FAOSX vs. PTSIX
FAOSX (Fidelity Advisor Overseas Fund Class Z) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FAOSX returned 2.86%/yr vs 11.21%/yr for PTSIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. FAOSX charges 1.02%/yr vs 0.82%/yr for PTSIX.
Performance
FAOSX vs. PTSIX - 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%
PTSIX
- 1D
- 1.11%
- 1M
- 5.39%
- 6M
- 11.31%
- YTD
- 19.48%
- 1Y
- 36.12%
- 3Y*
- 19.10%
- 5Y*
- 11.21%
- 10Y*
- 10.40%
- ALL TIME*
- 9.55%
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. PTSIX - 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% |
PTSIX PIMCO RAE PLUS International Fund | 19.48% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 23.67% |
Correlation
The correlation between FAOSX and PTSIX 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. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.61 |
Over the past year, the correlation between FAOSX and PTSIX has dropped to 0.31 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
FAOSX vs. PTSIX — Risk / Return Rank
FAOSX
PTSIX
FAOSX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Overseas Fund Class Z (FAOSX) and PIMCO RAE PLUS International Fund (PTSIX). 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 | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.33 | ||
| Sortino ratioReturn per unit of downside risk | -4.60 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.54 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.98 | -4.30 |
| Martin ratioReturn relative to average drawdown | -0.48 | 13.29 | -13.77 |
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Drawdowns
FAOSX vs. PTSIX - Drawdown Comparison
The maximum FAOSX drawdown since its inception was -36.24%, smaller than the maximum PTSIX drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for FAOSX and PTSIX.
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Drawdown Indicators
| FAOSX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -46.94% | +10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -9.12% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -13.96% | -15.62% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -29.41% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.94% | — |
Current DrawdownCurrent decline from peak | -5.86% | 0.00% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -9.40% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 2.72% | +1.76% |
Volatility
FAOSX vs. PTSIX - Volatility Comparison
The current volatility for Fidelity Advisor Overseas Fund Class Z (FAOSX) is 0.00%, while PIMCO RAE PLUS International Fund (PTSIX) has a volatility of 3.48%. This indicates that FAOSX experiences smaller price fluctuations and is considered to be less risky than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOSX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.48% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.46% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.68% | 11.99% | -4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.00% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 15.80% | +0.76% |
FAOSX vs. PTSIX - Expense Ratio Comparison
FAOSX has a 1.02% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Dividends
FAOSX vs. PTSIX - Dividend Comparison
FAOSX's dividend yield for the trailing twelve months is around 8.67%, less than PTSIX's 8.90% 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% |
PTSIX PIMCO RAE PLUS International Fund | 8.90% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
FAOSX and PTSIX 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.
PTSIX has higher volatility (3.48%) compared to FAOSX (0.00%). In terms of maximum drawdown, FAOSX dropped -36.24% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (3.03 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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