DOMIX vs. FAOIX
DOMIX (Domini Impact International Equity Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, DOMIX returned 8.24%/yr vs 7.63%/yr for FAOIX. Their correlation of 0.89 means they have usually moved in the same direction. DOMIX charges 1.37%/yr vs 1.12%/yr for FAOIX.
Performance
DOMIX vs. FAOIX - Performance Comparison
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Returns By Period
Over the past 10 years, DOMIX has outperformed FAOIX with an annualized return of 8.24%, while FAOIX has yielded a comparatively lower 7.63% annualized return.
DOMIX
- 1D
- 2.53%
- 1M
- 1.73%
- 6M
- 7.90%
- YTD
- 12.38%
- 1Y
- 25.17%
- 3Y*
- 18.92%
- 5Y*
- 8.98%
- 10Y*
- 8.24%
- ALL TIME*
- 4.11%
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 |
DOMIX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | 12.38% | 30.81% | 8.24% | 21.39% | -20.84% | 10.69% | 5.73% | 16.94% | -16.35% | 24.61% |
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 DOMIX and FAOIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2006 | 0.89 |
Over the past year, the correlation between DOMIX and FAOIX has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
DOMIX vs. FAOIX — Risk / Return Rank
DOMIX
FAOIX
DOMIX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) 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.
| DOMIX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.93 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | -0.32 | +2.41 |
| Martin ratioReturn relative to average drawdown | 8.11 | -0.49 | +8.60 |
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Drawdowns
DOMIX vs. FAOIX - Drawdown Comparison
The maximum DOMIX drawdown since its inception was -66.21%, which is greater than FAOIX's maximum drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for DOMIX and FAOIX.
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Drawdown Indicators
| DOMIX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -59.86% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -7.28% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.51% | -13.98% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -36.33% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -36.33% | -3.98% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -16.61% | -14.17% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.48% | -1.47% |
Volatility
DOMIX vs. FAOIX - Volatility Comparison
Domini Impact International Equity Fund (DOMIX) has a higher volatility of 4.65% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that DOMIX'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
| DOMIX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 0.00% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 0.00% | +13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 7.69% | +8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 16.67% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.29% | +0.09% |
DOMIX vs. FAOIX - Expense Ratio Comparison
DOMIX has a 1.37% expense ratio, which is higher than FAOIX's 1.12% expense ratio.
Dividends
DOMIX vs. FAOIX - Dividend Comparison
DOMIX's dividend yield for the trailing twelve months is around 1.80%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | 1.80% | 1.94% | 3.00% | 2.00% | 1.92% | 1.17% | 0.50% | 2.77% | 5.14% | 2.52% | 1.88% | 3.19% |
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
DOMIX and FAOIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOMIX has higher volatility (4.65%) compared to FAOIX (0.00%). In terms of maximum drawdown, DOMIX dropped -66.21% vs FAOIX's -59.86%.
DOMIX currently has the higher Sharpe Ratio (1.51 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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