PortfoliosLab logoPortfoliosLab logo
FTCNX vs. TBGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCNX vs. TBGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class M (FTCNX) and Tweedy, Browne International Value Fund (TBGVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTCNX vs. TBGVX - 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%12.87%
TBGVX
Tweedy, Browne International Value Fund
3.44%23.86%2.47%12.48%-7.52%15.62%-1.00%14.64%-6.72%15.03%

Returns By Period

In the year-to-date period, FTCNX achieves a 2.46% return, which is significantly lower than TBGVX's 3.44% return. Over the past 10 years, FTCNX has outperformed TBGVX with an annualized return of 9.84%, while TBGVX has yielded a comparatively lower 7.70% annualized 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%

TBGVX

1D
1.78%
1M
-6.84%
YTD
3.44%
6M
7.64%
1Y
19.21%
3Y*
11.46%
5Y*
7.94%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTCNX vs. TBGVX - Expense Ratio Comparison

Both FTCNX and TBGVX have an expense ratio of 1.40%.


Return for Risk

FTCNX vs. TBGVX — 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

TBGVX
TBGVX Risk / Return Rank: 7777
Overall Rank
TBGVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TBGVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TBGVX Omega Ratio Rank: 8282
Omega Ratio Rank
TBGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TBGVX Martin Ratio Rank: 6767
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. TBGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class M (FTCNX) and Tweedy, Browne International Value Fund (TBGVX). 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.


FTCNXTBGVXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.58

+0.08

Sortino ratio

Return per unit of downside risk

2.30

2.13

+0.17

Omega ratio

Gain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratio

Return relative to maximum drawdown

2.62

1.74

+0.88

Martin ratio

Return relative to average drawdown

11.53

6.58

+4.95

FTCNX vs. TBGVX - Sharpe Ratio Comparison

The current FTCNX Sharpe Ratio is 1.67, which is comparable to the TBGVX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FTCNX and TBGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTCNXTBGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.58

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.72

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.61

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.73

-0.47

Correlation

The correlation between FTCNX and TBGVX is 0.63, 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. TBGVX - Dividend Comparison

FTCNX's dividend yield for the trailing twelve months is around 5.01%, less than TBGVX's 11.71% 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%
TBGVX
Tweedy, Browne International Value Fund
11.71%12.11%9.95%4.55%5.68%8.89%0.94%1.88%6.74%1.10%3.16%4.94%

Drawdowns

FTCNX vs. TBGVX - Drawdown Comparison

The maximum FTCNX drawdown since its inception was -58.27%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for FTCNX and TBGVX.


Loading graphics...

Drawdown Indicators


FTCNXTBGVXDifference

Max Drawdown

Largest peak-to-trough decline

-58.27%

-50.97%

-7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-9.56%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-17.71%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.92%

-31.18%

-8.74%

Current Drawdown

Current decline from peak

-5.50%

-7.46%

+1.96%

Average Drawdown

Average peak-to-trough decline

-12.48%

-6.09%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.66%

-0.36%

Volatility

FTCNX vs. TBGVX - Volatility Comparison

Fidelity Advisor Canada Fund Class M (FTCNX) has a higher volatility of 4.98% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that FTCNX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTCNXTBGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.70%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

7.39%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

12.36%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

11.03%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

12.64%

+4.85%