EPIVX vs. FAOSX
EPIVX (EuroPac International Value Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, EPIVX returned 11.63%/yr vs 2.86%/yr for FAOSX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. EPIVX charges 1.75%/yr vs 1.02%/yr for FAOSX.
Performance
EPIVX vs. FAOSX - Performance Comparison
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Returns By Period
EPIVX
- 1D
- 1.13%
- 1M
- 4.31%
- 6M
- -2.90%
- YTD
- 2.06%
- 1Y
- 23.07%
- 3Y*
- 16.33%
- 5Y*
- 11.63%
- 10Y*
- 8.23%
- ALL TIME*
- 4.68%
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 |
EPIVX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPIVX EuroPac International Value Fund | 2.06% | 47.14% | 5.08% | 9.80% | 0.47% | 7.11% | 18.37% | 18.24% | -14.48% | 8.08% |
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 EPIVX and FAOSX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.62 |
Over the past year, the correlation between EPIVX and FAOSX has dropped to 0.25 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
EPIVX vs. FAOSX — Risk / Return Rank
EPIVX
FAOSX
EPIVX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EuroPac International Value Fund (EPIVX) 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.
| EPIVX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.93 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.32 | +1.86 |
| Martin ratioReturn relative to average drawdown | 3.40 | -0.48 | +3.89 |
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Drawdowns
EPIVX vs. FAOSX - Drawdown Comparison
The maximum EPIVX drawdown since its inception was -46.27%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for EPIVX and FAOSX.
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Drawdown Indicators
| EPIVX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.27% | -36.24% | -10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -7.26% | -7.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.00% | -13.96% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -36.24% | +14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | — | — |
Current DrawdownCurrent decline from peak | -8.52% | -5.86% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -13.26% | -7.90% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.77% | 4.48% | +2.29% |
Volatility
EPIVX vs. FAOSX - Volatility Comparison
EuroPac International Value Fund (EPIVX) has a higher volatility of 3.95% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that EPIVX'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
| EPIVX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 0.00% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 14.41% | 0.00% | +14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 7.68% | +9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 16.65% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 16.56% | -1.19% |
EPIVX vs. FAOSX - Expense Ratio Comparison
EPIVX has a 1.75% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
EPIVX vs. FAOSX - Dividend Comparison
EPIVX's dividend yield for the trailing twelve months is around 7.09%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPIVX EuroPac International Value Fund | 7.09% | 7.23% | 1.84% | 2.22% | 1.52% | 1.61% | 0.88% | 2.63% | 1.61% | 1.57% | 0.69% | 2.31% |
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
EPIVX and FAOSX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPIVX has higher volatility (3.95%) compared to FAOSX (0.00%). In terms of maximum drawdown, EPIVX dropped -46.27% vs FAOSX's -36.24%.
EPIVX currently has the higher Sharpe Ratio (1.34 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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