FAOCX vs. KGIIX
FAOCX (Fidelity Advisor Overseas Fund Class C) and KGIIX (Kopernik International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FAOCX returned 6.54%/yr vs 8.90%/yr for KGIIX. Their 0.49 correlation means their historical movements had little consistent relationship. FAOCX charges 2.25%/yr vs 1.04%/yr for KGIIX.
Performance
FAOCX vs. KGIIX - Performance Comparison
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Returns By Period
Over the past 10 years, FAOCX has underperformed KGIIX with an annualized return of 6.54%, while KGIIX has yielded a comparatively higher 8.90% annualized return.
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.57%
- 3Y*
- 7.00%
- 5Y*
- 1.81%
- 10Y*
- 6.54%
- ALL TIME*
- 4.61%
KGIIX
- 1D
- -0.93%
- 1M
- 2.50%
- 6M
- -2.27%
- YTD
- 4.88%
- 1Y
- 24.65%
- 3Y*
- 17.03%
- 5Y*
- 8.73%
- 10Y*
- 8.90%
- ALL TIME*
- 11.34%
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 |
FAOCX vs. KGIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
KGIIX Kopernik International Fund | 4.88% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 18.94% | 16.37% | -6.24% | 10.50% |
Correlation
The correlation between FAOCX and KGIIX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.49 |
Over the past year, the correlation between FAOCX and KGIIX has dropped to 0.20 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
FAOCX vs. KGIIX — Risk / Return Rank
FAOCX
KGIIX
FAOCX vs. KGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class C (FAOCX) and Kopernik International Fund (KGIIX). 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.
| FAOCX | KGIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.34 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.11 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.56 | 5.28 | -5.85 |
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Drawdowns
FAOCX vs. KGIIX - Drawdown Comparison
The maximum FAOCX drawdown since its inception was -60.45%, which is greater than KGIIX's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for FAOCX and KGIIX.
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Drawdown Indicators
| FAOCX | KGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.45% | -27.81% | -32.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -11.96% | +4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -13.58% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -36.96% | -27.81% | -9.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -27.81% | -9.15% |
Current DrawdownCurrent decline from peak | -5.90% | -8.56% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -15.58% | -6.16% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 4.76% | -0.24% |
Volatility
FAOCX vs. KGIIX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class C (FAOCX) is 0.00%, while Kopernik International Fund (KGIIX) has a volatility of 3.17%. This indicates that FAOCX experiences smaller price fluctuations and is considered to be less risky than KGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOCX | KGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.17% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.55% | -10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 13.37% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 13.27% | +3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 12.67% | +3.61% |
FAOCX vs. KGIIX - Expense Ratio Comparison
FAOCX has a 2.25% expense ratio, which is higher than KGIIX's 1.04% expense ratio.
Dividends
FAOCX vs. KGIIX - Dividend Comparison
FAOCX's dividend yield for the trailing twelve months is around 8.26%, less than KGIIX's 13.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% |
KGIIX Kopernik International Fund | 13.60% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% |
Frequently Asked Questions
FAOCX and KGIIX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KGIIX has higher volatility (3.17%) compared to FAOCX (0.00%). In terms of maximum drawdown, FAOCX dropped -60.45% vs KGIIX's -27.81%.
KGIIX currently has the higher Sharpe Ratio (1.89 vs -0.36), 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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