DODFX vs. FAOAX
DODFX (Dodge & Cox International Stock Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, DODFX returned 10.78%/yr vs 7.60%/yr for FAOAX. Their correlation of 0.88 suggests significant overlap in exposure. DODFX charges 0.61%/yr vs 1.43%/yr for FAOAX.
Performance
DODFX vs. FAOAX - Performance Comparison
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Returns By Period
Over the past 10 years, DODFX has outperformed FAOAX with an annualized return of 10.78%, while FAOAX has yielded a comparatively lower 7.60% annualized return.
DODFX
- 1D
- -1.07%
- 1M
- 0.54%
- 6M
- 9.96%
- YTD
- 12.64%
- 1Y
- 27.55%
- 3Y*
- 18.79%
- 5Y*
- 12.02%
- 10Y*
- 10.78%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -3.08%
- 3Y*
- 7.44%
- 5Y*
- 2.88%
- 10Y*
- 7.60%
DODFX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 12.64% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between DODFX and FAOAX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2001 | 0.88 |
Over the past year, the correlation between DODFX and FAOAX has dropped to 0.41 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
DODFX vs. FAOAX — Risk / Return Rank
DODFX
FAOAX
DODFX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock Fund (DODFX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
| DODFX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.91 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | -0.49 | +2.95 |
| Martin ratioReturn relative to average drawdown | 9.33 | -0.76 | +10.10 |
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Drawdowns
DODFX vs. FAOAX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than FAOAX's maximum drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for DODFX and FAOAX.
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Drawdown Indicators
| DODFX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -60.03% | -3.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -7.29% | -3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -13.99% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -36.50% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -36.50% | -8.11% |
Current DrawdownCurrent decline from peak | -1.70% | -5.87% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -14.53% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 4.33% | -1.39% |
Volatility
DODFX vs. FAOAX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 4.98% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 0.00% | +4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 2.61% | +9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 8.28% | +5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 16.69% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.83% | 16.29% | +1.54% |
DODFX vs. FAOAX - Expense Ratio Comparison
DODFX has a 0.61% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
DODFX vs. FAOAX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 4.49%, less than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 4.49% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
Frequently Asked Questions
DODFX and FAOAX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (4.98%) compared to FAOAX (0.00%). In terms of maximum drawdown, DODFX dropped -63.23% vs FAOAX's -60.03%.
DODFX currently has the higher Sharpe Ratio (1.95 vs -0.43), 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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