FAOSX vs. BIGFX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and BIGFX (Baron International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOSX returned 2.60%/yr vs 1.20%/yr for BIGFX. Their correlation of 0.84 means they have usually moved in the same direction. FAOSX charges 1.02%/yr vs 1.20%/yr for BIGFX.
Performance
FAOSX vs. BIGFX - Performance Comparison
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Returns By Period
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.76%
- 3Y*
- 9.01%
- 5Y*
- 2.60%
- 10Y*
- —
- ALL TIME*
- 8.09%
BIGFX
- 1D
- 0.52%
- 1M
- -1.73%
- 6M
- 4.79%
- YTD
- 9.84%
- 1Y
- 13.82%
- 3Y*
- 11.16%
- 5Y*
- 1.20%
- 10Y*
- 8.03%
- ALL TIME*
- 9.33%
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 |
FAOSX vs. BIGFX - 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% |
BIGFX Baron International Growth Fund | 9.84% | 20.80% | 4.11% | 7.33% | -27.47% | 9.63% | 30.52% | 29.06% | -17.88% | 30.59% |
Correlation
The correlation between FAOSX and BIGFX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.84 |
Over the past year, the correlation between FAOSX and BIGFX has dropped to 0.42 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. BIGFX — Risk / Return Rank
FAOSX
BIGFX
FAOSX vs. BIGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and Baron International Growth Fund (BIGFX). 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 | BIGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.17 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.22 | -1.26 |
| Martin ratioReturn relative to average drawdown | -0.06 | 3.81 | -3.88 |
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Drawdowns
FAOSX vs. BIGFX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, smaller than the maximum BIGFX drawdown of -41.12%. Use the drawdown chart below to compare losses from any high point for FAOSX and BIGFX.
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Drawdown Indicators
| FAOSX | BIGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -41.12% | +4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -12.71% | +5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -15.28% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -41.12% | +4.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.12% | — |
Current DrawdownCurrent decline from peak | -5.86% | -3.76% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -9.97% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 4.06% | +0.45% |
Volatility
FAOSX vs. BIGFX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while Baron International Growth Fund (BIGFX) has a volatility of 5.12%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than BIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | BIGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.12% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 15.39% | -15.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.53% | 17.87% | -10.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 17.40% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.19% | -0.63% |
FAOSX vs. BIGFX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is lower than BIGFX's 1.20% expense ratio.
Dividends
FAOSX vs. BIGFX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, more than BIGFX's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 0.77% | 0.85% | 0.80% | 0.35% | 1.25% | 5.24% | 0.02% | 0.08% | 3.56% | 3.54% | 0.93% | 0.62% |
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 BIGFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGFX has higher volatility (5.12%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs BIGFX's -41.12%.
BIGFX currently has the higher Sharpe Ratio (0.87 vs -0.04), 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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