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FZAJX vs. FIDZX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZAJX and FIDZX 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.


-0.50.00.51.01.0

Performance

FZAJX vs. FIDZX - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
1.52%
2.17%
FZAJX
FIDZX

Key characteristics

Sharpe Ratio

FZAJX:

0.54

FIDZX:

0.70

Sortino Ratio

FZAJX:

0.85

FIDZX:

1.06

Omega Ratio

FZAJX:

1.10

FIDZX:

1.13

Calmar Ratio

FZAJX:

0.76

FIDZX:

1.03

Martin Ratio

FZAJX:

2.04

FIDZX:

2.75

Ulcer Index

FZAJX:

3.66%

FIDZX:

3.61%

Daily Std Dev

FZAJX:

13.80%

FIDZX:

14.14%

Max Drawdown

FZAJX:

-35.84%

FIDZX:

-39.59%

Current Drawdown

FZAJX:

-2.80%

FIDZX:

-2.75%

Returns By Period

In the year-to-date period, FZAJX achieves a 6.59% return, which is significantly higher than FIDZX's 6.00% return.


FZAJX

YTD

6.59%

1M

-0.70%

6M

1.52%

1Y

5.70%

5Y*

7.27%

10Y*

7.11%

FIDZX

YTD

6.00%

1M

0.33%

6M

2.17%

1Y

7.64%

5Y*

7.84%

10Y*

N/A

*Annualized

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FZAJX vs. FIDZX - Expense Ratio Comparison

FZAJX has a 0.87% expense ratio, which is higher than FIDZX's 0.85% expense ratio.


Expense ratio chart for FZAJX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for FIDZX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

FZAJX vs. FIDZX — Risk-Adjusted Performance Rank

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

FZAJX
The Risk-Adjusted Performance Rank of FZAJX is 3434
Overall Rank
The Sharpe Ratio Rank of FZAJX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAJX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FZAJX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FZAJX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FZAJX is 3333
Martin Ratio Rank

FIDZX
The Risk-Adjusted Performance Rank of FIDZX is 4343
Overall Rank
The Sharpe Ratio Rank of FIDZX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDZX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FIDZX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FIDZX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FIDZX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FZAJX vs. FIDZX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class Z (FZAJX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX). 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.


The chart of Sharpe ratio for FZAJX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.540.70
The chart of Sortino ratio for FZAJX, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.000.851.06
The chart of Omega ratio for FZAJX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.13
The chart of Calmar ratio for FZAJX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.761.03
The chart of Martin ratio for FZAJX, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.002.042.75
FZAJX
FIDZX

The current FZAJX Sharpe Ratio is 0.54, which is comparable to the FIDZX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FZAJX and FIDZX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.54
0.70
FZAJX
FIDZX

Dividends

FZAJX vs. FIDZX - Dividend Comparison

FZAJX's dividend yield for the trailing twelve months is around 0.60%, less than FIDZX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
FZAJX
Fidelity Advisor International Growth Fund Class Z
0.60%0.64%0.61%0.36%0.53%0.22%1.11%1.04%0.76%1.40%0.92%1.00%
FIDZX
Fidelity Advisor International Capital Appreciation Fund Class Z
0.80%0.84%0.46%0.00%0.00%0.19%0.63%0.67%0.28%0.00%0.00%0.00%

Drawdowns

FZAJX vs. FIDZX - Drawdown Comparison

The maximum FZAJX drawdown since its inception was -35.84%, smaller than the maximum FIDZX drawdown of -39.59%. Use the drawdown chart below to compare losses from any high point for FZAJX and FIDZX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.80%
-2.75%
FZAJX
FIDZX

Volatility

FZAJX vs. FIDZX - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class Z (FZAJX) is 3.78%, while Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) has a volatility of 4.17%. This indicates that FZAJX experiences smaller price fluctuations and is considered to be less risky than FIDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%SeptemberOctoberNovemberDecember2025February
3.78%
4.17%
FZAJX
FIDZX