CIGYX vs. FAOSX
CIGYX (AB Concentrated International Growth Portfolio) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, CIGYX returned -5.64%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.88 means they have usually moved in the same direction. CIGYX charges 0.87%/yr vs 1.02%/yr for FAOSX.
Performance
CIGYX vs. FAOSX - Performance Comparison
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Returns By Period
CIGYX
- 1D
- 2.25%
- 1M
- 1.34%
- 6M
- 0.18%
- YTD
- -0.61%
- 1Y
- 1.95%
- 3Y*
- 0.75%
- 5Y*
- -5.64%
- 10Y*
- 4.16%
- ALL TIME*
- 3.88%
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 |
CIGYX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 30.71% |
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 CIGYX and FAOSX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
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 | 0.88 |
Over the past year, the correlation between CIGYX and FAOSX has dropped to 0.43 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
CIGYX vs. FAOSX — Risk / Return Rank
CIGYX
FAOSX
CIGYX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) 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.
| CIGYX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.93 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.32 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.15 | -0.48 | +0.33 |
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Drawdowns
CIGYX vs. FAOSX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for CIGYX and FAOSX.
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Drawdown Indicators
| CIGYX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -36.24% | -8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -7.26% | -12.52% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -13.96% | -5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -36.24% | -8.78% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | — | — |
Current DrawdownCurrent decline from peak | -28.09% | -5.86% | -22.23% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -7.90% | -8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 4.48% | +3.60% |
Volatility
CIGYX vs. FAOSX - Volatility Comparison
AB Concentrated International Growth Portfolio (CIGYX) has a higher volatility of 5.49% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that CIGYX'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
| CIGYX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 0.00% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 0.00% | +16.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 7.68% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 16.65% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.56% | +1.62% |
CIGYX vs. FAOSX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
CIGYX vs. FAOSX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | 0.61% | 0.61% | 0.62% | 0.00% | 0.00% | 1.82% | 1.49% | 0.99% | 7.83% | 3.22% | 0.82% |
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% |
Frequently Asked Questions
CIGYX and FAOSX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIGYX has higher volatility (5.49%) compared to FAOSX (0.00%). In terms of maximum drawdown, CIGYX dropped -45.02% vs FAOSX's -36.24%.
CIGYX currently has the higher Sharpe Ratio (-0.06 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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