FAOIX vs. GSIMX
FAOIX (Fidelity Advisor Overseas Fund Class I) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOIX returned 2.74%/yr vs 9.21%/yr for GSIMX. Their correlation of 0.80 means they have usually moved in the same direction. FAOIX charges 1.12%/yr vs 0.76%/yr for GSIMX.
Performance
FAOIX vs. GSIMX - Performance Comparison
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Returns By Period
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.86%
- 5Y*
- 2.74%
- 10Y*
- 7.63%
- ALL TIME*
- 5.75%
GSIMX
- 1D
- 0.00%
- 1M
- 2.06%
- 6M
- 3.76%
- YTD
- 8.14%
- 1Y
- 15.67%
- 3Y*
- 15.80%
- 5Y*
- 9.21%
- 10Y*
- —
- ALL TIME*
- 12.77%
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 |
FAOIX vs. GSIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 8.14% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Correlation
The correlation between FAOIX and GSIMX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.80 |
Over the past year, the correlation between FAOIX and GSIMX has dropped to 0.26 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
FAOIX vs. GSIMX — Risk / Return Rank
FAOIX
GSIMX
FAOIX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class I (FAOIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.
| FAOIX | GSIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.02 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.49 | 5.51 | -6.00 |
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Drawdowns
FAOIX vs. GSIMX - Drawdown Comparison
The maximum FAOIX drawdown since its inception was -59.86%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for FAOIX and GSIMX.
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Drawdown Indicators
| FAOIX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -28.84% | -31.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -7.81% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -10.32% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -25.37% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -2.17% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -4.80% | -9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.85% | +1.63% |
Volatility
FAOIX vs. GSIMX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class I (FAOIX) is 0.00%, while Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a volatility of 2.65%. This indicates that FAOIX experiences smaller price fluctuations and is considered to be less risky than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOIX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.65% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.16% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.69% | 9.83% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 14.24% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.61% | +0.68% |
FAOIX vs. GSIMX - Expense Ratio Comparison
FAOIX has a 1.12% expense ratio, which is higher than GSIMX's 0.76% expense ratio.
Dividends
FAOIX vs. GSIMX - Dividend Comparison
FAOIX's dividend yield for the trailing twelve months is around 8.49%, more than GSIMX's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.73% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
Frequently Asked Questions
FAOIX and GSIMX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIMX has higher volatility (2.65%) compared to FAOIX (0.00%). In terms of maximum drawdown, FAOIX dropped -59.86% vs GSIMX's -28.84%.
GSIMX currently has the higher Sharpe Ratio (1.60 vs -0.31), 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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