FAOSX vs. GQJPX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and GQJPX (GQG Partners International Quality Dividend Income Fund) are both mutual funds - FAOSX is a Foreign Large Cap Equities fund managed by Fidelity, while GQJPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, FAOSX returned 2.86%/yr vs 9.74%/yr for GQJPX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. FAOSX charges 1.02%/yr vs 0.91%/yr for GQJPX.
Performance
FAOSX vs. GQJPX - 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%
GQJPX
- 1D
- 1.02%
- 1M
- 5.30%
- 6M
- 5.01%
- YTD
- 10.84%
- 1Y
- 20.48%
- 3Y*
- 16.39%
- 5Y*
- 9.74%
- 10Y*
- —
- ALL TIME*
- 9.51%
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. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 7.31% |
GQJPX GQG Partners International Quality Dividend Income Fund | 10.84% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Correlation
The correlation between FAOSX and GQJPX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.64 |
Over the past year, the correlation between FAOSX and GQJPX has dropped to 0.24 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. GQJPX — Risk / Return Rank
FAOSX
GQJPX
FAOSX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.35 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.38 | -2.69 |
| Martin ratioReturn relative to average drawdown | -0.48 | 5.91 | -6.39 |
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Drawdowns
FAOSX vs. GQJPX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for FAOSX and GQJPX.
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Drawdown Indicators
| FAOSX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -21.83% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -8.56% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -9.45% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -21.83% | -14.41% |
Current DrawdownCurrent decline from peak | -5.86% | -1.06% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -5.51% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 3.43% | +1.05% |
Volatility
FAOSX vs. GQJPX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while GQG Partners International Quality Dividend Income Fund (GQJPX) has a volatility of 3.06%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.06% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.65% | -8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 10.54% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 12.84% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 12.90% | +3.66% |
FAOSX vs. GQJPX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than GQJPX's 0.91% expense ratio.
Dividends
FAOSX vs. GQJPX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, more than GQJPX's 3.79% 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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.79% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAOSX and GQJPX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GQJPX has higher volatility (3.06%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs GQJPX's -21.83%.
GQJPX currently has the higher Sharpe Ratio (1.93 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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