BDOIX vs. FAOIX
BDOIX (iShares MSCI Total International Index Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOIX returned 10.28%/yr vs 7.58%/yr for FAOIX. Their correlation of 0.90 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 1.12%/yr for FAOIX.
Performance
BDOIX vs. FAOIX - Performance Comparison
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Returns By Period
Over the past 10 years, BDOIX has outperformed FAOIX with an annualized return of 10.28%, while FAOIX has yielded a comparatively lower 7.58% annualized return.
BDOIX
- 1D
- 0.21%
- 1M
- 3.86%
- YTD
- 16.59%
- 6M
- 16.50%
- 1Y
- 34.19%
- 3Y*
- 20.22%
- 5Y*
- 9.11%
- 10Y*
- 10.28%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.58%
- 3Y*
- 7.90%
- 5Y*
- 3.78%
- 10Y*
- 7.58%
BDOIX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 16.59% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
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 BDOIX and FAOIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
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 Jun 30, 2011 | 0.90 |
Over the past year, the correlation between BDOIX and FAOIX has dropped to 0.51 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
BDOIX vs. FAOIX — Risk / Return Rank
BDOIX
FAOIX
BDOIX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) 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.
| BDOIX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.00 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | -0.06 | +3.15 |
| Martin ratioReturn relative to average drawdown | 11.95 | -0.10 | +12.05 |
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Drawdowns
BDOIX vs. FAOIX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for BDOIX and FAOIX.
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Drawdown Indicators
| BDOIX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -59.86% | +24.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -7.28% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -13.98% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -36.33% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -36.33% | +1.23% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -14.19% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.13% | -1.20% |
Volatility
BDOIX vs. FAOIX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that BDOIX'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.
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Volatility by Period
| BDOIX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 0.00% | +6.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 3.63% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 8.78% | +6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.72% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.65% | -0.41% |
BDOIX vs. FAOIX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
BDOIX vs. FAOIX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.52% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
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
BDOIX and FAOIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOIX has higher volatility (6.38%) compared to FAOIX (0.00%). In terms of maximum drawdown, BDOIX dropped -35.10% vs FAOIX's -59.86%.
BDOIX currently has the higher Sharpe Ratio (2.25 vs -0.05), 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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