FAOSX vs. FBGRX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and FBGRX (Fidelity Blue Chip Growth Fund) are both mutual funds - FAOSX is a Foreign Large Cap Equities fund managed by Fidelity, while FBGRX is a Large Cap Growth Equities fund managed by Fidelity. Over the past 5 years, FAOSX returned 2.86%/yr vs 13.50%/yr for FBGRX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. FAOSX charges 1.02%/yr vs 0.79%/yr for FBGRX.
Performance
FAOSX vs. FBGRX - 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%
FBGRX
- 1D
- 3.14%
- 1M
- -4.18%
- 6M
- 10.25%
- YTD
- 10.15%
- 1Y
- 24.18%
- 3Y*
- 25.20%
- 5Y*
- 13.50%
- 10Y*
- 20.56%
- ALL TIME*
- 13.47%
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. FBGRX - 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% |
FBGRX Fidelity Blue Chip Growth Fund | 10.15% | 19.91% | 39.77% | 55.61% | -38.45% | 22.64% | 62.20% | 33.43% | 1.02% | 29.74% |
Correlation
The correlation between FAOSX and FBGRX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.66 |
Over the past year, the correlation between FAOSX and FBGRX has dropped to 0.31 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. FBGRX — Risk / Return Rank
FAOSX
FBGRX
FAOSX vs. FBGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and Fidelity Blue Chip Growth Fund (FBGRX). 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 | FBGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.19 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.73 | -2.05 |
| Martin ratioReturn relative to average drawdown | -0.48 | 6.19 | -6.67 |
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Drawdowns
FAOSX vs. FBGRX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FAOSX and FBGRX.
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Drawdown Indicators
| FAOSX | FBGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -58.64% | +22.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -12.65% | +5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -27.07% | +13.11% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -43.08% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.08% | — |
Current DrawdownCurrent decline from peak | -5.86% | -7.79% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -12.49% | +4.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.54% | +0.94% |
Volatility
FAOSX vs. FBGRX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 6.56%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | FBGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.56% | -6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 16.09% | -16.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 20.05% | -12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 25.24% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 23.83% | -7.27% |
FAOSX vs. FBGRX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than FBGRX's 0.79% expense ratio.
Dividends
FAOSX vs. FBGRX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, more than FBGRX's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FBGRX Fidelity Blue Chip Growth Fund | 1.72% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
Frequently Asked Questions
FAOSX and FBGRX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBGRX has higher volatility (6.56%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs FBGRX's -58.64%.
FBGRX currently has the higher Sharpe Ratio (1.09 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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