FAOCX vs. LIAGX
FAOCX (Fidelity Advisor Overseas Fund Class C) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOCX returned 2.43%/yr vs 7.06%/yr for LIAGX. Their correlation of 0.84 suggests significant overlap in exposure. FAOCX charges 2.25%/yr vs 0.81%/yr for LIAGX.
Performance
FAOCX vs. LIAGX - Performance Comparison
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Returns By Period
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -3.48%
- 3Y*
- 6.91%
- 5Y*
- 2.43%
- 10Y*
- 6.69%
LIAGX
- 1D
- -2.24%
- 1M
- -6.30%
- 6M
- 12.92%
- YTD
- 19.63%
- 1Y
- 27.68%
- 3Y*
- 17.78%
- 5Y*
- 7.06%
- 10Y*
- —
FAOCX vs. LIAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 7.70% |
LIAGX Lord Abbett International Growth Fund | 19.63% | 25.09% | 9.43% | 15.73% | -26.63% | 0.07% |
Correlation
The correlation between FAOCX and LIAGX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | 0.84 |
Over the past year, the correlation between FAOCX and LIAGX has dropped to 0.41 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
FAOCX vs. LIAGX — Risk / Return Rank
FAOCX
LIAGX
FAOCX vs. LIAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class C (FAOCX) and Lord Abbett International Growth Fund (LIAGX). 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 | LIAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.22 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 1.98 | -2.42 |
| Martin ratioReturn relative to average drawdown | -0.69 | 7.06 | -7.75 |
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Drawdowns
FAOCX vs. LIAGX - Drawdown Comparison
The maximum FAOCX drawdown since its inception was -60.45%, which is greater than LIAGX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for FAOCX and LIAGX.
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Drawdown Indicators
| FAOCX | LIAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.45% | -37.87% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -14.56% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -17.11% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -36.96% | -37.87% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | — | — |
Current DrawdownCurrent decline from peak | -5.90% | -10.34% | +4.44% |
Average DrawdownAverage peak-to-trough decline | -15.59% | -13.03% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 4.08% | +0.32% |
Volatility
FAOCX vs. LIAGX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class C (FAOCX) is 0.00%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 10.29%. This indicates that FAOCX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOCX | LIAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 10.29% | -10.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 22.33% | -20.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 24.56% | -16.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 19.63% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 19.55% | -3.27% |
FAOCX vs. LIAGX - Expense Ratio Comparison
FAOCX has a 2.25% expense ratio, which is higher than LIAGX's 0.81% expense ratio.
Dividends
FAOCX vs. LIAGX - Dividend Comparison
FAOCX's dividend yield for the trailing twelve months is around 8.26%, more than LIAGX's 0.32% 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% |
LIAGX Lord Abbett International Growth Fund | 0.32% | 0.38% | 0.48% | 0.71% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAOCX and LIAGX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIAGX has higher volatility (10.29%) compared to FAOCX (0.00%). In terms of maximum drawdown, FAOCX dropped -60.45% vs LIAGX's -37.87%.
LIAGX currently has the higher Sharpe Ratio (1.17 vs -0.40), 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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