EXOSX vs. FSKLX
Compare and contrast key facts about Manning & Napier Overseas Series (EXOSX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
EXOSX is managed by Manning & Napier. It was launched on Jul 9, 2002. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
EXOSX vs. FSKLX - Performance Comparison
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EXOSX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | -7.05% | 16.21% | 3.33% | 19.89% | -24.26% | 11.50% | 27.07% | 27.52% | -17.23% | 23.92% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, EXOSX achieves a -7.05% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, EXOSX has outperformed FSKLX with an annualized return of 6.47%, while FSKLX has yielded a comparatively lower 6.05% annualized return.
EXOSX
- 1D
- 0.44%
- 1M
- -9.74%
- YTD
- -7.05%
- 6M
- -6.01%
- 1Y
- 3.66%
- 3Y*
- 6.53%
- 5Y*
- 1.56%
- 10Y*
- 6.47%
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
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EXOSX vs. FSKLX - Expense Ratio Comparison
EXOSX has a 0.75% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
EXOSX vs. FSKLX — Risk / Return Rank
EXOSX
FSKLX
EXOSX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Overseas Series (EXOSX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.
| EXOSX | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.33 | -1.16 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.83 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.99 | -1.84 |
Martin ratioReturn relative to average drawdown | 0.56 | 7.06 | -6.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXOSX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.33 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.56 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.51 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.46 | -0.07 |
Correlation
The correlation between EXOSX and FSKLX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EXOSX vs. FSKLX - Dividend Comparison
EXOSX's dividend yield for the trailing twelve months is around 1.22%, less than FSKLX's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXOSX Manning & Napier Overseas Series | 1.22% | 1.13% | 1.29% | 1.27% | 0.82% | 1.85% | 0.86% | 1.72% | 0.91% | 1.79% | 1.71% | 1.84% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
EXOSX vs. FSKLX - Drawdown Comparison
The maximum EXOSX drawdown since its inception was -55.50%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for EXOSX and FSKLX.
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Drawdown Indicators
| EXOSX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.50% | -27.26% | -28.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.64% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -37.71% | -24.99% | -12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.71% | -27.26% | -10.45% |
Current DrawdownCurrent decline from peak | -11.38% | -7.31% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -5.14% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.43% | +0.62% |
Volatility
EXOSX vs. FSKLX - Volatility Comparison
Manning & Napier Overseas Series (EXOSX) has a higher volatility of 5.78% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that EXOSX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXOSX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.41% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 7.41% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 12.28% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 11.44% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 11.89% | +4.70% |