AEGFX vs. FAOIX

Last updated Jul 25, 2026

AEGFX (American Funds EuroPacific Growth Fund Class F-1) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, AEGFX returned 8.38%/yr vs 7.79%/yr for FAOIX. Their correlation of 0.91 suggests significant overlap in exposure. AEGFX charges 0.86%/yr vs 1.12%/yr for FAOIX.

Performance

AEGFX vs. FAOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds EuroPacific Growth Fund Class F-1 (AEGFX) and Fidelity Advisor Overseas Fund Class I (FAOIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

Over the past 10 years, AEGFX has outperformed FAOIX with an annualized return of 8.38%, while FAOIX has yielded a comparatively lower 7.79% annualized return.

AEGFX

• 1D: -0.34%
• 1M: -0.35%
• 6M: 3.03%
• YTD: 8.94%
• 1Y: 18.63%
• 3Y*: 13.64%
• 5Y*: 4.37%
• 10Y*: 8.38%
• ALL TIME*: 6.90%

FAOIX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 0.00%
• YTD: 0.00%
• 1Y: -4.45%
• 3Y*: 8.14%
• 5Y*: 3.01%
• 10Y*: 7.79%
• ALL TIME*: 5.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AEGFX American Funds EuroPacific Growth Fund Class F-1	$0.00	$0.00	$0.00
FAOIX Fidelity Advisor Overseas Fund Class I	$0.00	$0.00	$0.00

AEGFX vs. FAOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AEGFX American Funds EuroPacific Growth Fund Class F-1	8.94%	28.82%	2.61%	15.63%	-23.06%	2.46%	24.77%	26.94%	-17.66%	30.70%
FAOIX Fidelity Advisor Overseas Fund Class I	0.00%	15.25%	4.92%	20.35%	-24.38%	19.23%	15.08%	27.82%	-14.85%	30.05%

Correlation

The correlation between AEGFX and FAOIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 15, 2001	0.91

Over the past year, the correlation between AEGFX and FAOIX has dropped to 0.43 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.

Return for Risk

AEGFX vs. FAOIX — Risk / Return Rank

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

AEGFX

AEGFX Risk / Return Rank: 35
AEGFX Sharpe Ratio Rank: 34
AEGFX Sortino Ratio Rank: 34
AEGFX Omega Ratio Rank: 35
AEGFX Calmar Ratio Rank: 35
AEGFX Martin Ratio Rank: 36

FAOIX

FAOIX Risk / Return Rank: 1
FAOIX Sharpe Ratio Rank: 1
FAOIX Sortino Ratio Rank: 1
FAOIX Omega Ratio Rank: 0
FAOIX Calmar Ratio Rank: 0
FAOIX Martin Ratio Rank: 1

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.

AEGFX vs. FAOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds EuroPacific Growth Fund Class F-1 (AEGFX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.

	AEGFX	FAOIX	Difference
Sharpe ratio: Return per unit of total volatility	1.07	-0.72	+1.79
Sortino ratio: Return per unit of downside risk	1.57	-0.92	+2.50
Omega ratio: Gain probability vs. loss probability	1.20	0.84	+0.36
Calmar ratio: Return relative to maximum drawdown	1.46	-0.78	+2.24
Martin ratio: Return relative to average drawdown	5.22	-1.21	+6.43

AEGFX vs. FAOIX - Sharpe Ratio Comparison

The current AEGFX Sharpe Ratio is 1.07, which is higher than the FAOIX Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of AEGFX and FAOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AEGFX vs. FAOIX - Drawdown Comparison

The maximum AEGFX drawdown since its inception was -53.98%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for AEGFX and FAOIX.

Drawdown Indicators

	AEGFX	FAOIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.98%	-59.86%	+5.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.56%	-7.28%	-5.28%
Max Drawdown (3Y) Largest decline over 3 years	-15.76%	-13.98%	-1.78%
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	-36.33%	-1.23%
Max Drawdown (10Y) Largest decline over 10 years	-37.56%	-36.33%	-1.23%
Current Drawdown Current decline from peak	-3.90%	-5.85%	+1.95%
Average Drawdown Average peak-to-trough decline	-11.83%	-14.17%	+2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	4.42%	-0.91%

Volatility

AEGFX vs. FAOIX - Volatility Comparison

American Funds EuroPacific Growth Fund Class F-1 (AEGFX) has a higher volatility of 4.63% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that AEGFX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEGFX	FAOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	0.00%	+4.63%
Volatility (6M) Calculated over the trailing 6-month period	14.93%	0.00%	+14.93%
Volatility (1Y) Calculated over the trailing 1-year period	17.13%	8.13%	+9.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	16.67%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	16.29%	+0.55%

AEGFX vs. FAOIX - Expense Ratio Comparison

AEGFX has a 0.86% expense ratio, which is lower than FAOIX's 1.12% expense ratio.

Dividends

AEGFX vs. FAOIX - Dividend Comparison

AEGFX's dividend yield for the trailing twelve months is around 16.69%, more than FAOIX's 8.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AEGFX American Funds EuroPacific Growth Fund Class F-1	16.69%	13.75%	4.55%	3.56%	1.71%	9.79%	0.15%	2.77%	2.68%	4.64%	1.21%	3.02%
FAOIX Fidelity Advisor Overseas Fund Class I	8.49%	8.49%	1.66%	0.96%	0.63%	2.06%	0.00%	1.35%	5.09%	3.79%	1.49%	0.63%

Frequently Asked Questions

Can I hold both AEGFX and FAOIX in my portfolio?

AEGFX and FAOIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AEGFX or FAOIX?

AEGFX has higher volatility (4.63%) compared to FAOIX (0.00%). In terms of maximum drawdown, AEGFX dropped -53.98% vs FAOIX's -59.86%.

Which has better risk-adjusted returns?

AEGFX currently has the higher Sharpe Ratio (1.07 vs -0.72), 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.