BROIX vs. FAOSX
BROIX (BlackRock Advantage International Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, BROIX returned 11.04%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.89 means they have usually moved in the same direction. BROIX charges 0.50%/yr vs 1.02%/yr for FAOSX.
Performance
BROIX vs. FAOSX - Performance Comparison
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Returns By Period
BROIX
- 1D
- -0.64%
- 1M
- 1.29%
- 6M
- 6.80%
- YTD
- 12.95%
- 1Y
- 26.45%
- 3Y*
- 18.37%
- 5Y*
- 11.04%
- 10Y*
- 10.08%
- ALL TIME*
- 7.23%
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 |
BROIX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 12.95% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 20.01% |
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 BROIX and FAOSX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.89 |
Over the past year, the correlation between BROIX and FAOSX has dropped to 0.45 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
BROIX vs. FAOSX — Risk / Return Rank
BROIX
FAOSX
BROIX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) 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.
| BROIX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.93 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.32 | +2.70 |
| Martin ratioReturn relative to average drawdown | 9.19 | -0.48 | +9.68 |
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Drawdowns
BROIX vs. FAOSX - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for BROIX and FAOSX.
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Drawdown Indicators
| BROIX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -36.24% | -18.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -7.26% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -13.96% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -36.24% | +8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -5.86% | +5.22% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -7.90% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.48% | -1.60% |
Volatility
BROIX vs. FAOSX - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 4.71% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that BROIX'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
| BROIX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 0.00% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 0.00% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 7.68% | +8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 16.65% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.56% | -0.16% |
BROIX vs. FAOSX - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
BROIX vs. FAOSX - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 7.40%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 7.40% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
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
BROIX and FAOSX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BROIX has higher volatility (4.71%) compared to FAOSX (0.00%). In terms of maximum drawdown, BROIX dropped -54.49% vs FAOSX's -36.24%.
BROIX currently has the higher Sharpe Ratio (1.65 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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