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

Correlation

The correlation between FZABX and VIGI is 0.93, 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.


-0.50.00.51.00.9

Performance

FZABX vs. VIGI - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-6.68%
0.18%
FZABX
VIGI

Key characteristics

Sharpe Ratio

FZABX:

0.07

VIGI:

0.32

Sortino Ratio

FZABX:

0.19

VIGI:

0.52

Omega Ratio

FZABX:

1.02

VIGI:

1.06

Calmar Ratio

FZABX:

0.07

VIGI:

0.37

Martin Ratio

FZABX:

0.26

VIGI:

1.08

Ulcer Index

FZABX:

3.95%

VIGI:

3.40%

Daily Std Dev

FZABX:

14.92%

VIGI:

11.50%

Max Drawdown

FZABX:

-35.21%

VIGI:

-31.01%

Current Drawdown

FZABX:

-13.08%

VIGI:

-8.93%

Returns By Period

In the year-to-date period, FZABX achieves a 1.35% return, which is significantly lower than VIGI's 3.63% return.


FZABX

YTD

1.35%

1M

-6.98%

6M

-6.61%

1Y

1.35%

5Y*

4.23%

10Y*

5.78%

VIGI

YTD

3.63%

1M

-1.92%

6M

0.07%

1Y

3.66%

5Y*

5.22%

10Y*

N/A

*Annualized

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. VIGI - Expense Ratio Comparison

FZABX has a 0.76% expense ratio, which is higher than VIGI's 0.15% expense ratio.


FZABX
Fidelity Advisor Diversified International Fund Class Z
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%
Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FZABX vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class Z (FZABX) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


Sharpe ratio
The chart of Sharpe ratio for FZABX, currently valued at 0.07, compared to the broader market-1.000.001.002.003.000.070.32
The chart of Sortino ratio for FZABX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.000.190.52
The chart of Omega ratio for FZABX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.06
The chart of Calmar ratio for FZABX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.000.070.37
The chart of Martin ratio for FZABX, currently valued at 0.26, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.261.08
FZABX
VIGI

The current FZABX Sharpe Ratio is 0.07, which is lower than the VIGI Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FZABX and VIGI, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.07
0.32
FZABX
VIGI

Dividends

FZABX vs. VIGI - Dividend Comparison

FZABX has not paid dividends to shareholders, while VIGI's dividend yield for the trailing twelve months is around 1.91%.


TTM20232022202120202019201820172016201520142013
FZABX
Fidelity Advisor Diversified International Fund Class Z
0.00%1.61%0.62%1.45%0.15%1.37%1.43%1.16%1.46%1.08%1.67%3.38%
VIGI
Vanguard International Dividend Appreciation ETF
1.91%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%

Drawdowns

FZABX vs. VIGI - Drawdown Comparison

The maximum FZABX drawdown since its inception was -35.21%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FZABX and VIGI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-13.08%
-8.93%
FZABX
VIGI

Volatility

FZABX vs. VIGI - Volatility Comparison

Fidelity Advisor Diversified International Fund Class Z (FZABX) has a higher volatility of 7.32% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.54%. This indicates that FZABX's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember
7.32%
3.54%
FZABX
VIGI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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