FAOIX vs. SAHMX
FAOIX (Fidelity Advisor Overseas Fund Class I) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, FAOIX returned 7.58%/yr vs 10.86%/yr for SAHMX. A 0.77 correlation means they provide meaningful diversification when combined. FAOIX charges 1.12%/yr vs 1.11%/yr for SAHMX.
Performance
FAOIX vs. SAHMX - Performance Comparison
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Returns By Period
Over the past 10 years, FAOIX has underperformed SAHMX with an annualized return of 7.58%, while SAHMX has yielded a comparatively higher 10.86% annualized return.
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.28%
- 3Y*
- 7.90%
- 5Y*
- 3.78%
- 10Y*
- 7.58%
SAHMX
- 1D
- -0.62%
- 1M
- -0.41%
- YTD
- 10.81%
- 6M
- 11.38%
- 1Y
- 32.87%
- 3Y*
- 21.15%
- 5Y*
- 13.92%
- 10Y*
- 10.86%
FAOIX vs. SAHMX - 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% |
SAHMX SA International Value Fund | 10.81% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between FAOIX and SAHMX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000 | 0.77 |
Over the past year, the correlation between FAOIX and SAHMX has dropped to 0.29 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
FAOIX vs. SAHMX — Risk / Return Rank
FAOIX
SAHMX
FAOIX vs. SAHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class I (FAOIX) and SA International Value Fund (SAHMX). 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 | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.54 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.19 | -4.25 |
| Martin ratioReturn relative to average drawdown | -0.10 | 14.00 | -14.10 |
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Drawdowns
FAOIX vs. SAHMX - Drawdown Comparison
The maximum FAOIX drawdown since its inception was -59.86%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for FAOIX and SAHMX.
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Drawdown Indicators
| FAOIX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -66.58% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -8.72% | +1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -14.85% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -25.10% | -11.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -48.63% | +12.30% |
Current DrawdownCurrent decline from peak | -5.85% | -1.72% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -16.15% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 2.50% | +1.63% |
Volatility
FAOIX vs. SAHMX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class I (FAOIX) is 0.00%, while SA International Value Fund (SAHMX) has a volatility of 2.76%. This indicates that FAOIX experiences smaller price fluctuations and is considered to be less risky than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOIX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.76% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 9.41% | -5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 12.32% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 15.47% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 16.38% | +0.27% |
FAOIX vs. SAHMX - Expense Ratio Comparison
FAOIX has a 1.12% expense ratio, which is higher than SAHMX's 1.11% expense ratio.
Dividends
FAOIX vs. SAHMX - Dividend Comparison
FAOIX's dividend yield for the trailing twelve months is around 8.49%, more than SAHMX's 4.83% 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% |
SAHMX SA International Value Fund | 4.83% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Frequently Asked Questions
FAOIX and SAHMX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAHMX has higher volatility (2.76%) compared to FAOIX (0.00%). In terms of maximum drawdown, FAOIX dropped -59.86% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (2.97 vs -0.05), 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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