AEPFX vs. FAOCX
AEPFX (American Funds EUPAC Fund Class F-2) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 10 years, AEPFX returned 8.53%/yr vs 6.54%/yr for FAOCX. Their correlation of 0.91 means they have usually moved in the same direction. AEPFX charges 0.58%/yr vs 2.25%/yr for FAOCX.
Performance
AEPFX vs. FAOCX - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, AEPFX has outperformed FAOCX with an annualized return of 8.53%, while FAOCX has yielded a comparatively lower 6.54% annualized return.
AEPFX
- 1D
- 3.16%
- 1M
- -0.78%
- 6M
- 3.79%
- YTD
- 9.52%
- 1Y
- 24.52%
- 3Y*
- 13.50%
- 5Y*
- 4.99%
- 10Y*
- 8.53%
- ALL TIME*
- 5.80%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AEPFX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEPFX American Funds EUPAC Fund Class F-2 | 9.52% | 29.19% | 2.89% | 15.98% | -22.86% | 2.74% | 25.12% | 27.28% | -17.41% | 31.04% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
Correlation
The correlation between AEPFX 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 (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
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 FAOCX has dropped to 0.41 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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
AEPFX vs. FAOCX — Risk / Return Rank
AEPFX
FAOCX
AEPFX vs. FAOCX - 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 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.
| AEPFX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.92 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | -0.37 | +2.18 |
| Martin ratioReturn relative to average drawdown | 6.41 | -0.56 | +6.97 |
Loading charts...
Drawdowns
AEPFX vs. FAOCX - Drawdown Comparison
The maximum AEPFX drawdown since its inception was -48.79%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for AEPFX and FAOCX.
Loading charts...
Drawdown Indicators
| AEPFX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.79% | -60.45% | +11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -7.33% | -5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -15.64% | -14.05% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -37.37% | -36.96% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -36.96% | -0.41% |
Current DrawdownCurrent decline from peak | -3.53% | -5.90% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -15.58% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 4.52% | -0.99% |
Volatility
AEPFX vs. FAOCX - Volatility Comparison
American Funds EUPAC Fund Class F-2 (AEPFX) has a higher volatility of 5.66% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that AEPFX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AEPFX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 0.00% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 0.00% | +15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 7.67% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.66% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 16.28% | +0.60% |
AEPFX vs. FAOCX - Expense Ratio Comparison
AEPFX has a 0.58% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
AEPFX vs. FAOCX - Dividend Comparison
AEPFX's dividend yield for the trailing twelve months is around 16.75%, more than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEPFX American Funds EUPAC Fund Class F-2 | 16.75% | 13.92% | 4.86% | 3.86% | 1.93% | 10.10% | 0.34% | 3.04% | 3.06% | 4.89% | 1.54% | 3.35% |
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% | 0.00% |
Frequently Asked Questions
AEPFX 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.
AEPFX has higher volatility (5.66%) compared to FAOCX (0.00%). In terms of maximum drawdown, AEPFX dropped -48.79% vs FAOCX's -60.45%.
AEPFX currently has the higher Sharpe Ratio (1.31 vs -0.36), 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.
Find the right allocation for AEPFX 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