FAOIX vs. PTSIX
FAOIX (Fidelity Advisor Overseas Fund Class I) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FAOIX returned 7.63%/yr vs 10.40%/yr for PTSIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. FAOIX charges 1.12%/yr vs 0.82%/yr for PTSIX.
Performance
FAOIX vs. PTSIX - Performance Comparison
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Returns By Period
Over the past 10 years, FAOIX has underperformed PTSIX with an annualized return of 7.63%, while PTSIX has yielded a comparatively higher 10.40% annualized return.
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%
PTSIX
- 1D
- 1.11%
- 1M
- 5.39%
- 6M
- 11.31%
- YTD
- 19.48%
- 1Y
- 36.12%
- 3Y*
- 19.10%
- 5Y*
- 11.21%
- 10Y*
- 10.40%
- ALL TIME*
- 9.55%
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. PTSIX - 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% |
PTSIX PIMCO RAE PLUS International Fund | 19.48% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 28.37% |
Correlation
The correlation between FAOIX and PTSIX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011 | 0.67 |
Over the past year, the correlation between FAOIX and PTSIX has dropped to 0.31 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
FAOIX vs. PTSIX — Risk / Return Rank
FAOIX
PTSIX
FAOIX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class I (FAOIX) and PIMCO RAE PLUS International Fund (PTSIX). 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 | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.61 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.54 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.98 | -4.30 |
| Martin ratioReturn relative to average drawdown | -0.49 | 13.29 | -13.78 |
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Drawdowns
FAOIX vs. PTSIX - Drawdown Comparison
The maximum FAOIX drawdown since its inception was -59.86%, which is greater than PTSIX's maximum drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for FAOIX and PTSIX.
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Drawdown Indicators
| FAOIX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -46.94% | -12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -9.12% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -15.62% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -29.41% | -6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -46.94% | +10.61% |
Current DrawdownCurrent decline from peak | -5.85% | 0.00% | -5.85% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -9.40% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.72% | +1.76% |
Volatility
FAOIX vs. PTSIX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class I (FAOIX) is 0.00%, while PIMCO RAE PLUS International Fund (PTSIX) has a volatility of 3.48%. This indicates that FAOIX experiences smaller price fluctuations and is considered to be less risky than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOIX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.48% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.46% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.69% | 11.99% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 15.00% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.80% | +0.49% |
FAOIX vs. PTSIX - Expense Ratio Comparison
FAOIX has a 1.12% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Dividends
FAOIX vs. PTSIX - Dividend Comparison
FAOIX's dividend yield for the trailing twelve months is around 8.49%, less than PTSIX's 8.90% 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% |
PTSIX PIMCO RAE PLUS International Fund | 8.90% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
FAOIX and PTSIX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTSIX has higher volatility (3.48%) compared to FAOIX (0.00%). In terms of maximum drawdown, FAOIX dropped -59.86% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (3.03 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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