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FZAEX vs. VMCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZAEX vs. VMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Focused Emerging Markets Fund Class Z (FZAEX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). The values are adjusted to include any dividend payments, if applicable.

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FZAEX vs. VMCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZAEX
Fidelity Advisor Focused Emerging Markets Fund Class Z
4.43%40.25%9.43%8.60%-19.75%-2.50%30.63%29.94%-17.95%46.69%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
-0.62%11.67%14.68%16.54%-18.70%24.53%18.20%31.04%-9.25%19.30%

Returns By Period

In the year-to-date period, FZAEX achieves a 4.43% return, which is significantly higher than VMCIX's -0.62% return. Both investments have delivered pretty close results over the past 10 years, with FZAEX having a 10.89% annualized return and VMCIX not far behind at 10.67%.


FZAEX

1D
3.46%
1M
-8.80%
YTD
4.43%
6M
9.44%
1Y
36.89%
3Y*
18.90%
5Y*
5.41%
10Y*
10.89%

VMCIX

1D
2.22%
1M
-5.79%
YTD
-0.62%
6M
-1.35%
1Y
12.40%
3Y*
12.61%
5Y*
6.67%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZAEX vs. VMCIX - Expense Ratio Comparison

FZAEX has a 0.90% expense ratio, which is higher than VMCIX's 0.04% expense ratio.


Return for Risk

FZAEX vs. VMCIX — Risk / Return Rank

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

FZAEX
FZAEX Risk / Return Rank: 9090
Overall Rank
FZAEX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FZAEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FZAEX Omega Ratio Rank: 8989
Omega Ratio Rank
FZAEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FZAEX Martin Ratio Rank: 8989
Martin Ratio Rank

VMCIX
VMCIX Risk / Return Rank: 3535
Overall Rank
VMCIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VMCIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VMCIX Omega Ratio Rank: 2929
Omega Ratio Rank
VMCIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VMCIX Martin Ratio Rank: 4848
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.

FZAEX vs. VMCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Focused Emerging Markets Fund Class Z (FZAEX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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.


FZAEXVMCIXDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.73

+1.33

Sortino ratio

Return per unit of downside risk

2.58

1.12

+1.46

Omega ratio

Gain probability vs. loss probability

1.40

1.16

+0.24

Calmar ratio

Return relative to maximum drawdown

2.69

1.06

+1.63

Martin ratio

Return relative to average drawdown

10.21

4.87

+5.35

FZAEX vs. VMCIX - Sharpe Ratio Comparison

The current FZAEX Sharpe Ratio is 2.05, which is higher than the VMCIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FZAEX and VMCIX, 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


FZAEXVMCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.73

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.38

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.47

+0.02

Correlation

The correlation between FZAEX and VMCIX 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

FZAEX vs. VMCIX - Dividend Comparison

FZAEX's dividend yield for the trailing twelve months is around 1.58%, more than VMCIX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
FZAEX
Fidelity Advisor Focused Emerging Markets Fund Class Z
1.58%1.65%1.36%1.69%1.23%5.35%2.23%11.13%0.78%0.10%0.63%0.34%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.51%1.52%1.49%1.51%1.60%1.12%1.45%1.48%1.83%1.36%1.46%1.48%

Drawdowns

FZAEX vs. VMCIX - Drawdown Comparison

The maximum FZAEX drawdown since its inception was -41.73%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for FZAEX and VMCIX.


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Drawdown Indicators


FZAEXVMCIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-58.86%

+17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-12.77%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-40.39%

-27.54%

-12.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.73%

-39.30%

-2.43%

Current Drawdown

Current decline from peak

-10.73%

-6.09%

-4.64%

Average Drawdown

Average peak-to-trough decline

-12.53%

-8.02%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.77%

+0.83%

Volatility

FZAEX vs. VMCIX - Volatility Comparison

Fidelity Advisor Focused Emerging Markets Fund Class Z (FZAEX) has a higher volatility of 9.38% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 4.96%. This indicates that FZAEX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZAEXVMCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

4.96%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

9.67%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

17.68%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

17.66%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.58%

18.91%

-0.33%