FZAJX vs. FIDZX
Compare and contrast key facts about Fidelity Advisor International Growth Fund Class Z (FZAJX) and Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX).
FZAJX is managed by Fidelity. It was launched on Aug 13, 2013. FIDZX is managed by Fidelity. It was launched on Feb 1, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZAJX or FIDZX.
Key characteristics
| FZAJX | FIDZX | |
|---|---|---|
| YTD Return | 6.96% | 10.00% |
| 1Y Return | 16.61% | 20.03% |
| 3Y Return (Ann) | -0.57% | -0.90% |
| 5Y Return (Ann) | 7.03% | 7.41% |
| Sharpe Ratio | 1.41 | 1.62 |
| Sortino Ratio | 2.02 | 2.31 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 1.23 | 1.19 |
| Martin Ratio | 6.82 | 8.44 |
| Ulcer Index | 2.84% | 2.68% |
| Daily Std Dev | 13.72% | 13.96% |
| Max Drawdown | -34.84% | -39.59% |
| Current Drawdown | -5.59% | -5.56% |
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.
Performance
FZAJX vs. FIDZX - Performance Comparison
In the year-to-date period, FZAJX achieves a 6.96% return, which is significantly lower than FIDZX's 10.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
FZAJX vs. FIDZX - Dividend Comparison
FZAJX's dividend yield for the trailing twelve months is around 0.57%, more than FIDZX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZAJX Fidelity Advisor International Growth Fund Class Z | 0.57% | 0.61% | 0.36% | 0.53% | 0.22% | 1.11% | 1.04% | 0.76% | 1.40% | 0.92% | 1.00% | 1.18% |
FIDZX Fidelity Advisor International Capital Appreciation Fund Class Z | 0.42% | 0.46% | 0.00% | 0.00% | 0.19% | 0.63% | 0.67% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FZAJX vs. FIDZX - Drawdown Comparison
The maximum FZAJX drawdown since its inception was -34.84%, 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.
Volatility
FZAJX vs. FIDZX - Volatility Comparison
The current volatility for Fidelity Advisor International Growth Fund Class Z (FZAJX) is 3.59%, while Fidelity Advisor International Capital Appreciation Fund Class Z (FIDZX) has a volatility of 3.80%. 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.