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Fidelity Advisor Overseas Fund Class Z (FAOSX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3159201405
Issuer
Fidelity
Inception Date
Feb 1, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Overseas Fund Class Z, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Advisor Overseas Fund Class Z (FAOSX) has returned 0.00% so far this year and 8.37% over the past 12 months.


Fidelity Advisor Overseas Fund Class Z

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-4.15%
1Y
8.37%
3Y*
9.88%
5Y*
5.35%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 1, 2017, FAOSX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.0%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FAOSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%
20255.91%1.41%-0.90%4.53%5.17%2.69%-2.90%1.44%1.68%0.59%-4.72%0.00%15.36%
20240.42%4.26%3.04%-4.23%4.54%-0.12%2.74%3.36%0.28%-6.21%0.95%-3.41%5.06%
20238.50%-2.08%3.64%2.89%-2.10%3.38%1.24%-3.83%-4.70%-3.13%10.25%6.06%20.52%
2022-8.74%-5.13%0.73%-8.21%0.07%-10.23%8.35%-7.52%-9.49%5.91%12.98%-3.01%-24.31%
2021-2.76%2.28%2.30%4.85%3.43%-0.18%4.12%3.14%-5.06%4.64%-2.75%4.50%19.42%

Benchmark Metrics

Fidelity Advisor Overseas Fund Class Z has an annualized alpha of -0.30%, beta of 0.75, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.

  • This fund participated in 97.51% of S&P 500 Index downside but only 83.82% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.30%
Beta
0.75
0.69
Upside Capture
83.82%
Downside Capture
97.51%

Expense Ratio

FAOSX has a high expense ratio of 1.02%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FAOSX ranks 19 for risk / return — in the bottom 19% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FAOSX Risk / Return Rank: 1919
Overall Rank
FAOSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FAOSX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FAOSX Omega Ratio Rank: 2323
Omega Ratio Rank
FAOSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FAOSX Martin Ratio Rank: 1919
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and compare them to a chosen benchmark (S&P 500 Index).


FAOSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.90

-0.38

Sortino ratio

Return per unit of downside risk

0.83

1.39

-0.55

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.59

1.40

-0.81

Martin ratio

Return relative to average drawdown

2.12

6.61

-4.49

Explore FAOSX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Advisor Overseas Fund Class Z provided a 8.67% dividend yield over the last twelve months, with an annual payout of $2.96 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$2.96$2.96$0.58$0.35$0.22$0.72$0.00$0.44$1.09$1.00

Dividend yield

8.67%8.67%1.80%1.12%0.85%2.07%0.00%1.70%5.30%3.93%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Overseas Fund Class Z. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.96$0.00$2.96
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72$0.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Overseas Fund Class Z. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Overseas Fund Class Z was 36.24%, occurring on Oct 12, 2022. Recovery took 436 trading sessions.

The current Fidelity Advisor Overseas Fund Class Z drawdown is 5.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.24%Nov 9, 2021233Oct 12, 2022436Jul 10, 2024669
-32.47%Jan 23, 202042Mar 23, 202089Jul 29, 2020131
-22.45%Jan 29, 2018229Dec 24, 2018245Dec 13, 2019474
-13.96%Mar 6, 202523Apr 7, 202518May 2, 202541
-10.59%Sep 27, 202473Jan 13, 202535Mar 5, 2025108

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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