AEPFX vs. FAOAX
AEPFX (American Funds EUPAC Fund Class F-2) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, AEPFX returned 9.81%/yr vs 7.35%/yr for FAOAX. Their correlation of 0.91 suggests significant overlap in exposure. AEPFX charges 0.58%/yr vs 1.43%/yr for FAOAX.
Performance
AEPFX vs. FAOAX - Performance Comparison
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Returns By Period
Over the past 10 years, AEPFX has outperformed FAOAX with an annualized return of 9.81%, while FAOAX has yielded a comparatively lower 7.35% annualized return.
AEPFX
- 1D
- 0.81%
- 1M
- 4.69%
- YTD
- 13.52%
- 6M
- 13.56%
- 1Y
- 30.84%
- 3Y*
- 16.71%
- 5Y*
- 5.42%
- 10Y*
- 9.81%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.69%
- 3Y*
- 7.64%
- 5Y*
- 3.50%
- 10Y*
- 7.35%
AEPFX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEPFX American Funds EUPAC Fund Class F-2 | 13.52% | 29.19% | 2.89% | 15.98% | -22.86% | 2.74% | 25.12% | 27.28% | -17.41% | 31.04% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between AEPFX and FAOAX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2008 | 0.91 |
Over the past year, the correlation between AEPFX and FAOAX has dropped to 0.49 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
AEPFX vs. FAOAX — Risk / Return Rank
AEPFX
FAOAX
AEPFX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds EUPAC Fund Class F-2 (AEPFX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
| AEPFX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.00 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.08 | +2.58 |
| Martin ratioReturn relative to average drawdown | 9.29 | -0.13 | +9.42 |
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Drawdowns
AEPFX vs. FAOAX - Drawdown Comparison
The maximum AEPFX drawdown since its inception was -48.79%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for AEPFX and FAOAX.
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Drawdown Indicators
| AEPFX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.79% | -60.03% | +11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -7.29% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -13.99% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -37.37% | -36.50% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -36.50% | -0.87% |
Current DrawdownCurrent decline from peak | 0.00% | -5.87% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -14.54% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 4.15% | -0.78% |
Volatility
AEPFX vs. FAOAX - Volatility Comparison
American Funds EUPAC Fund Class F-2 (AEPFX) has a higher volatility of 6.77% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that AEPFX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEPFX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 0.00% | +6.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 3.63% | +10.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 8.76% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 16.71% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 16.64% | +0.35% |
AEPFX vs. FAOAX - Expense Ratio Comparison
AEPFX has a 0.58% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
AEPFX vs. FAOAX - Dividend Comparison
AEPFX's dividend yield for the trailing twelve months is around 16.16%, more than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEPFX American Funds EUPAC Fund Class F-2 | 16.16% | 13.92% | 4.86% | 3.86% | 1.93% | 10.10% | 0.34% | 3.04% | 3.06% | 4.89% | 1.54% | 3.35% |
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
Frequently Asked Questions
AEPFX and FAOAX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEPFX has higher volatility (6.77%) compared to FAOAX (0.00%). In terms of maximum drawdown, AEPFX dropped -48.79% vs FAOAX's -60.03%.
AEPFX currently has the higher Sharpe Ratio (1.90 vs -0.07), 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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