BIGFX vs. FAOSX
BIGFX (Baron International Growth Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, BIGFX returned 2.34%/yr vs 3.89%/yr for FAOSX. Their correlation of 0.85 suggests significant overlap in exposure. BIGFX charges 1.20%/yr vs 1.02%/yr for FAOSX.
Performance
BIGFX vs. FAOSX - Performance Comparison
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Returns By Period
BIGFX
- 1D
- 1.64%
- 1M
- 4.09%
- YTD
- 13.85%
- 6M
- 14.10%
- 1Y
- 20.93%
- 3Y*
- 12.34%
- 5Y*
- 2.34%
- 10Y*
- 8.81%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.31%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
BIGFX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 13.85% | 20.80% | 4.11% | 7.33% | -27.47% | 9.63% | 30.52% | 29.06% | -17.88% | 30.59% |
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 BIGFX and FAOSX is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.85 |
Over the past year, the correlation between BIGFX and FAOSX has dropped to 0.50 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
BIGFX vs. FAOSX — Risk / Return Rank
BIGFX
FAOSX
BIGFX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron International Growth Fund (BIGFX) 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.
| BIGFX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.06 | +1.66 |
| Martin ratioReturn relative to average drawdown | 5.22 | -0.09 | +5.31 |
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Drawdowns
BIGFX vs. FAOSX - Drawdown Comparison
The maximum BIGFX drawdown since its inception was -41.12%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for BIGFX and FAOSX.
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Drawdown Indicators
| BIGFX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.12% | -36.24% | -4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -7.26% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -13.96% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -41.12% | -36.24% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -7.92% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 4.13% | -0.24% |
Volatility
BIGFX vs. FAOSX - Volatility Comparison
Baron International Growth Fund (BIGFX) has a higher volatility of 6.46% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that BIGFX'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
| BIGFX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 0.00% | +6.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 3.63% | +10.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 8.76% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 16.70% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 16.64% | +0.65% |
BIGFX vs. FAOSX - Expense Ratio Comparison
BIGFX has a 1.20% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
BIGFX vs. FAOSX - Dividend Comparison
BIGFX's dividend yield for the trailing twelve months is around 0.74%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 0.74% | 0.85% | 0.80% | 0.35% | 1.25% | 5.24% | 0.02% | 0.08% | 3.56% | 3.54% | 0.93% | 0.62% |
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
BIGFX and FAOSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGFX has higher volatility (6.46%) compared to FAOSX (0.00%). In terms of maximum drawdown, BIGFX dropped -41.12% vs FAOSX's -36.24%.
BIGFX currently has the higher Sharpe Ratio (1.19 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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