CCWSX vs. FAERX
CCWSX (Chautauqua International Growth Fund) and FAERX (Fidelity Advisor Overseas Fund Class M) are both Foreign Large Cap Equities funds. Over the past 5 years, CCWSX returned 3.59%/yr vs 2.30%/yr for FAERX. Their correlation of 0.80 means they have usually moved in the same direction. CCWSX charges 1.05%/yr vs 1.65%/yr for FAERX.
Performance
CCWSX vs. FAERX - Performance Comparison
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Returns By Period
CCWSX
- 1D
- -0.74%
- 1M
- 1.99%
- 6M
- -2.71%
- YTD
- -2.13%
- 1Y
- 4.73%
- 3Y*
- 8.28%
- 5Y*
- 3.59%
- 10Y*
- —
- ALL TIME*
- 10.01%
FAERX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.42%
- 3Y*
- 7.43%
- 5Y*
- 2.30%
- 10Y*
- 7.12%
- ALL TIME*
- 5.57%
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 |
CCWSX vs. FAERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCWSX Chautauqua International Growth Fund | -2.13% | 19.17% | 11.30% | 12.16% | -18.05% | 6.62% | 39.37% | 26.43% | -17.36% | 34.60% |
FAERX Fidelity Advisor Overseas Fund Class M | 0.00% | 14.70% | 4.40% | 19.78% | -24.77% | 18.63% | 14.43% | 27.14% | -15.25% | 29.37% |
Correlation
The correlation between CCWSX and FAERX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.80 |
Over the past year, the correlation between CCWSX and FAERX has dropped to 0.38 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
CCWSX vs. FAERX — Risk / Return Rank
CCWSX
FAERX
CCWSX vs. FAERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chautauqua International Growth Fund (CCWSX) and Fidelity Advisor Overseas Fund Class M (FAERX). 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.
| CCWSX | FAERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.93 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | -0.35 | +0.55 |
| Martin ratioReturn relative to average drawdown | 0.50 | -0.53 | +1.03 |
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Drawdowns
CCWSX vs. FAERX - Drawdown Comparison
The maximum CCWSX drawdown since its inception was -34.59%, smaller than the maximum FAERX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for CCWSX and FAERX.
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Drawdown Indicators
| CCWSX | FAERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -60.14% | +25.55% |
Max Drawdown (1Y)Largest decline over 1 year | -19.75% | -7.29% | -12.46% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -14.00% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -36.62% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.62% | — |
Current DrawdownCurrent decline from peak | -6.42% | -5.89% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -8.88% | -14.34% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.95% | 4.51% | +3.44% |
Volatility
CCWSX vs. FAERX - Volatility Comparison
Chautauqua International Growth Fund (CCWSX) has a higher volatility of 4.39% compared to Fidelity Advisor Overseas Fund Class M (FAERX) at 0.00%. This indicates that CCWSX's price experiences larger fluctuations and is considered to be riskier than FAERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCWSX | FAERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 0.00% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.56% | 0.00% | +14.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 7.69% | +9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 16.66% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 16.28% | +2.17% |
CCWSX vs. FAERX - Expense Ratio Comparison
CCWSX has a 1.05% expense ratio, which is lower than FAERX's 1.65% expense ratio.
Dividends
CCWSX vs. FAERX - Dividend Comparison
CCWSX's dividend yield for the trailing twelve months is around 1.46%, less than FAERX's 7.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCWSX Chautauqua International Growth Fund | 1.46% | 1.43% | 0.45% | 0.16% | 0.80% | 0.47% | 0.28% | 1.85% | 2.25% | 3.31% | 0.00% | 0.00% |
FAERX Fidelity Advisor Overseas Fund Class M | 7.94% | 7.94% | 0.96% | 0.51% | 0.12% | 2.07% | 0.00% | 1.15% | 4.25% | 3.35% | 0.80% | 0.09% |
Frequently Asked Questions
CCWSX and FAERX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCWSX has higher volatility (4.39%) compared to FAERX (0.00%). In terms of maximum drawdown, CCWSX dropped -34.59% vs FAERX's -60.14%.
CCWSX currently has the higher Sharpe Ratio (0.23 vs -0.33), 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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