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FZABX vs. BUFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZABX and BUFIX is 0.77, 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.


Performance

FZABX vs. BUFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class Z (FZABX) and Buffalo International Fund (BUFIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FZABX:

0.36

BUFIX:

0.33

Sortino Ratio

FZABX:

0.62

BUFIX:

0.61

Omega Ratio

FZABX:

1.09

BUFIX:

1.08

Calmar Ratio

FZABX:

0.26

BUFIX:

0.33

Martin Ratio

FZABX:

1.14

BUFIX:

1.06

Ulcer Index

FZABX:

6.04%

BUFIX:

5.50%

Daily Std Dev

FZABX:

19.23%

BUFIX:

17.34%

Max Drawdown

FZABX:

-40.96%

BUFIX:

-55.11%

Current Drawdown

FZABX:

-11.81%

BUFIX:

-2.89%

Returns By Period

The year-to-date returns for both stocks are quite close, with FZABX having a 12.64% return and BUFIX slightly lower at 12.24%. Over the past 10 years, FZABX has underperformed BUFIX with an annualized return of 3.91%, while BUFIX has yielded a comparatively higher 6.92% annualized return.


FZABX

YTD

12.64%

1M

9.95%

6M

5.00%

1Y

6.89%

5Y*

7.03%

10Y*

3.91%

BUFIX

YTD

12.24%

1M

8.40%

6M

8.02%

1Y

5.76%

5Y*

10.43%

10Y*

6.92%

*Annualized

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FZABX vs. BUFIX - Expense Ratio Comparison

FZABX has a 0.76% expense ratio, which is lower than BUFIX's 1.03% expense ratio.


Risk-Adjusted Performance

FZABX vs. BUFIX — Risk-Adjusted Performance Rank

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

FZABX
The Risk-Adjusted Performance Rank of FZABX is 4040
Overall Rank
The Sharpe Ratio Rank of FZABX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FZABX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FZABX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FZABX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FZABX is 4040
Martin Ratio Rank

BUFIX
The Risk-Adjusted Performance Rank of BUFIX is 4040
Overall Rank
The Sharpe Ratio Rank of BUFIX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFIX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of BUFIX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of BUFIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BUFIX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FZABX vs. BUFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class Z (FZABX) and Buffalo International Fund (BUFIX). 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.


The current FZABX Sharpe Ratio is 0.36, which is comparable to the BUFIX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FZABX and BUFIX, 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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Dividends

FZABX vs. BUFIX - Dividend Comparison

FZABX's dividend yield for the trailing twelve months is around 5.80%, more than BUFIX's 0.75% yield.


TTM20242023202220212020201920182017201620152014
FZABX
Fidelity Advisor Diversified International Fund Class Z
5.80%6.53%4.41%2.40%10.92%0.15%1.64%5.22%1.45%1.70%1.08%1.67%
BUFIX
Buffalo International Fund
0.75%0.85%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%

Drawdowns

FZABX vs. BUFIX - Drawdown Comparison

The maximum FZABX drawdown since its inception was -40.96%, smaller than the maximum BUFIX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FZABX and BUFIX. For additional features, visit the drawdowns tool.


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Volatility

FZABX vs. BUFIX - Volatility Comparison

The current volatility for Fidelity Advisor Diversified International Fund Class Z (FZABX) is 3.05%, while Buffalo International Fund (BUFIX) has a volatility of 3.45%. This indicates that FZABX experiences smaller price fluctuations and is considered to be less risky than BUFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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