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FAERX vs. FAOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAERX vs. FAOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Overseas Fund Class M (FAERX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FAERX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-5.36%
1Y
9.13%
3Y*
9.21%
5Y*
4.41%
10Y*
7.27%

FAOSX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-5.28%
1Y
9.56%
3Y*
9.81%
5Y*
5.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAERX vs. FAOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAERX
Fidelity Advisor Overseas Fund Class M
0.00%14.70%4.40%19.78%-24.77%18.63%14.43%27.14%-15.25%25.50%
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 FAERX and FAOSX is 1.00 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


FAERX vs. FAOSX - Expense Ratio Comparison

FAERX has a 1.65% expense ratio, which is higher than FAOSX's 1.02% expense ratio.


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Return for Risk

FAERX vs. FAOSX — Risk / Return Rank

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

FAERX
FAERX Risk / Return Rank: 1313
Overall Rank
FAERX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FAERX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FAERX Omega Ratio Rank: 1818
Omega Ratio Rank
FAERX Calmar Ratio Rank: 99
Calmar Ratio Rank
FAERX Martin Ratio Rank: 1010
Martin Ratio Rank

FAOSX
FAOSX Risk / Return Rank: 1414
Overall Rank
FAOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FAOSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FAOSX Omega Ratio Rank: 1919
Omega Ratio Rank
FAOSX Calmar Ratio Rank: 99
Calmar Ratio Rank
FAOSX Martin Ratio Rank: 1111
Martin Ratio Rank
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.

FAERX vs. FAOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class M (FAERX) 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.


FAERXFAOSXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.51

-0.03

Sortino ratio

Return per unit of downside risk

0.79

0.83

-0.04

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

0.40

0.44

-0.04

Martin ratio

Return relative to average drawdown

1.42

1.55

-0.13

FAERX vs. FAOSX - Sharpe Ratio Comparison

The current FAERX Sharpe Ratio is 0.48, which is comparable to the FAOSX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FAERX and FAOSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FAERXFAOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.51

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.30

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.51

-0.19

Drawdowns

FAERX vs. FAOSX - Drawdown Comparison

The maximum FAERX drawdown since its inception was -60.14%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for FAERX and FAOSX.


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Drawdown Indicators


FAERXFAOSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.14%

-36.24%

-23.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-7.26%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-36.24%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-5.89%

-5.86%

-0.03%

Average Drawdown

Average peak-to-trough decline

-14.40%

-7.96%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.93%

+0.03%

Volatility

FAERX vs. FAOSX - Volatility Comparison

The current volatility for Fidelity Advisor Overseas Fund Class M (FAERX) is 0.00%, while Fidelity Advisor Overseas Fund Class Z (FAOSX) has a volatility of 0.00%. This indicates that FAERX experiences smaller price fluctuations and is considered to be less risky 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


FAERXFAOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.00%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

5.98%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

15.15%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

16.85%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

16.80%

-0.07%

Dividends

FAERX vs. FAOSX - Dividend Comparison

FAERX's dividend yield for the trailing twelve months is around 7.94%, less than FAOSX's 8.67% yield.


TTM20252024202320222021202020192018201720162015
FAERX
Fidelity Advisor Overseas Fund Class M
7.94%7.94%0.96%0.51%0.12%2.07%0.00%1.15%4.25%3.35%0.80%0.09%
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%