FAOSX vs. DCINX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and DCINX (Dunham International Stock Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOSX returned 2.86%/yr vs 13.91%/yr for DCINX. Their correlation of 0.80 means they have usually moved in the same direction. FAOSX charges 1.02%/yr vs 2.92%/yr for DCINX.
Performance
FAOSX vs. DCINX - Performance Comparison
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Returns By Period
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
DCINX
- 1D
- 2.47%
- 1M
- 0.37%
- 6M
- 13.10%
- YTD
- 23.03%
- 1Y
- 44.20%
- 3Y*
- 26.01%
- 5Y*
- 13.91%
- 10Y*
- 12.22%
- ALL TIME*
- 6.65%
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. DCINX - 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% |
DCINX Dunham International Stock Fund | 23.03% | 46.37% | 7.65% | 15.98% | -14.67% | 9.70% | 19.86% | 18.14% | -14.27% | 18.19% |
Correlation
The correlation between FAOSX and DCINX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.80 |
Over the past year, the correlation between FAOSX and DCINX has dropped to 0.39 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. DCINX — Risk / Return Rank
FAOSX
DCINX
FAOSX vs. DCINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and Dunham International Stock Fund (DCINX). 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 | DCINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.42 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.57 | -3.89 |
| Martin ratioReturn relative to average drawdown | -0.48 | 13.03 | -13.51 |
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Drawdowns
FAOSX vs. DCINX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, smaller than the maximum DCINX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for FAOSX and DCINX.
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Drawdown Indicators
| FAOSX | DCINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -61.79% | +25.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -11.91% | +4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -13.74% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -31.18% | -5.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.28% | — |
Current DrawdownCurrent decline from peak | -5.86% | -3.21% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -12.78% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.26% | +1.22% |
Volatility
FAOSX vs. DCINX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while Dunham International Stock Fund (DCINX) has a volatility of 5.70%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than DCINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | DCINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.70% | -5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 15.99% | -15.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 18.06% | -10.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.84% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 16.53% | +0.03% |
FAOSX vs. DCINX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is lower than DCINX's 2.92% expense ratio.
Dividends
FAOSX vs. DCINX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, less than DCINX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.90% | 10.95% | 13.87% | 3.45% | 3.53% | 15.49% | 1.36% | 1.54% | 6.92% | 3.92% |
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% |
Frequently Asked Questions
FAOSX and DCINX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (5.70%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs DCINX's -61.79%.
DCINX currently has the higher Sharpe Ratio (2.36 vs -0.30), 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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