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FZABX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZABX vs. FIGSX - Performance Comparison

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

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FZABX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZABX
Fidelity Advisor Diversified International Fund Class Z
-3.85%27.71%6.59%17.56%-23.58%13.11%19.79%29.99%-15.23%25.59%
FIGSX
Fidelity Series International Growth Fund
-5.60%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, FZABX achieves a -3.85% return, which is significantly higher than FIGSX's -5.60% return. Over the past 10 years, FZABX has underperformed FIGSX with an annualized return of 8.31%, while FIGSX has yielded a comparatively higher 9.19% annualized return.


FZABX

1D
0.18%
1M
-11.99%
YTD
-3.85%
6M
0.29%
1Y
16.80%
3Y*
12.23%
5Y*
5.84%
10Y*
8.31%

FIGSX

1D
-0.44%
1M
-13.35%
YTD
-5.60%
6M
-5.08%
1Y
9.99%
3Y*
9.41%
5Y*
5.27%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZABX vs. FIGSX - Expense Ratio Comparison

FZABX has a 0.76% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

FZABX vs. FIGSX — Risk / Return Rank

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

FZABX
FZABX Risk / Return Rank: 4040
Overall Rank
FZABX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FZABX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FZABX Omega Ratio Rank: 3636
Omega Ratio Rank
FZABX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FZABX Martin Ratio Rank: 4343
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 2020
Overall Rank
FIGSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 1919
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 2222
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.

FZABX vs. FIGSX - Risk-Adjusted Trends Comparison

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


FZABXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.50

+0.33

Sortino ratio

Return per unit of downside risk

1.22

0.82

+0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

1.11

0.58

+0.53

Martin ratio

Return relative to average drawdown

4.42

2.33

+2.09

FZABX vs. FIGSX - Sharpe Ratio Comparison

The current FZABX Sharpe Ratio is 0.83, which is higher than the FIGSX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FZABX and FIGSX, 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


FZABXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.50

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.30

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.47

-0.01

Correlation

The correlation between FZABX and FIGSX is 0.96, 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.


Dividends

FZABX vs. FIGSX - Dividend Comparison

FZABX's dividend yield for the trailing twelve months is around 14.62%, more than FIGSX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
FZABX
Fidelity Advisor Diversified International Fund Class Z
14.62%14.06%6.53%4.41%2.40%10.92%0.15%1.64%5.22%0.29%1.70%1.08%
FIGSX
Fidelity Series International Growth Fund
9.19%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

FZABX vs. FIGSX - Drawdown Comparison

The maximum FZABX drawdown since its inception was -35.21%, roughly equal to the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FZABX and FIGSX.


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Drawdown Indicators


FZABXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-34.47%

-0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-13.89%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

-34.47%

-0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-34.47%

-0.74%

Current Drawdown

Current decline from peak

-12.39%

-13.89%

+1.50%

Average Drawdown

Average peak-to-trough decline

-7.64%

-6.49%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.48%

-0.33%

Volatility

FZABX vs. FIGSX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class Z (FZABX) and Fidelity Series International Growth Fund (FIGSX) have volatilities of 8.12% and 8.00%, 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


FZABXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

8.00%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

12.68%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

18.90%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

17.53%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

17.50%

-0.63%