EPDIX vs. FAOSX
EPDIX (EuroPac International Dividend Income Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, EPDIX returned 14.62%/yr vs 2.86%/yr for FAOSX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. EPDIX charges 1.25%/yr vs 1.02%/yr for FAOSX.
Performance
EPDIX vs. FAOSX - Performance Comparison
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Returns By Period
EPDIX
- 1D
- 1.79%
- 1M
- 3.58%
- 6M
- 0.58%
- YTD
- 9.59%
- 1Y
- 37.63%
- 3Y*
- 21.52%
- 5Y*
- 14.62%
- 10Y*
- 9.45%
- ALL TIME*
- 6.74%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
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 |
EPDIX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 9.59% | 62.35% | 0.87% | 7.85% | 1.53% | 8.04% | 9.23% | 13.33% | -10.74% | 11.51% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between EPDIX and FAOSX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.64 |
Over the past year, the correlation between EPDIX and FAOSX has dropped to 0.26 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
EPDIX vs. FAOSX — Risk / Return Rank
EPDIX
FAOSX
EPDIX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Dividend Income Fund (EPDIX) 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.
| EPDIX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.84 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.93 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | -0.32 | +3.75 |
| Martin ratioReturn relative to average drawdown | 8.71 | -0.48 | +9.19 |
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Drawdowns
EPDIX vs. FAOSX - Drawdown Comparison
The maximum EPDIX drawdown since its inception was -38.23%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for EPDIX and FAOSX.
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Drawdown Indicators
| EPDIX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.23% | -36.24% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -7.26% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -13.96% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | -36.24% | +15.26% |
Max Drawdown (10Y)Largest decline over 10 years | -32.84% | — | — |
Current DrawdownCurrent decline from peak | -6.30% | -5.86% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -10.74% | -7.90% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 4.48% | -0.19% |
Volatility
EPDIX vs. FAOSX - Volatility Comparison
EuroPac International Dividend Income Fund (EPDIX) has a higher volatility of 3.77% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that EPDIX'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
| EPDIX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 0.00% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 0.00% | +12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 7.68% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.09% | 16.65% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 16.56% | -1.73% |
EPDIX vs. FAOSX - Expense Ratio Comparison
EPDIX has a 1.25% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
EPDIX vs. FAOSX - Dividend Comparison
EPDIX's dividend yield for the trailing twelve months is around 6.83%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPDIX EuroPac International Dividend Income Fund | 6.83% | 7.71% | 4.09% | 3.32% | 2.81% | 2.31% | 1.92% | 2.68% | 3.00% | 2.93% | 2.47% | 3.88% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
EPDIX and FAOSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPDIX has higher volatility (3.77%) compared to FAOSX (0.00%). In terms of maximum drawdown, EPDIX dropped -38.23% vs FAOSX's -36.24%.
EPDIX currently has the higher Sharpe Ratio (2.54 vs -0.30), 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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