BDOIX vs. FAOSX
BDOIX (iShares MSCI Total International Index Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, BDOIX returned 9.11%/yr vs 3.89%/yr for FAOSX. Their correlation of 0.87 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 1.02%/yr for FAOSX.
Performance
BDOIX vs. FAOSX - Performance Comparison
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Returns By Period
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%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.55%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
BDOIX vs. FAOSX - 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% | 21.28% |
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 BDOIX and FAOSX 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 (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.87 |
Over the past year, the correlation between BDOIX and FAOSX has dropped to 0.51 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
BDOIX vs. FAOSX — Risk / Return Rank
BDOIX
FAOSX
BDOIX vs. FAOSX - 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 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.
| BDOIX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.00 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | -0.06 | +3.14 |
| Martin ratioReturn relative to average drawdown | 11.95 | -0.09 | +12.04 |
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Drawdowns
BDOIX vs. FAOSX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, roughly equal to the maximum FAOSX drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for BDOIX and FAOSX.
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Drawdown Indicators
| BDOIX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -36.24% | +1.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -7.26% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -13.96% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -36.24% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -7.92% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.13% | -1.20% |
Volatility
BDOIX vs. FAOSX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that BDOIX'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
| BDOIX | FAOSX | 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% | 8.76% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.70% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.64% | -0.40% |
BDOIX vs. FAOSX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
BDOIX vs. FAOSX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than FAOSX's 8.67% 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% |
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
BDOIX and FAOSX 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 FAOSX (0.00%). In terms of maximum drawdown, BDOIX dropped -35.10% vs FAOSX's -36.24%.
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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