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 3.89%/yr vs 14.67%/yr for DCINX. Their correlation of 0.81 suggests significant overlap in exposure. 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%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.31%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
DCINX
- 1D
- 1.39%
- 1M
- 4.13%
- YTD
- 26.30%
- 6M
- 27.34%
- 1Y
- 53.33%
- 3Y*
- 28.02%
- 5Y*
- 14.67%
- 10Y*
- 12.89%
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 | 26.30% | 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 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.81 |
Over the past year, the correlation between FAOSX and DCINX has dropped to 0.47 - well below their long-term average of 0.81, 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 | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.55 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.40 | -4.46 |
| Martin ratioReturn relative to average drawdown | -0.09 | 17.28 | -17.38 |
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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% | -0.04% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -12.82% | +4.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 3.03% | +1.10% |
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 7.27%. 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% | 7.27% | -7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 14.83% | -11.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 16.99% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 15.63% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 16.60% | +0.04% |
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%, which matches DCINX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DCINX Dunham International Stock Fund | 8.67% | 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 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCINX has higher volatility (7.27%) 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 (3.09 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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