EPIVX vs. FSOSX

Last updated Apr 1, 2026

Compare and contrast key facts about EuroPac International Value Fund (EPIVX) and Fidelity Series Overseas Fund (FSOSX).

EPIVX is managed by Euro Pacific Asset Management. It was launched on Apr 6, 2010. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.

Performance

EPIVX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EuroPac International Value Fund (EPIVX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

EPIVX vs. FSOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EPIVX EuroPac International Value Fund	-1.49%	47.14%	5.08%	9.80%	0.47%	7.11%	18.37%	6.63%
FSOSX Fidelity Series Overseas Fund	-5.69%	21.29%	5.87%	21.49%	-23.25%	19.59%	16.36%	7.78%

Returns By Period

In the year-to-date period, EPIVX achieves a -1.49% return, which is significantly higher than FSOSX's -5.69% return.

EPIVX

• 1D: -0.14%
• 1M: -11.64%
• YTD: -1.49%
• 6M: 5.59%
• 1Y: 28.45%
• 3Y*: 16.24%
• 5Y*: 11.89%
• 10Y*: 9.62%

FSOSX

• 1D: 0.36%
• 1M: -11.39%
• YTD: -5.69%
• 6M: -5.28%
• 1Y: 7.28%
• 3Y*: 10.01%
• 5Y*: 5.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPIVX vs. FSOSX - Expense Ratio Comparison

EPIVX has a 1.75% expense ratio, which is higher than FSOSX's 0.01% expense ratio.

EPIVX

EuroPac International Value Fund

FSOSX

Fidelity Series Overseas Fund

Return for Risk

EPIVX vs. FSOSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPIVX

EPIVX Risk / Return Rank: 81
EPIVX Sharpe Ratio Rank: 85
EPIVX Sortino Ratio Rank: 81
EPIVX Omega Ratio Rank: 80
EPIVX Calmar Ratio Rank: 81
EPIVX Martin Ratio Rank: 79

FSOSX

FSOSX Risk / Return Rank: 14
FSOSX Sharpe Ratio Rank: 14
FSOSX Sortino Ratio Rank: 13
FSOSX Omega Ratio Rank: 13
FSOSX Calmar Ratio Rank: 15
FSOSX Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EPIVX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EuroPac International Value Fund (EPIVX) and Fidelity Series Overseas Fund (FSOSX). 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.

	EPIVX	FSOSX	Difference
Sharpe ratio Return per unit of total volatility	1.61	0.34	+1.28
Sortino ratio Return per unit of downside risk	2.06	0.58	+1.47
Omega ratio Gain probability vs. loss probability	1.31	1.08	+0.23
Calmar ratio Return relative to maximum drawdown	1.94	0.40	+1.54
Martin ratio Return relative to average drawdown	7.70	1.51	+6.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPIVX vs. FSOSX - Sharpe Ratio Comparison

The current EPIVX Sharpe Ratio is 1.61, which is higher than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of EPIVX and FSOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPIVX	FSOSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	0.34	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.34	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.43	-0.14

Correlation

The correlation between EPIVX and FSOSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EPIVX vs. FSOSX - Dividend Comparison

EPIVX's dividend yield for the trailing twelve months is around 6.96%, less than FSOSX's 9.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPIVX EuroPac International Value Fund	6.96%	7.23%	1.84%	2.22%	1.52%	1.61%	0.88%	2.63%	1.61%	1.57%	0.69%	2.31%
FSOSX Fidelity Series Overseas Fund	9.70%	9.15%	2.25%	1.63%	1.80%	2.92%	1.12%	0.37%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EPIVX vs. FSOSX - Drawdown Comparison

The maximum EPIVX drawdown since its inception was -46.27%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for EPIVX and FSOSX.

Drawdown Indicators

	EPIVX	FSOSX	Difference
Max Drawdown Largest peak-to-trough decline	-46.27%	-35.36%	-10.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	-12.39%	-1.53%
Max Drawdown (5Y) Largest decline over 5 years	-21.75%	-35.36%	+13.61%
Max Drawdown (10Y) Largest decline over 10 years	-31.29%	—	—
Current Drawdown Current decline from peak	-11.70%	-11.89%	+0.19%
Average Drawdown Average peak-to-trough decline	-13.34%	-7.90%	-5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	3.31%	+0.20%

Volatility

EPIVX vs. FSOSX - Volatility Comparison

The current volatility for EuroPac International Value Fund (EPIVX) is 6.31%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that EPIVX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPIVX	FSOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	8.28%	-1.97%
Volatility (6M) Calculated over the trailing 6-month period	13.50%	11.94%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	17.29%	18.25%	-0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.97%	17.35%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.35%	18.93%	-3.58%