FAOAX vs. PZRIX
Compare and contrast key facts about Fidelity Advisor Overseas Fund Class A (FAOAX) and PIMCO RAE Global ex-US Fund (PZRIX).
FAOAX is managed by Fidelity. It was launched on Sep 3, 1996. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FAOAX vs. PZRIX - Performance Comparison
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FAOAX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
Over the past 10 years, FAOAX has underperformed PZRIX with an annualized return of 7.58%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -4.34%
- 1Y
- 7.63%
- 3Y*
- 9.47%
- 5Y*
- 4.62%
- 10Y*
- 7.58%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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FAOAX vs. PZRIX - Expense Ratio Comparison
FAOAX has a 1.43% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FAOAX vs. PZRIX — Risk / Return Rank
FAOAX
PZRIX
FAOAX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class A (FAOAX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| FAOAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 2.67 | -2.09 |
Sortino ratioReturn per unit of downside risk | 0.92 | 3.39 | -2.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.52 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.09 | -2.58 |
Martin ratioReturn relative to average drawdown | 1.81 | 14.29 | -12.48 |
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
| FAOAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.67 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.69 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.59 | -0.29 |
Correlation
The correlation between FAOAX and PZRIX is 0.82, 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
FAOAX vs. PZRIX - Dividend Comparison
FAOAX's dividend yield for the trailing twelve months is around 8.54%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
FAOAX vs. PZRIX - Drawdown Comparison
The maximum FAOAX drawdown since its inception was -60.03%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FAOAX and PZRIX.
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Drawdown Indicators
| FAOAX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -43.53% | -16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -10.68% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -36.50% | -30.85% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.50% | -43.53% | +7.03% |
Current DrawdownCurrent decline from peak | -5.87% | -5.20% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -14.59% | -9.00% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.45% | +1.47% |
Volatility
FAOAX vs. PZRIX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class A (FAOAX) is 0.00%, while PIMCO RAE Global ex-US Fund (PZRIX) has a volatility of 5.45%. This indicates that FAOAX experiences smaller price fluctuations and is considered to be less risky than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOAX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.45% | -5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 6.12% | 8.92% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.20% | 14.17% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 15.85% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 17.02% | -0.29% |