FAOIX vs. VFWPX
FAOIX (Fidelity Advisor Overseas Fund Class I) and VFWPX (Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, FAOIX returned 7.63%/yr vs 9.63%/yr for VFWPX. Their correlation of 0.90 means they have usually moved in the same direction. FAOIX charges 1.12%/yr vs 0.06%/yr for VFWPX.
Performance
FAOIX vs. VFWPX - Performance Comparison
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Returns By Period
Over the past 10 years, FAOIX has underperformed VFWPX with an annualized return of 7.63%, while VFWPX has yielded a comparatively higher 9.63% 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%
VFWPX
- 1D
- 2.83%
- 1M
- 0.34%
- 6M
- 7.41%
- YTD
- 13.51%
- 1Y
- 28.87%
- 3Y*
- 17.23%
- 5Y*
- 9.23%
- 10Y*
- 9.63%
- ALL TIME*
- 6.72%
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. VFWPX - 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% |
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 13.51% | 32.40% | 5.48% | 15.63% | -15.47% | 8.13% | 11.40% | 21.59% | -13.95% | 27.28% |
Correlation
The correlation between FAOIX and VFWPX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2010 | 0.90 |
Over the past year, the correlation between FAOIX and VFWPX has dropped to 0.43 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
FAOIX vs. VFWPX — Risk / Return Rank
FAOIX
VFWPX
FAOIX vs. VFWPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class I (FAOIX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). 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 | VFWPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.31 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.41 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.49 | 8.96 | -9.45 |
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Drawdowns
FAOIX vs. VFWPX - Drawdown Comparison
The maximum FAOIX drawdown since its inception was -59.86%, which is greater than VFWPX's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for FAOIX and VFWPX.
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Drawdown Indicators
| FAOIX | VFWPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.86% | -34.85% | -25.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -11.34% | +4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -13.27% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -29.16% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -34.85% | -1.48% |
Current DrawdownCurrent decline from peak | -5.85% | -2.46% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -7.88% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.05% | +1.43% |
Volatility
FAOIX vs. VFWPX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class I (FAOIX) is 0.00%, while Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a volatility of 5.50%. This indicates that FAOIX experiences smaller price fluctuations and is considered to be less risky than VFWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOIX | VFWPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.50% | -5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 14.32% | -14.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.69% | 16.20% | -8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 15.52% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.98% | +0.31% |
FAOIX vs. VFWPX - Expense Ratio Comparison
FAOIX has a 1.12% expense ratio, which is higher than VFWPX's 0.06% expense ratio.
Dividends
FAOIX vs. VFWPX - Dividend Comparison
FAOIX's dividend yield for the trailing twelve months is around 8.49%, more than VFWPX's 2.56% 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% |
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.56% | 3.10% | 3.26% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% |
Frequently Asked Questions
FAOIX and VFWPX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFWPX has higher volatility (5.50%) compared to FAOIX (0.00%). In terms of maximum drawdown, FAOIX dropped -59.86% vs VFWPX's -34.85%.
VFWPX currently has the higher Sharpe Ratio (1.69 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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