FAOCX vs. WEUSX
FAOCX (Fidelity Advisor Overseas Fund Class C) and WEUSX (SEI Institutional Investments Trust World Equity Ex-US Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FAOCX returned 6.48%/yr vs 10.68%/yr for WEUSX. Their correlation of 0.89 suggests significant overlap in exposure. FAOCX charges 2.25%/yr vs 0.63%/yr for WEUSX.
Performance
FAOCX vs. WEUSX - Performance Comparison
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Returns By Period
Over the past 10 years, FAOCX has underperformed WEUSX with an annualized return of 6.48%, while WEUSX has yielded a comparatively higher 10.68% annualized return.
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -1.01%
- 3Y*
- 6.99%
- 5Y*
- 2.79%
- 10Y*
- 6.48%
WEUSX
- 1D
- 0.13%
- 1M
- 2.42%
- YTD
- 13.05%
- 6M
- 13.01%
- 1Y
- 28.43%
- 3Y*
- 19.18%
- 5Y*
- 8.63%
- 10Y*
- 10.68%
FAOCX vs. WEUSX - 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% |
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 13.05% | 29.41% | 7.19% | 16.95% | -16.61% | 7.36% | 14.61% | 23.74% | -16.01% | 29.52% |
Correlation
The correlation between FAOCX and WEUSX is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2007 | 0.89 |
Over the past year, the correlation between FAOCX and WEUSX has dropped to 0.50 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
FAOCX vs. WEUSX — Risk / Return Rank
FAOCX
WEUSX
FAOCX vs. WEUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class C (FAOCX) and SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX). 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 | WEUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.64 | -2.77 |
| Martin ratioReturn relative to average drawdown | -0.21 | 9.91 | -10.13 |
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Drawdowns
FAOCX vs. WEUSX - Drawdown Comparison
The maximum FAOCX drawdown since its inception was -60.45%, smaller than the maximum WEUSX drawdown of -67.47%. Use the drawdown chart below to compare losses from any high point for FAOCX and WEUSX.
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Drawdown Indicators
| FAOCX | WEUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.45% | -67.47% | +7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -11.11% | +3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -14.22% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -36.96% | -39.17% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -39.17% | +2.21% |
Current DrawdownCurrent decline from peak | -5.90% | -0.38% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -15.61% | -22.99% | +7.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.95% | +1.22% |
Volatility
FAOCX vs. WEUSX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class C (FAOCX) is 0.00%, while SEI Institutional Investments Trust World Equity Ex-US Fund (WEUSX) has a volatility of 4.61%. This indicates that FAOCX experiences smaller price fluctuations and is considered to be less risky than WEUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOCX | WEUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.61% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 11.58% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 13.95% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 19.36% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.95% | -1.31% |
FAOCX vs. WEUSX - Expense Ratio Comparison
FAOCX has a 2.25% expense ratio, which is higher than WEUSX's 0.63% expense ratio.
Dividends
FAOCX vs. WEUSX - Dividend Comparison
FAOCX's dividend yield for the trailing twelve months is around 8.26%, less than WEUSX's 11.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
WEUSX SEI Institutional Investments Trust World Equity Ex-US Fund | 11.08% | 12.53% | 4.12% | 2.99% | 5.00% | 23.87% | 1.68% | 2.48% | 5.75% | 2.27% | 2.00% | 2.62% |
Frequently Asked Questions
FAOCX and WEUSX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEUSX has higher volatility (4.61%) compared to FAOCX (0.00%). In terms of maximum drawdown, FAOCX dropped -60.45% vs WEUSX's -67.47%.
WEUSX currently has the higher Sharpe Ratio (2.11 vs -0.11), 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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