FAOSX vs. FIGSX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and FIGSX (Fidelity Series International Growth Fund) are both Foreign Large Cap Equities funds from Fidelity. Over the past 5 years, FAOSX returned 2.86%/yr vs 5.66%/yr for FIGSX. Their correlation of 0.90 means they have usually moved in the same direction. FAOSX charges 1.02%/yr vs 0.01%/yr for FIGSX.
Performance
FAOSX vs. FIGSX - 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%
FIGSX
- 1D
- 3.82%
- 1M
- -2.55%
- 6M
- 2.43%
- YTD
- 8.01%
- 1Y
- 15.72%
- 3Y*
- 12.52%
- 5Y*
- 5.66%
- 10Y*
- 10.10%
- ALL TIME*
- 8.76%
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. FIGSX - 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% |
FIGSX Fidelity Series International Growth Fund | 8.01% | 19.12% | 5.93% | 21.74% | -22.87% | 16.61% | 18.52% | 35.59% | -10.97% | 25.13% |
Correlation
The correlation between FAOSX and FIGSX 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. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.90 |
Over the past year, the correlation between FAOSX and FIGSX has dropped to 0.41 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. FIGSX — Risk / Return Rank
FAOSX
FIGSX
FAOSX vs. FIGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and Fidelity Series International Growth Fund (FIGSX). 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 | FIGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.14 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.04 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.48 | 3.57 | -4.06 |
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Drawdowns
FAOSX vs. FIGSX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, which is greater than FIGSX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for FAOSX and FIGSX.
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Drawdown Indicators
| FAOSX | FIGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -34.47% | -1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -13.89% | +6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -16.29% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -34.47% | -1.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.47% | — |
Current DrawdownCurrent decline from peak | -5.86% | -4.75% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -6.43% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 4.04% | +0.44% |
Volatility
FAOSX vs. FIGSX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 6.92%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | FIGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.92% | -6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 18.37% | -18.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 20.68% | -13.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 18.57% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.91% | -1.35% |
FAOSX vs. FIGSX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than FIGSX's 0.01% expense ratio.
Dividends
FAOSX vs. FIGSX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, more than FIGSX's 8.03% 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% |
FIGSX Fidelity Series International Growth Fund | 8.03% | 8.67% | 4.29% | 1.27% | 3.53% | 8.33% | 16.24% | 3.64% | 7.47% | 3.14% | 2.54% | 3.54% |
Frequently Asked Questions
FAOSX and FIGSX 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.
FIGSX has higher volatility (6.92%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs FIGSX's -34.47%.
FIGSX currently has the higher Sharpe Ratio (0.70 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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