FAOSX vs. BDOKX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOSX returned 3.89%/yr vs 9.25%/yr for BDOKX. Their correlation of 0.87 suggests significant overlap in exposure. FAOSX charges 1.02%/yr vs 0.09%/yr for BDOKX.
Performance
FAOSX vs. BDOKX - Performance Comparison
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Returns By Period
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.31%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
BDOKX
- 1D
- 1.48%
- 1M
- 3.65%
- YTD
- 16.32%
- 6M
- 17.04%
- 1Y
- 34.71%
- 3Y*
- 18.83%
- 5Y*
- 9.25%
- 10Y*
- 10.00%
FAOSX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
BDOKX iShares MSCI Total International Index Fund Class K | 16.32% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 21.49% |
Correlation
The correlation between FAOSX and BDOKX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.87 |
Over the past year, the correlation between FAOSX and BDOKX has dropped to 0.52 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. BDOKX — Risk / Return Rank
FAOSX
BDOKX
FAOSX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
| FAOSX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.98 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.09 | 11.58 | -11.67 |
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Drawdowns
FAOSX vs. BDOKX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for FAOSX and BDOKX.
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Drawdown Indicators
| FAOSX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -34.22% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -11.38% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -13.54% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -30.00% | -6.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.22% | — |
Current DrawdownCurrent decline from peak | -5.86% | 0.00% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -8.20% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 2.93% | +1.20% |
Volatility
FAOSX vs. BDOKX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 6.53%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.53% | -6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 13.58% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 15.66% | -6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 15.65% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 16.32% | +0.32% |
FAOSX vs. BDOKX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
FAOSX vs. BDOKX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, more than BDOKX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.47% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
Frequently Asked Questions
FAOSX and BDOKX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (6.53%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs BDOKX's -34.22%.
BDOKX currently has the higher Sharpe Ratio (2.17 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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