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FAPCX vs. FAOCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAPCX vs. FAOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation K6 Fund (FAPCX) and Fidelity Advisor Overseas Fund Class C (FAOCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FAPCX

1D
4.50%
1M
-3.68%
6M
0.27%
YTD
4.92%
1Y
7.69%
3Y*
13.08%
5Y*
5.67%
10Y*
ALL TIME*
9.84%

FAOCX

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
-0.57%
3Y*
7.00%
5Y*
1.81%
10Y*
6.54%
ALL TIME*
4.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FAPCX vs. FAOCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAPCX
Fidelity International Capital Appreciation K6 Fund
4.92%18.82%8.28%27.54%-26.25%12.43%22.82%33.52%-12.55%15.61%
FAOCX
Fidelity Advisor Overseas Fund Class C
0.00%14.19%3.86%19.03%-25.22%17.97%13.77%26.37%-15.77%8.68%

Correlation

The correlation between FAPCX and FAOCX is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.90

Over the past year, the correlation between FAPCX and FAOCX has dropped to 0.38 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

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Return for Risk

FAPCX vs. FAOCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FAPCX
FAPCX Risk / Return Rank: 1010
Overall Rank
FAPCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAPCX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FAPCX Omega Ratio Rank: 1010
Omega Ratio Rank
FAPCX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAPCX Martin Ratio Rank: 1111
Martin Ratio Rank

FAOCX
FAOCX Risk / Return Rank: 22
Overall Rank
FAOCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAOCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAOCX Omega Ratio Rank: 11
Omega Ratio Rank
FAOCX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAOCX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FAPCX vs. FAOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation K6 Fund (FAPCX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.


FAPCXFAOCXDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.07

0.92

+0.15

Calmar ratioReturn relative to maximum drawdown

0.41

-0.37

+0.78

Martin ratioReturn relative to average drawdown

1.35

-0.56

+1.91

FAPCX vs. FAOCX - Sharpe Ratio Comparison

The current FAPCX Sharpe Ratio is 0.28, which is higher than the FAOCX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of FAPCX and FAOCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FAPCX vs. FAOCX - Drawdown Comparison

The maximum FAPCX drawdown since its inception was -37.09%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for FAPCX and FAOCX.


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Drawdown Indicators


FAPCXFAOCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-60.45%

+23.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-7.33%

-7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.28%

-14.05%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-36.96%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-8.30%

-5.90%

-2.40%

Average Drawdown

Average peak-to-trough decline

-7.68%

-15.58%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

4.52%

-0.18%

Volatility

FAPCX vs. FAOCX - Volatility Comparison

Fidelity International Capital Appreciation K6 Fund (FAPCX) has a higher volatility of 8.74% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that FAPCX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAPCXFAOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

0.00%

+8.74%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

0.00%

+19.35%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

7.67%

+13.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

16.66%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

16.28%

+2.63%

FAPCX vs. FAOCX - Expense Ratio Comparison

FAPCX has a 0.65% expense ratio, which is lower than FAOCX's 2.25% expense ratio.


Dividends

FAPCX vs. FAOCX - Dividend Comparison

FAPCX's dividend yield for the trailing twelve months is around 9.03%, more than FAOCX's 8.26% yield.


PositionTTM2025202420232022202120202019201820172016
FAOCX
Fidelity Advisor Overseas Fund Class C
8.26%8.26%0.40%0.00%0.00%2.22%0.00%0.51%3.72%3.07%0.12%
FAPCX
Fidelity International Capital Appreciation K6 Fund
9.03%9.48%2.94%0.42%0.40%8.83%0.41%0.87%0.81%1.95%0.00%

Frequently Asked Questions


FAPCX and FAOCX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAPCX has higher volatility (8.74%) compared to FAOCX (0.00%). In terms of maximum drawdown, FAPCX dropped -37.09% vs FAOCX's -60.45%.

FAPCX currently has the higher Sharpe Ratio (0.28 vs -0.36), 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.

Portfolio Optimizer

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