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IUESX vs. FICCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUESX vs. FICCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Focus Fund (IUESX) and Fidelity Advisor Canada Fund Class I (FICCX). The values are adjusted to include any dividend payments, if applicable.

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IUESX vs. FICCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUESX
JPMorgan International Focus Fund
2.47%26.33%2.54%16.94%-18.53%6.79%15.15%29.61%-16.45%28.46%
FICCX
Fidelity Advisor Canada Fund Class I
3.30%25.83%9.14%14.69%-6.12%26.90%4.50%25.89%-14.30%12.85%

Returns By Period

In the year-to-date period, IUESX achieves a 2.47% return, which is significantly lower than FICCX's 3.30% return. Over the past 10 years, IUESX has underperformed FICCX with an annualized return of 8.46%, while FICCX has yielded a comparatively higher 10.63% annualized return.


IUESX

1D
-0.62%
1M
-4.24%
YTD
2.47%
6M
3.25%
1Y
22.97%
3Y*
12.57%
5Y*
5.36%
10Y*
8.46%

FICCX

1D
0.47%
1M
-3.72%
YTD
3.30%
6M
7.12%
1Y
27.28%
3Y*
15.26%
5Y*
11.65%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUESX vs. FICCX - Expense Ratio Comparison

IUESX has a 0.75% expense ratio, which is higher than FICCX's 0.74% expense ratio.


Return for Risk

IUESX vs. FICCX — Risk / Return Rank

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

IUESX
IUESX Risk / Return Rank: 5353
Overall Rank
IUESX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IUESX Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUESX Omega Ratio Rank: 5151
Omega Ratio Rank
IUESX Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUESX Martin Ratio Rank: 5151
Martin Ratio Rank

FICCX
FICCX Risk / Return Rank: 8282
Overall Rank
FICCX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FICCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FICCX Omega Ratio Rank: 7575
Omega Ratio Rank
FICCX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FICCX Martin Ratio Rank: 9090
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.

IUESX vs. FICCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Focus Fund (IUESX) and Fidelity Advisor Canada Fund Class I (FICCX). 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.


IUESXFICCXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.60

-0.39

Sortino ratio

Return per unit of downside risk

1.66

2.21

-0.54

Omega ratio

Gain probability vs. loss probability

1.24

1.32

-0.07

Calmar ratio

Return relative to maximum drawdown

1.67

2.59

-0.92

Martin ratio

Return relative to average drawdown

6.29

11.27

-4.98

IUESX vs. FICCX - Sharpe Ratio Comparison

The current IUESX Sharpe Ratio is 1.21, which is comparable to the FICCX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IUESX and FICCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUESXFICCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.60

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.73

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.61

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.28

+0.14

Correlation

The correlation between IUESX and FICCX is 0.74, 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

IUESX vs. FICCX - Dividend Comparison

IUESX's dividend yield for the trailing twelve months is around 4.45%, which matches FICCX's 4.45% yield.


TTM20252024202320222021202020192018201720162015
IUESX
JPMorgan International Focus Fund
4.45%4.56%3.10%1.98%3.64%1.77%0.96%0.21%2.32%0.78%2.37%0.00%
FICCX
Fidelity Advisor Canada Fund Class I
4.45%4.59%7.72%3.36%4.12%5.22%2.47%4.31%7.38%0.89%1.74%0.15%

Drawdowns

IUESX vs. FICCX - Drawdown Comparison

The maximum IUESX drawdown since its inception was -33.58%, smaller than the maximum FICCX drawdown of -58.09%. Use the drawdown chart below to compare losses from any high point for IUESX and FICCX.


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Drawdown Indicators


IUESXFICCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-58.09%

+24.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-7.61%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-33.14%

-21.00%

-12.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

-39.84%

+6.26%

Current Drawdown

Current decline from peak

-8.82%

-4.81%

-4.01%

Average Drawdown

Average peak-to-trough decline

-7.95%

-12.00%

+4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.33%

+0.99%

Volatility

IUESX vs. FICCX - Volatility Comparison

JPMorgan International Focus Fund (IUESX) has a higher volatility of 7.61% compared to Fidelity Advisor Canada Fund Class I (FICCX) at 4.77%. This indicates that IUESX's price experiences larger fluctuations and is considered to be riskier than FICCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUESXFICCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

4.77%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

10.39%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

15.64%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

15.95%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

17.50%

-0.27%