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FZAJX vs. TBGVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZAJX vs. TBGVX - Performance Comparison

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

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FZAJX vs. TBGVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZAJX
Fidelity Advisor International Growth Fund Class Z
-2.21%18.02%5.02%21.03%-23.11%15.55%17.11%34.21%-11.40%28.88%
TBGVX
Tweedy, Browne International Value Fund
3.44%23.86%2.47%12.48%-7.52%15.62%-1.00%14.64%-6.72%15.03%

Returns By Period

In the year-to-date period, FZAJX achieves a -2.21% return, which is significantly lower than TBGVX's 3.44% return. Over the past 10 years, FZAJX has outperformed TBGVX with an annualized return of 8.82%, while TBGVX has yielded a comparatively lower 7.70% annualized return.


FZAJX

1D
3.84%
1M
-8.74%
YTD
-2.21%
6M
-2.02%
1Y
12.59%
3Y*
9.93%
5Y*
4.96%
10Y*
8.82%

TBGVX

1D
1.78%
1M
-6.84%
YTD
3.44%
6M
7.64%
1Y
19.21%
3Y*
11.46%
5Y*
7.94%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZAJX vs. TBGVX - Expense Ratio Comparison

FZAJX has a 0.87% expense ratio, which is lower than TBGVX's 1.40% expense ratio.


Return for Risk

FZAJX vs. TBGVX — Risk / Return Rank

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

FZAJX
FZAJX Risk / Return Rank: 2525
Overall Rank
FZAJX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FZAJX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FZAJX Omega Ratio Rank: 2323
Omega Ratio Rank
FZAJX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FZAJX Martin Ratio Rank: 2828
Martin Ratio Rank

TBGVX
TBGVX Risk / Return Rank: 7777
Overall Rank
TBGVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TBGVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
TBGVX Omega Ratio Rank: 8282
Omega Ratio Rank
TBGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TBGVX Martin Ratio Rank: 6767
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.

FZAJX vs. TBGVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class Z (FZAJX) and Tweedy, Browne International Value Fund (TBGVX). 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.


FZAJXTBGVXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.58

-0.90

Sortino ratio

Return per unit of downside risk

1.08

2.13

-1.05

Omega ratio

Gain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratio

Return relative to maximum drawdown

0.90

1.74

-0.84

Martin ratio

Return relative to average drawdown

3.52

6.58

-3.06

FZAJX vs. TBGVX - Sharpe Ratio Comparison

The current FZAJX Sharpe Ratio is 0.69, which is lower than the TBGVX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FZAJX and TBGVX, 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


FZAJXTBGVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.58

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.72

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.61

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.73

-0.27

Correlation

The correlation between FZAJX and TBGVX is 0.77, 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.


Dividends

FZAJX vs. TBGVX - Dividend Comparison

FZAJX's dividend yield for the trailing twelve months is around 3.73%, less than TBGVX's 11.71% yield.


TTM20252024202320222021202020192018201720162015
FZAJX
Fidelity Advisor International Growth Fund Class Z
3.73%3.65%1.00%0.61%1.81%2.03%0.22%1.11%1.04%0.12%1.40%0.92%
TBGVX
Tweedy, Browne International Value Fund
11.71%12.11%9.95%4.55%5.68%8.89%0.94%1.88%6.74%1.10%3.16%4.94%

Drawdowns

FZAJX vs. TBGVX - Drawdown Comparison

The maximum FZAJX drawdown since its inception was -34.84%, smaller than the maximum TBGVX drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for FZAJX and TBGVX.


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Drawdown Indicators


FZAJXTBGVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.84%

-50.97%

+16.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-9.56%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

-17.71%

-17.13%

Max Drawdown (10Y)

Largest decline over 10 years

-34.84%

-31.18%

-3.66%

Current Drawdown

Current decline from peak

-10.65%

-7.46%

-3.19%

Average Drawdown

Average peak-to-trough decline

-6.68%

-6.09%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.66%

+0.92%

Volatility

FZAJX vs. TBGVX - Volatility Comparison

Fidelity Advisor International Growth Fund Class Z (FZAJX) has a higher volatility of 9.11% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that FZAJX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZAJXTBGVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

4.70%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

7.39%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

12.36%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

11.03%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

12.64%

+4.92%