APHIX vs. FAOSX
APHIX (Artisan International Fund Institutional Class) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, APHIX returned 10.28%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.86 means they have usually moved in the same direction. APHIX charges 0.96%/yr vs 1.02%/yr for FAOSX.
Performance
APHIX vs. FAOSX - Performance Comparison
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Returns By Period
APHIX
- 1D
- 1.73%
- 1M
- -0.46%
- 6M
- 5.51%
- YTD
- 15.20%
- 1Y
- 24.01%
- 3Y*
- 21.72%
- 5Y*
- 10.28%
- 10Y*
- 10.27%
- ALL TIME*
- 6.01%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
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 |
APHIX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APHIX Artisan International Fund Institutional Class | 15.20% | 36.49% | 10.89% | 14.52% | -19.35% | 9.10% | 7.84% | 29.43% | -10.81% | 24.67% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between APHIX and FAOSX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.86 |
Over the past year, the correlation between APHIX and FAOSX has dropped to 0.34 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
APHIX vs. FAOSX — Risk / Return Rank
APHIX
FAOSX
APHIX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artisan International Fund Institutional Class (APHIX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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.
| APHIX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | -0.32 | +2.61 |
| Martin ratioReturn relative to average drawdown | 6.73 | -0.48 | +7.22 |
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Drawdowns
APHIX vs. FAOSX - Drawdown Comparison
The maximum APHIX drawdown since its inception was -68.47%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for APHIX and FAOSX.
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Drawdown Indicators
| APHIX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.47% | -36.24% | -32.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | -7.26% | -2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.37% | -13.96% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.73% | -36.24% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | — | — |
Current DrawdownCurrent decline from peak | -3.89% | -5.86% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -22.97% | -7.90% | -15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 4.48% | -1.16% |
Volatility
APHIX vs. FAOSX - Volatility Comparison
Artisan International Fund Institutional Class (APHIX) has a higher volatility of 3.83% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that APHIX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| APHIX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 0.00% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 0.00% | +12.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 7.68% | +7.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.65% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 16.56% | -0.42% |
APHIX vs. FAOSX - Expense Ratio Comparison
APHIX has a 0.96% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
APHIX vs. FAOSX - Dividend Comparison
APHIX's dividend yield for the trailing twelve months is around 19.64%, more than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APHIX Artisan International Fund Institutional Class | 19.64% | 22.63% | 10.37% | 2.10% | 2.84% | 23.52% | 3.45% | 5.44% | 10.02% | 0.91% | 1.50% | 0.73% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
Frequently Asked Questions
APHIX and FAOSX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
APHIX has higher volatility (3.83%) compared to FAOSX (0.00%). In terms of maximum drawdown, APHIX dropped -68.47% vs FAOSX's -36.24%.
APHIX currently has the higher Sharpe Ratio (1.46 vs -0.30), 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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