DFIVX vs. FAOSX
DFIVX (DFA International Value Portfolio Institutional Class) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, DFIVX returned 16.10%/yr vs 2.86%/yr for FAOSX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. DFIVX charges 0.28%/yr vs 1.02%/yr for FAOSX.
Performance
DFIVX vs. FAOSX - Performance Comparison
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Returns By Period
DFIVX
- 1D
- -0.60%
- 1M
- 4.35%
- 6M
- 9.19%
- YTD
- 16.48%
- 1Y
- 37.52%
- 3Y*
- 23.08%
- 5Y*
- 16.10%
- 10Y*
- 12.31%
- ALL TIME*
- 7.59%
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 |
DFIVX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 16.48% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 20.89% |
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 DFIVX and FAOSX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.79 |
Over the past year, the correlation between DFIVX and FAOSX has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
DFIVX vs. FAOSX — Risk / Return Rank
DFIVX
FAOSX
DFIVX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio Institutional Class (DFIVX) 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.
| DFIVX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.95 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.93 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | -0.32 | +4.24 |
| Martin ratioReturn relative to average drawdown | 15.35 | -0.48 | +15.83 |
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Drawdowns
DFIVX vs. FAOSX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DFIVX and FAOSX.
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Drawdown Indicators
| DFIVX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -36.24% | -30.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.26% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -13.96% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -36.24% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -5.86% | +5.26% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -7.90% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 4.48% | -2.04% |
Volatility
DFIVX vs. FAOSX - Volatility Comparison
DFA International Value Portfolio Institutional Class (DFIVX) has a higher volatility of 4.24% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that DFIVX'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
| DFIVX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 0.00% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 0.00% | +11.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 7.68% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.65% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 16.56% | +1.12% |
DFIVX vs. FAOSX - Expense Ratio Comparison
DFIVX has a 0.28% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
DFIVX vs. FAOSX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.64%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 3.64% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
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
DFIVX and FAOSX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIVX has higher volatility (4.24%) compared to FAOSX (0.00%). In terms of maximum drawdown, DFIVX dropped -66.61% vs FAOSX's -36.24%.
DFIVX currently has the higher Sharpe Ratio (2.64 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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