PortfoliosLab logoPortfoliosLab logo
ACIFX vs. FAOCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACIFX vs. FAOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital International Fund (ACIFX) and Fidelity Advisor Overseas Fund Class C (FAOCX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ACIFX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FAOCX

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
-0.57%
3Y*
7.00%
5Y*
1.81%
10Y*
6.54%
ALL TIME*
4.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00

ACIFX vs. FAOCX - Yearly Performance Comparison


2026 (YTD)20252024
ACIFX
Advisors Capital International Fund
0.74%12.47%0.00%
FAOCX
Fidelity Advisor Overseas Fund Class C
0.00%14.19%-1.09%

Correlation

The correlation between ACIFX and FAOCX is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.51

The correlation between ACIFX and FAOCX shifts across timeframes, from 0.41 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACIFX vs. FAOCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACIFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FAOCX
FAOCX Risk / Return Rank: 22
Overall Rank
FAOCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAOCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FAOCX Omega Ratio Rank: 11
Omega Ratio Rank
FAOCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FAOCX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACIFX vs. FAOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital International Fund (ACIFX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.


ACIFXFAOCXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.37

Martin ratioReturn relative to average drawdown

-0.56

ACIFX vs. FAOCX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ACIFX vs. FAOCX - Drawdown Comparison


Loading charts...

Drawdown Indicators


ACIFXFAOCXDifference

Max Drawdown

Largest peak-to-trough decline

-60.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-5.90%

Average Drawdown

Average peak-to-trough decline

-15.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

Volatility

ACIFX vs. FAOCX - Volatility Comparison


Loading charts...

Volatility by Period


ACIFXFAOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

ACIFX vs. FAOCX - Expense Ratio Comparison

ACIFX has a 1.88% expense ratio, which is lower than FAOCX's 2.25% expense ratio.


Dividends

ACIFX vs. FAOCX - Dividend Comparison

ACIFX's dividend yield for the trailing twelve months is around 15.18%, more than FAOCX's 8.26% yield.


PositionTTM2025202420232022202120202019201820172016
ACIFX
Advisors Capital International Fund
15.18%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAOCX
Fidelity Advisor Overseas Fund Class C
8.26%8.26%0.40%0.00%0.00%2.22%0.00%0.51%3.72%3.07%0.12%

Frequently Asked Questions


ACIFX and FAOCX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ACIFX and FAOCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer