CIGYX vs. FSOSX
CIGYX (AB Concentrated International Growth Portfolio) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, CIGYX returned -5.64%/yr vs 5.77%/yr for FSOSX. Their correlation of 0.92 means they have usually moved in the same direction. CIGYX charges 0.87%/yr vs 0.01%/yr for FSOSX.
Performance
CIGYX vs. FSOSX - Performance Comparison
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Returns By Period
In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than FSOSX's 5.89% return.
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%
FSOSX
- 1D
- 3.74%
- 1M
- -1.43%
- 6M
- 2.20%
- YTD
- 5.89%
- 1Y
- 10.65%
- 3Y*
- 12.17%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 9.49%
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. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 10.15% |
FSOSX Fidelity Series Overseas Fund | 5.89% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Correlation
The correlation between CIGYX and FSOSX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.92 |
The correlation between CIGYX and FSOSX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
CIGYX vs. FSOSX — Risk / Return Rank
CIGYX
FSOSX
CIGYX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and Fidelity Series Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.10 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.70 | -0.76 |
| Martin ratioReturn relative to average drawdown | -0.15 | 2.38 | -2.53 |
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Drawdowns
CIGYX vs. FSOSX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for CIGYX and FSOSX.
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Drawdown Indicators
| CIGYX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -35.36% | -9.66% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -12.39% | -7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -14.07% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -35.36% | -9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | — | — |
Current DrawdownCurrent decline from peak | -28.09% | -3.54% | -24.55% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -7.67% | -9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 3.64% | +4.44% |
Volatility
CIGYX vs. FSOSX - Volatility Comparison
The current volatility for AB Concentrated International Growth Portfolio (CIGYX) is 5.49%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 6.20%. This indicates that CIGYX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGYX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.20% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 16.57% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 18.60% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 18.06% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 19.15% | -0.97% |
CIGYX vs. FSOSX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Dividends
CIGYX vs. FSOSX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than FSOSX's 8.64% 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% |
FSOSX Fidelity Series Overseas Fund | 8.64% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CIGYX and FSOSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSOSX has higher volatility (6.20%) compared to CIGYX (5.49%). In terms of maximum drawdown, CIGYX dropped -45.02% vs FSOSX's -35.36%.
FSOSX currently has the higher Sharpe Ratio (0.47 vs -0.06), 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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