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FAOIX vs. EPDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAOIX vs. EPDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Overseas Fund Class I (FAOIX) and EuroPac International Dividend Income Fund Class A (EPDPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, FAOIX has underperformed EPDPX with an annualized return of 7.81%, while EPDPX has yielded a comparatively higher 10.06% annualized return.


FAOIX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-5.30%
1Y
9.47%
3Y*
9.70%
5Y*
4.90%
10Y*
7.81%

EPDPX

1D
0.00%
1M
-2.19%
YTD
10.06%
6M
20.08%
1Y
49.23%
3Y*
21.57%
5Y*
15.14%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAOIX vs. EPDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAOIX
Fidelity Advisor Overseas Fund Class I
0.00%15.25%4.92%20.35%-24.38%19.23%15.08%27.82%-14.85%30.05%
EPDPX
EuroPac International Dividend Income Fund Class A
10.06%61.93%0.72%7.46%1.27%7.78%8.83%13.05%-11.02%15.53%

Correlation

The correlation between FAOIX and EPDPX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FAOIX vs. EPDPX - Expense Ratio Comparison

FAOIX has a 1.12% expense ratio, which is lower than EPDPX's 1.52% expense ratio.


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Return for Risk

FAOIX vs. EPDPX — Risk / Return Rank

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

FAOIX
FAOIX Risk / Return Rank: 1313
Overall Rank
FAOIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FAOIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
FAOIX Omega Ratio Rank: 1919
Omega Ratio Rank
FAOIX Calmar Ratio Rank: 99
Calmar Ratio Rank
FAOIX Martin Ratio Rank: 1010
Martin Ratio Rank

EPDPX
EPDPX Risk / Return Rank: 9797
Overall Rank
EPDPX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EPDPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
EPDPX Omega Ratio Rank: 9696
Omega Ratio Rank
EPDPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
EPDPX Martin Ratio Rank: 9797
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.

FAOIX vs. EPDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class I (FAOIX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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.


FAOIXEPDPXDifference

Sharpe ratio

Return per unit of total volatility

0.51

3.10

-2.59

Sortino ratio

Return per unit of downside risk

0.82

3.64

-2.82

Omega ratio

Gain probability vs. loss probability

1.14

1.59

-0.45

Calmar ratio

Return relative to maximum drawdown

0.43

4.56

-4.12

Martin ratio

Return relative to average drawdown

1.53

18.26

-16.72

FAOIX vs. EPDPX - Sharpe Ratio Comparison

The current FAOIX Sharpe Ratio is 0.51, which is lower than the EPDPX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of FAOIX and EPDPX, 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


FAOIXEPDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

3.10

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.08

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.68

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.14

Drawdowns

FAOIX vs. EPDPX - Drawdown Comparison

The maximum FAOIX drawdown since its inception was -59.86%, which is greater than EPDPX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for FAOIX and EPDPX.


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Drawdown Indicators


FAOIXEPDPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.86%

-39.21%

-20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-10.96%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-21.06%

-15.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.33%

-33.34%

-2.99%

Current Drawdown

Current decline from peak

-5.85%

-5.84%

-0.01%

Average Drawdown

Average peak-to-trough decline

-14.23%

-11.29%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

2.73%

+1.21%

Volatility

FAOIX vs. EPDPX - Volatility Comparison

The current volatility for Fidelity Advisor Overseas Fund Class I (FAOIX) is 0.00%, while EuroPac International Dividend Income Fund Class A (EPDPX) has a volatility of 6.30%. This indicates that FAOIX experiences smaller price fluctuations and is considered to be less risky than EPDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAOIXEPDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.30%

-6.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

11.66%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

16.28%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

14.07%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

14.88%

+1.85%

Dividends

FAOIX vs. EPDPX - Dividend Comparison

FAOIX's dividend yield for the trailing twelve months is around 8.49%, more than EPDPX's 6.09% yield.


TTM20252024202320222021202020192018201720162015
FAOIX
Fidelity Advisor Overseas Fund Class I
8.49%8.49%1.66%0.96%0.63%2.06%0.00%1.35%5.09%3.79%1.49%0.63%
EPDPX
EuroPac International Dividend Income Fund Class A
6.09%6.55%3.82%3.08%2.56%2.07%1.70%2.43%2.66%2.69%2.24%3.58%