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 11.11%/yr vs 7.63%/yr for FAOIX. Their correlation of 0.87 means they have usually moved in the same direction. 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 11.11%, while FAOIX has yielded a comparatively lower 7.63% annualized return.
DODFX
- 1D
- 0.11%
- 1M
- 0.91%
- 6M
- 8.18%
- YTD
- 14.88%
- 1Y
- 31.04%
- 3Y*
- 18.81%
- 5Y*
- 12.71%
- 10Y*
- 11.11%
- ALL TIME*
- 8.39%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.86%
- 5Y*
- 2.74%
- 10Y*
- 7.63%
- ALL TIME*
- 5.75%
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 |
DODFX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODFX Dodge & Cox International Stock Fund | 14.88% | 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 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2001 | 0.87 |
Over the past year, the correlation between DODFX and FAOIX has dropped to 0.38 - well below their long-term average of 0.87, 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 | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.93 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | -0.32 | +3.06 |
| Martin ratioReturn relative to average drawdown | 10.38 | -0.49 | +10.87 |
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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 | -11.59% | -14.17% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.48% | -1.55% |
Volatility
DODFX vs. FAOIX - Volatility Comparison
Dodge & Cox International Stock Fund (DODFX) has a higher volatility of 4.00% 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 | 4.00% | 0.00% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 0.00% | +12.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 7.69% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.67% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 16.29% | +1.55% |
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 4.40%, 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 | 4.40% | 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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DODFX has higher volatility (4.00%) 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 (2.14 vs -0.31), 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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