DODFX vs. FAOIX
DODFX (Dodge & Cox International Stock Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, DODFX returned 11.77%/yr vs 7.58%/yr for FAOIX. Their correlation of 0.88 suggests significant overlap in exposure. DODFX charges 0.61%/yr vs 1.12%/yr for FAOIX.
Performance
DODFX vs. FAOIX - Performance Comparison
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Returns By Period
Over the past 10 years, DODFX has outperformed FAOIX with an annualized return of 11.77%, while FAOIX has yielded a comparatively lower 7.58% annualized return.
DODFX
- 1D
- 0.70%
- 1M
- 3.36%
- YTD
- 13.91%
- 6M
- 13.91%
- 1Y
- 32.64%
- 3Y*
- 20.85%
- 5Y*
- 11.93%
- 10Y*
- 11.77%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.58%
- 3Y*
- 7.90%
- 5Y*
- 3.78%
- 10Y*
- 7.58%
DODFX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 13.91% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -14.85% | 30.05% |
Correlation
The correlation between DODFX and FAOIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
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 FAOIX has dropped to 0.45 - 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. FAOIX — Risk / Return Rank
DODFX
FAOIX
DODFX vs. FAOIX - 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 I (FAOIX). 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 | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.00 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | -0.06 | +3.06 |
| Martin ratioReturn relative to average drawdown | 11.40 | -0.10 | +11.51 |
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Drawdowns
DODFX vs. FAOIX - Drawdown Comparison
The maximum DODFX drawdown since its inception was -63.23%, which is greater than FAOIX's maximum drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for DODFX and FAOIX.
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Drawdown Indicators
| DODFX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.23% | -59.86% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -7.28% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -13.98% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -36.33% | +11.81% |
Max Drawdown (10Y)Largest decline over 10 years | -44.61% | -36.33% | -8.28% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -14.19% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.13% | -1.21% |
Volatility
DODFX vs. FAOIX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 5.39% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that DODFX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODFX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 0.00% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 3.63% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 8.78% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 16.72% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.65% | +1.53% |
DODFX vs. FAOIX - Expense Ratio Comparison
DODFX has a 0.61% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
DODFX vs. FAOIX - Dividend Comparison
DODFX's dividend yield for the trailing twelve months is around 4.44%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 4.44% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
Frequently Asked Questions
DODFX and FAOIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (5.39%) compared to FAOIX (0.00%). In terms of maximum drawdown, DODFX dropped -63.23% vs FAOIX's -59.86%.
DODFX currently has the higher Sharpe Ratio (2.42 vs -0.05), 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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