 4.74% return.


FTCNX

1D
2.33%
1M
-5.50%
YTD
2.46%
6M
7.45%
1Y
24.76%
3Y*
14.96%
5Y*
10.86%
10Y*
9.84%

GSINX

1D
0.95%
1M
-3.93%
YTD
4.74%
6M
8.15%
1Y
16.49%
3Y*
17.62%
5Y*
10.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCNX vs. GSINX - Expense Ratio Comparison

FTCNX has a 1.40% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Return for Risk

FTCNX vs. GSINX — Risk / Return Rank

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

FTCNX
FTCNX Risk / Return Rank: 8484
Overall Rank
FTCNX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTCNX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTCNX Omega Ratio Rank: 7878
Omega Ratio Rank
FTCNX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTCNX Martin Ratio Rank: 9191
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 7474
Overall Rank
GSINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7373
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
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.

FTCNX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class M (FTCNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


FTCNXGSINXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.36

+0.30

Sortino ratio

Return per unit of downside risk

2.30

1.80

+0.50

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

2.62

1.87

+0.74

Martin ratio

Return relative to average drawdown

11.53

7.54

+3.99

FTCNX vs. GSINX - Sharpe Ratio Comparison

The current FTCNX Sharpe Ratio is 1.67, which is comparable to the GSINX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FTCNX and GSINX, 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


FTCNXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.36

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.72

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.81

-0.55

Correlation

The correlation between FTCNX and GSINX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTCNX vs. GSINX - Dividend Comparison

FTCNX's dividend yield for the trailing twelve months is around 5.01%, more than GSINX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
FTCNX
Fidelity Advisor Canada Fund Class M
5.01%5.13%6.90%2.83%3.47%4.58%1.99%3.89%6.55%0.90%1.08%0.15%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.80%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Drawdowns

FTCNX vs. GSINX - Drawdown Comparison

The maximum FTCNX drawdown since its inception was -58.27%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for FTCNX and GSINX.


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Drawdown Indicators


FTCNXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-58.27%

-28.80%

-29.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-8.74%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-25.46%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-39.92%

Current Drawdown

Current decline from peak

-5.50%

-5.22%

-0.28%

Average Drawdown

Average peak-to-trough decline

-12.48%

-4.88%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.17%

+0.13%

Volatility

FTCNX vs. GSINX - Volatility Comparison

Fidelity Advisor Canada Fund Class M (FTCNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX) have volatilities of 4.98% and 4.86%, 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


FTCNXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.86%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

7.41%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

12.49%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

14.44%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

15.77%

+1.72%