DOXFX vs. FAOSX
DOXFX (Dodge & Cox International Stock X) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 3 years, DOXFX returned 20.97%/yr vs 8.01%/yr for FAOSX. A 0.73 correlation means they provide meaningful diversification when combined. DOXFX charges 0.52%/yr vs 1.02%/yr for FAOSX.
Performance
DOXFX vs. FAOSX - Performance Comparison
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Returns By Period
DOXFX
- 1D
- 0.70%
- 1M
- 3.36%
- YTD
- 13.97%
- 6M
- 13.97%
- 1Y
- 32.79%
- 3Y*
- 20.97%
- 5Y*
- —
- 10Y*
- —
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.55%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
DOXFX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 13.97% | 38.90% | 3.85% | 16.81% | -0.58% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -2.61% |
Correlation
The correlation between DOXFX and FAOSX 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 (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.73 |
Over the past year, the correlation between DOXFX and FAOSX has dropped to 0.45 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
DOXFX vs. FAOSX — Risk / Return Rank
DOXFX
FAOSX
DOXFX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox International Stock X (DOXFX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). 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.
| DOXFX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.00 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | -0.06 | +3.09 |
| Martin ratioReturn relative to average drawdown | 11.49 | -0.09 | +11.58 |
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Drawdowns
DOXFX vs. FAOSX - Drawdown Comparison
The maximum DOXFX drawdown since its inception was -14.41%, smaller than the maximum FAOSX drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DOXFX and FAOSX.
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Drawdown Indicators
| DOXFX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.41% | -36.24% | +21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -7.26% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -13.96% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.24% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -7.92% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.13% | -1.22% |
Volatility
DOXFX vs. FAOSX - Volatility Comparison
Dodge & Cox International Stock X (DOXFX) has a higher volatility of 5.41% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that DOXFX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DOXFX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 0.00% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 3.63% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 8.76% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.70% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 16.64% | -2.59% |
DOXFX vs. FAOSX - Expense Ratio Comparison
DOXFX has a 0.52% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
DOXFX vs. FAOSX - Dividend Comparison
DOXFX's dividend yield for the trailing twelve months is around 4.52%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DOXFX Dodge & Cox International Stock X | 4.52% | 5.15% | 2.36% | 2.38% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% |
Frequently Asked Questions
DOXFX and FAOSX 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.
DOXFX has higher volatility (5.41%) compared to FAOSX (0.00%). In terms of maximum drawdown, DOXFX dropped -14.41% vs FAOSX's -36.24%.
DOXFX currently has the higher Sharpe Ratio (2.43 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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