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IEGAX vs. FIASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEGAX vs. FIASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV International Small Company Fund (IEGAX) and Fidelity Advisor International Small Cap Fund Class A (FIASX). The values are adjusted to include any dividend payments, if applicable.

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IEGAX vs. FIASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEGAX
Invesco EQV International Small Company Fund
-2.13%25.92%-2.63%14.10%-11.28%18.40%10.18%18.54%-18.70%33.43%
FIASX
Fidelity Advisor International Small Cap Fund Class A
-0.28%24.33%-0.23%19.32%-16.90%13.15%9.63%21.14%-16.35%31.47%

Returns By Period

In the year-to-date period, IEGAX achieves a -2.13% return, which is significantly lower than FIASX's -0.28% return. Both investments have delivered pretty close results over the past 10 years, with IEGAX having a 7.78% annualized return and FIASX not far ahead at 7.99%.


IEGAX

1D
2.22%
1M
-9.09%
YTD
-2.13%
6M
0.49%
1Y
18.43%
3Y*
9.62%
5Y*
5.71%
10Y*
7.78%

FIASX

1D
2.34%
1M
-6.54%
YTD
-0.28%
6M
1.50%
1Y
17.73%
3Y*
10.82%
5Y*
5.06%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEGAX vs. FIASX - Expense Ratio Comparison

IEGAX has a 1.49% expense ratio, which is higher than FIASX's 1.29% expense ratio.


Return for Risk

IEGAX vs. FIASX — Risk / Return Rank

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

IEGAX
IEGAX Risk / Return Rank: 5454
Overall Rank
IEGAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IEGAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
IEGAX Omega Ratio Rank: 5656
Omega Ratio Rank
IEGAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
IEGAX Martin Ratio Rank: 4545
Martin Ratio Rank

FIASX
FIASX Risk / Return Rank: 6262
Overall Rank
FIASX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FIASX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FIASX Omega Ratio Rank: 6868
Omega Ratio Rank
FIASX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FIASX Martin Ratio Rank: 5050
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.

IEGAX vs. FIASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Small Company Fund (IEGAX) and Fidelity Advisor International Small Cap Fund Class A (FIASX). 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.


IEGAXFIASXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.37

-0.11

Sortino ratio

Return per unit of downside risk

1.71

1.80

-0.09

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.28

1.57

-0.28

Martin ratio

Return relative to average drawdown

5.10

5.70

-0.60

IEGAX vs. FIASX - Sharpe Ratio Comparison

The current IEGAX Sharpe Ratio is 1.26, which is comparable to the FIASX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of IEGAX and FIASX, 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


IEGAXFIASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.37

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.38

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.70

-0.17

Correlation

The correlation between IEGAX and FIASX is 0.83, 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

IEGAX vs. FIASX - Dividend Comparison

IEGAX's dividend yield for the trailing twelve months is around 14.25%, more than FIASX's 3.42% yield.


TTM20252024202320222021202020192018201720162015
IEGAX
Invesco EQV International Small Company Fund
14.25%13.95%3.17%2.26%2.98%4.22%1.11%4.55%3.87%6.32%6.29%8.20%
FIASX
Fidelity Advisor International Small Cap Fund Class A
3.42%3.41%2.40%1.67%0.42%7.18%0.56%2.11%5.95%2.51%2.46%2.85%

Drawdowns

IEGAX vs. FIASX - Drawdown Comparison

The maximum IEGAX drawdown since its inception was -65.36%, which is greater than FIASX's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for IEGAX and FIASX.


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Drawdown Indicators


IEGAXFIASXDifference

Max Drawdown

Largest peak-to-trough decline

-65.36%

-60.99%

-4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-10.76%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-31.25%

+7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-43.09%

-39.16%

-3.93%

Current Drawdown

Current decline from peak

-10.46%

-8.33%

-2.13%

Average Drawdown

Average peak-to-trough decline

-13.31%

-10.85%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.96%

+0.16%

Volatility

IEGAX vs. FIASX - Volatility Comparison

Invesco EQV International Small Company Fund (IEGAX) has a higher volatility of 7.03% compared to Fidelity Advisor International Small Cap Fund Class A (FIASX) at 6.20%. This indicates that IEGAX's price experiences larger fluctuations and is considered to be riskier than FIASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEGAXFIASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

6.20%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

9.00%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

13.48%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

13.40%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

13.94%

+0.02%