DFSPX vs. FAOCX
DFSPX (DFA International Sustainability Core 1 Portfolio) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 10 years, DFSPX returned 9.88%/yr vs 6.82%/yr for FAOCX. Their correlation of 0.92 suggests significant overlap in exposure. DFSPX charges 0.24%/yr vs 2.25%/yr for FAOCX.
Performance
DFSPX vs. FAOCX - Performance Comparison
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Returns By Period
Over the past 10 years, DFSPX has outperformed FAOCX with an annualized return of 9.88%, while FAOCX has yielded a comparatively lower 6.82% annualized return.
DFSPX
- 1D
- 0.47%
- 1M
- 0.56%
- 6M
- 4.03%
- YTD
- 7.13%
- 1Y
- 17.59%
- 3Y*
- 17.34%
- 5Y*
- 7.95%
- 10Y*
- 9.88%
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -3.31%
- 3Y*
- 8.34%
- 5Y*
- 2.28%
- 10Y*
- 6.82%
DFSPX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 7.13% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
Correlation
The correlation between DFSPX and FAOCX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.92 |
Over the past year, the correlation between DFSPX and FAOCX has dropped to 0.50 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
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Return for Risk
DFSPX vs. FAOCX — Risk / Return Rank
DFSPX
FAOCX
DFSPX vs. FAOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.
| DFSPX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.86 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | -0.73 | +2.13 |
| Martin ratioReturn relative to average drawdown | 5.04 | -1.15 | +6.19 |
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Drawdowns
DFSPX vs. FAOCX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for DFSPX and FAOCX.
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Drawdown Indicators
| DFSPX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -60.45% | +24.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -7.33% | -4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -14.05% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -36.96% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -36.96% | +1.10% |
Current DrawdownCurrent decline from peak | -1.51% | -5.90% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -15.60% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 4.34% | -1.03% |
Volatility
DFSPX vs. FAOCX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 4.79% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 0.00% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 2.85% | +10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 8.34% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 16.69% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 16.29% | -0.34% |
DFSPX vs. FAOCX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
DFSPX vs. FAOCX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.99%, less than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.99% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% | 0.00% |
Frequently Asked Questions
DFSPX and FAOCX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSPX has higher volatility (4.79%) compared to FAOCX (0.00%). In terms of maximum drawdown, DFSPX dropped -35.86% vs FAOCX's -60.45%.
DFSPX currently has the higher Sharpe Ratio (1.09 vs -0.65), 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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