FZAJX vs. EPDIX
FZAJX (Fidelity Advisor International Growth Fund Class Z) and EPDIX (EuroPac International Dividend Income Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FZAJX returned 10.62%/yr vs 10.11%/yr for EPDIX. A 0.68 correlation means they provide meaningful diversification when combined. FZAJX charges 0.87%/yr vs 1.25%/yr for EPDIX.
Performance
FZAJX vs. EPDIX - Performance Comparison
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Returns By Period
In the year-to-date period, FZAJX achieves a 12.98% return, which is significantly higher than EPDIX's 8.07% return. Both investments have delivered pretty close results over the past 10 years, with FZAJX having a 10.62% annualized return and EPDIX not far behind at 10.11%.
FZAJX
- 1D
- 0.12%
- 1M
- 6.76%
- YTD
- 12.98%
- 6M
- 12.34%
- 1Y
- 21.77%
- 3Y*
- 14.76%
- 5Y*
- 6.58%
- 10Y*
- 10.62%
EPDIX
- 1D
- -0.48%
- 1M
- -3.87%
- YTD
- 8.07%
- 6M
- 7.37%
- 1Y
- 36.11%
- 3Y*
- 22.68%
- 5Y*
- 13.90%
- 10Y*
- 10.11%
FZAJX vs. EPDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZAJX Fidelity Advisor International Growth Fund Class Z | 12.98% | 18.02% | 5.02% | 21.03% | -23.11% | 15.55% | 17.11% | 34.21% | -11.40% | 28.88% |
EPDIX EuroPac International Dividend Income Fund | 8.07% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 15.81% |
Correlation
The correlation between FZAJX and EPDIX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.68 |
The correlation between FZAJX and EPDIX shifts across timeframes, from 0.55 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FZAJX vs. EPDIX — Risk / Return Rank
FZAJX
EPDIX
FZAJX vs. EPDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class Z (FZAJX) and EuroPac International Dividend Income Fund (EPDIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FZAJX | EPDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.36 | -1.69 |
| Martin ratioReturn relative to average drawdown | 6.15 | 11.45 | -5.30 |
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Drawdowns
FZAJX vs. EPDIX - Drawdown Comparison
The maximum FZAJX drawdown since its inception was -34.84%, smaller than the maximum EPDIX drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for FZAJX and EPDIX.
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Drawdown Indicators
| FZAJX | EPDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.84% | -38.23% | +3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -10.92% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -13.01% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -20.98% | -13.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.84% | -32.84% | -2.00% |
Current DrawdownCurrent decline from peak | 0.00% | -7.60% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -10.76% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 3.20% | +0.60% |
Volatility
FZAJX vs. EPDIX - Volatility Comparison
Fidelity Advisor International Growth Fund Class Z (FZAJX) has a higher volatility of 7.13% compared to EuroPac International Dividend Income Fund (EPDIX) at 5.09%. This indicates that FZAJX's price experiences larger fluctuations and is considered to be riskier than EPDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZAJX | EPDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.09% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.99% | 12.37% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 14.47% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 14.11% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 14.92% | +2.99% |
FZAJX vs. EPDIX - Expense Ratio Comparison
FZAJX has a 0.87% expense ratio, which is lower than EPDIX's 1.25% expense ratio.
Dividends
FZAJX vs. EPDIX - Dividend Comparison
FZAJX's dividend yield for the trailing twelve months is around 3.23%, less than EPDIX's 7.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 7.15% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
FZAJX Fidelity Advisor International Growth Fund Class Z | 3.23% | 3.65% | 1.00% | 0.61% | 1.81% | 2.03% | 0.22% | 1.11% | 1.04% | 0.12% | 1.40% | 0.92% |
Frequently Asked Questions
FZAJX and EPDIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FZAJX has higher volatility (7.13%) compared to EPDIX (5.09%). In terms of maximum drawdown, FZAJX dropped -34.84% vs EPDIX's -38.23%.
EPDIX currently has the higher Sharpe Ratio (2.54 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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