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VEITX vs. FAERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEITX vs. FAERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VELA International Fund (VEITX) and Fidelity Advisor Overseas Fund Class M (FAERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VEITX

1D
-0.06%
1M
-1.04%
YTD
3.81%
6M
3.61%
1Y
17.58%
3Y*
13.79%
5Y*
7.97%
10Y*

FAERX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.04%
3Y*
7.45%
5Y*
3.31%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEITX vs. FAERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VEITX
VELA International Fund
3.81%31.00%3.91%15.92%-6.88%7.33%22.42%
FAERX
Fidelity Advisor Overseas Fund Class M
0.00%14.70%4.40%19.78%-24.77%18.63%16.76%

Correlation

The correlation between VEITX and FAERX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.77

Over the past year, the correlation between VEITX and FAERX has dropped to 0.44 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

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Return for Risk

VEITX vs. FAERX — Risk / Return Rank

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

VEITX
VEITX Risk / Return Rank: 2323
Overall Rank
VEITX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VEITX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VEITX Omega Ratio Rank: 2222
Omega Ratio Rank
VEITX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VEITX Martin Ratio Rank: 2525
Martin Ratio Rank

FAERX
FAERX Risk / Return Rank: 22
Overall Rank
FAERX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAERX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAERX Omega Ratio Rank: 22
Omega Ratio Rank
FAERX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAERX Martin Ratio Rank: 22
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.

VEITX vs. FAERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VELA International Fund (VEITX) and Fidelity Advisor Overseas Fund Class M (FAERX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEITXFAERXDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratioReturn relative to maximum drawdown

1.52

-0.10

+1.62

Martin ratioReturn relative to average drawdown

5.54

-0.16

+5.70

VEITX vs. FAERX - Sharpe Ratio Comparison

The current VEITX Sharpe Ratio is 1.30, which is higher than the FAERX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VEITX and FAERX, 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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Drawdowns

VEITX vs. FAERX - Drawdown Comparison

The maximum VEITX drawdown since its inception was -27.99%, smaller than the maximum FAERX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for VEITX and FAERX.


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Drawdown Indicators


VEITXFAERXDifference

Max Drawdown

Largest peak-to-trough decline

-27.99%

-60.14%

+32.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-7.29%

-3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-14.00%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.52%

-36.62%

+11.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-3.07%

-5.89%

+2.82%

Average Drawdown

Average peak-to-trough decline

-5.75%

-14.36%

+8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.16%

-1.14%

Volatility

VEITX vs. FAERX - Volatility Comparison

VELA International Fund (VEITX) has a higher volatility of 4.39% compared to Fidelity Advisor Overseas Fund Class M (FAERX) at 0.00%. This indicates that VEITX's price experiences larger fluctuations and is considered to be riskier than FAERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEITXFAERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

0.00%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

3.62%

+6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

8.78%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

16.72%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.48%

16.64%

-2.16%

VEITX vs. FAERX - Expense Ratio Comparison

VEITX has a 1.20% expense ratio, which is lower than FAERX's 1.65% expense ratio.


Dividends

VEITX vs. FAERX - Dividend Comparison

VEITX's dividend yield for the trailing twelve months is around 8.09%, more than FAERX's 7.94% yield.


PositionTTM20252024202320222021202020192018201720162015
FAERX
Fidelity Advisor Overseas Fund Class M
7.94%7.94%0.96%0.51%0.12%2.07%0.00%1.15%4.25%3.35%0.80%0.09%
VEITX
VELA International Fund
8.09%7.97%3.63%2.28%1.65%0.65%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VEITX and FAERX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEITX has higher volatility (4.39%) compared to FAERX (0.00%). In terms of maximum drawdown, VEITX dropped -27.99% vs FAERX's -60.14%.

VEITX currently has the higher Sharpe Ratio (1.30 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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