AIIEX vs. FSOSX
AIIEX (Invesco EQV International Equity Fund) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, AIIEX returned 4.25%/yr vs 5.77%/yr for FSOSX. Their correlation of 0.93 means they have usually moved in the same direction. AIIEX charges 1.35%/yr vs 0.01%/yr for FSOSX.
Performance
AIIEX vs. FSOSX - Performance Comparison
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Returns By Period
In the year-to-date period, AIIEX achieves a 9.93% return, which is significantly higher than FSOSX's 5.89% return.
AIIEX
- 1D
- 3.32%
- 1M
- 0.74%
- 6M
- 6.33%
- YTD
- 9.93%
- 1Y
- 19.16%
- 3Y*
- 9.51%
- 5Y*
- 4.25%
- 10Y*
- 6.32%
- ALL TIME*
- 7.08%
FSOSX
- 1D
- 3.74%
- 1M
- -1.43%
- 6M
- 2.20%
- YTD
- 5.89%
- 1Y
- 10.65%
- 3Y*
- 12.17%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 9.49%
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 |
AIIEX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | 9.93% | 15.92% | 0.24% | 17.55% | -18.58% | 5.53% | 13.35% | 5.46% |
FSOSX Fidelity Series Overseas Fund | 5.89% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Correlation
The correlation between AIIEX and FSOSX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.93 |
The correlation between AIIEX and FSOSX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
AIIEX vs. FSOSX — Risk / Return Rank
AIIEX
FSOSX
AIIEX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Equity Fund (AIIEX) and Fidelity Series Overseas Fund (FSOSX). 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.
| AIIEX | FSOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.70 | +0.62 |
| Martin ratioReturn relative to average drawdown | 5.02 | 2.38 | +2.64 |
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Drawdowns
AIIEX vs. FSOSX - Drawdown Comparison
The maximum AIIEX drawdown since its inception was -58.58%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for AIIEX and FSOSX.
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Drawdown Indicators
| AIIEX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -35.36% | -23.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.39% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -14.07% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -30.76% | -35.36% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | — | — |
Current DrawdownCurrent decline from peak | -1.41% | -3.54% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -7.67% | -6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.64% | -0.32% |
Volatility
AIIEX vs. FSOSX - Volatility Comparison
The current volatility for Invesco EQV International Equity Fund (AIIEX) is 5.80%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 6.20%. This indicates that AIIEX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIIEX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 6.20% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 14.85% | 16.57% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 18.60% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 18.06% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 19.15% | -2.44% |
AIIEX vs. FSOSX - Expense Ratio Comparison
AIIEX has a 1.35% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Dividends
AIIEX vs. FSOSX - Dividend Comparison
AIIEX's dividend yield for the trailing twelve months is around 16.27%, more than FSOSX's 8.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | 16.27% | 17.88% | 7.57% | 1.56% | 11.90% | 25.61% | 12.69% | 8.80% | 9.83% | 2.56% | 1.22% | 1.24% |
FSOSX Fidelity Series Overseas Fund | 8.64% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, AIIEX and FSOSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FSOSX has higher volatility (6.20%) compared to AIIEX (5.80%). In terms of maximum drawdown, AIIEX dropped -58.58% vs FSOSX's -35.36%.
AIIEX currently has the higher Sharpe Ratio (0.98 vs 0.47), 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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