FAOSX vs. FEUPX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and FEUPX (American Funds EuroPacific Growth Fund Class F-3) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOSX returned 2.86%/yr vs 5.11%/yr for FEUPX. Their correlation of 0.87 means they have usually moved in the same direction. FAOSX charges 1.02%/yr vs 0.46%/yr for FEUPX.
Performance
FAOSX vs. FEUPX - Performance Comparison
Loading charts...
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%
FEUPX
- 1D
- 3.16%
- 1M
- -0.79%
- 6M
- 3.85%
- YTD
- 9.57%
- 1Y
- 24.64%
- 3Y*
- 13.63%
- 5Y*
- 5.11%
- 10Y*
- —
- ALL TIME*
- 8.55%
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. FEUPX - 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% |
FEUPX American Funds EuroPacific Growth Fund Class F-3 | 9.57% | 29.34% | 3.00% | 16.12% | -22.78% | 2.86% | 25.24% | 27.42% | -17.33% | 22.64% |
Correlation
The correlation between FAOSX and FEUPX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer 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 FEUPX has dropped to 0.41 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FAOSX vs. FEUPX — Risk / Return Rank
FAOSX
FEUPX
FAOSX vs. FEUPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and American Funds EuroPacific Growth Fund Class F-3 (FEUPX). 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 | FEUPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.24 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.82 | -2.14 |
| Martin ratioReturn relative to average drawdown | -0.48 | 6.45 | -6.94 |
Loading charts...
Drawdowns
FAOSX vs. FEUPX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, roughly equal to the maximum FEUPX drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for FAOSX and FEUPX.
Loading charts...
Drawdown Indicators
| FAOSX | FEUPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -37.31% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -12.52% | +5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -15.62% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -37.31% | +1.07% |
Current DrawdownCurrent decline from peak | -5.86% | -3.52% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -10.54% | +2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.53% | +0.95% |
Volatility
FAOSX vs. FEUPX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while American Funds EuroPacific Growth Fund Class F-3 (FEUPX) has a volatility of 5.65%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than FEUPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FAOSX | FEUPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.65% | -5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 15.25% | -15.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 17.37% | -9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 17.00% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.18% | -0.62% |
FAOSX vs. FEUPX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than FEUPX's 0.46% expense ratio.
Dividends
FAOSX vs. FEUPX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, less than FEUPX's 16.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FEUPX American Funds EuroPacific Growth Fund Class F-3 | 16.74% | 13.94% | 4.96% | 3.94% | 2.02% | 10.18% | 0.40% | 3.14% | 3.17% | 3.28% |
Frequently Asked Questions
FAOSX and FEUPX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEUPX has higher volatility (5.65%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs FEUPX's -37.31%.
FEUPX currently has the higher Sharpe Ratio (1.31 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.
Find the right allocation for FAOSX and FEUPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer