PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FZABX vs. BUFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FZABXBUFIX
YTD Return12.04%3.69%
1Y Return23.58%15.08%
3Y Return (Ann)-0.38%-2.67%
5Y Return (Ann)7.61%6.71%
10Y Return (Ann)6.78%7.24%
Sharpe Ratio1.601.19
Sortino Ratio2.271.76
Omega Ratio1.291.21
Calmar Ratio1.170.74
Martin Ratio9.475.90
Ulcer Index2.49%2.61%
Daily Std Dev14.73%12.89%
Max Drawdown-35.21%-55.11%
Current Drawdown-3.91%-8.56%

Correlation

-0.50.00.51.00.9

The correlation between FZABX and BUFIX is 0.94, 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

In the year-to-date period, FZABX achieves a 12.04% return, which is significantly higher than BUFIX's 3.69% return. Over the past 10 years, FZABX has underperformed BUFIX with an annualized return of 6.78%, while BUFIX has yielded a comparatively higher 7.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.86%
-0.63%
FZABX
BUFIX

Compare stocks, funds, or ETFs

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


FZABX vs. BUFIX - Expense Ratio Comparison

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


BUFIX
Buffalo International Fund
Expense ratio chart for BUFIX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for FZABX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

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.


FZABX
Sharpe ratio
The chart of Sharpe ratio for FZABX, currently valued at 1.60, compared to the broader market0.002.004.001.60
Sortino ratio
The chart of Sortino ratio for FZABX, currently valued at 2.27, compared to the broader market0.005.0010.002.27
Omega ratio
The chart of Omega ratio for FZABX, currently valued at 1.29, compared to the broader market1.002.003.004.001.29
Calmar ratio
The chart of Calmar ratio for FZABX, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.0025.001.17
Martin ratio
The chart of Martin ratio for FZABX, currently valued at 9.47, compared to the broader market0.0020.0040.0060.0080.00100.009.47
BUFIX
Sharpe ratio
The chart of Sharpe ratio for BUFIX, currently valued at 1.21, compared to the broader market0.002.004.001.21
Sortino ratio
The chart of Sortino ratio for BUFIX, currently valued at 1.79, compared to the broader market0.005.0010.001.79
Omega ratio
The chart of Omega ratio for BUFIX, currently valued at 1.21, compared to the broader market1.002.003.004.001.21
Calmar ratio
The chart of Calmar ratio for BUFIX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.0025.000.76
Martin ratio
The chart of Martin ratio for BUFIX, currently valued at 5.92, compared to the broader market0.0020.0040.0060.0080.00100.005.92

FZABX vs. BUFIX - Sharpe Ratio Comparison

The current FZABX Sharpe Ratio is 1.60, which is higher than the BUFIX Sharpe Ratio of 1.19. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.60
1.21
FZABX
BUFIX

Dividends

FZABX vs. BUFIX - Dividend Comparison

FZABX's dividend yield for the trailing twelve months is around 1.44%, more than BUFIX's 0.57% yield.


TTM20232022202120202019201820172016201520142013
FZABX
Fidelity Advisor Diversified International Fund Class Z
1.44%1.61%0.62%1.45%0.15%1.37%1.43%1.16%1.46%1.08%1.67%3.38%
BUFIX
Buffalo International Fund
0.57%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%0.18%

Drawdowns

FZABX vs. BUFIX - Drawdown Comparison

The maximum FZABX drawdown since its inception was -35.21%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.91%
-8.56%
FZABX
BUFIX

Volatility

FZABX vs. BUFIX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class Z (FZABX) and Buffalo International Fund (BUFIX) have volatilities of 3.57% and 3.41%, 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.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.57%
3.41%
FZABX
BUFIX