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FKIDX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKIDX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International K6 Fund (FKIDX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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FKIDX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FKIDX
Fidelity Diversified International K6 Fund
-3.78%27.92%6.58%17.57%-23.30%13.35%19.41%10.20%
FSOSX
Fidelity Series Overseas Fund
-5.69%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

In the year-to-date period, FKIDX achieves a -3.78% return, which is significantly higher than FSOSX's -5.69% return.


FKIDX

1D
0.18%
1M
-11.89%
YTD
-3.78%
6M
0.51%
1Y
17.05%
3Y*
12.31%
5Y*
6.01%
10Y*

FSOSX

1D
0.36%
1M
-11.39%
YTD
-5.69%
6M
-5.28%
1Y
7.28%
3Y*
10.01%
5Y*
5.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKIDX vs. FSOSX - Expense Ratio Comparison

FKIDX has a 0.60% expense ratio, which is higher than FSOSX's 0.01% expense ratio.


Return for Risk

FKIDX vs. FSOSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FKIDX
FKIDX Risk / Return Rank: 4242
Overall Rank
FKIDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FKIDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FKIDX Omega Ratio Rank: 3838
Omega Ratio Rank
FKIDX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FKIDX Martin Ratio Rank: 4343
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1313
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FKIDX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International K6 Fund (FKIDX) and Fidelity Series Overseas Fund (FSOSX). 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.


FKIDXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.34

+0.51

Sortino ratio

Return per unit of downside risk

1.24

0.58

+0.66

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

1.14

0.40

+0.73

Martin ratio

Return relative to average drawdown

4.40

1.51

+2.89

FKIDX vs. FSOSX - Sharpe Ratio Comparison

The current FKIDX Sharpe Ratio is 0.84, which is higher than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FKIDX and FSOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FKIDXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.34

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.34

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.43

+0.02

Correlation

The correlation between FKIDX and FSOSX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FKIDX vs. FSOSX - Dividend Comparison

FKIDX's dividend yield for the trailing twelve months is around 2.29%, less than FSOSX's 9.70% yield.


TTM202520242023202220212020201920182017
FKIDX
Fidelity Diversified International K6 Fund
2.29%2.21%2.22%1.55%0.84%0.97%0.61%1.57%1.38%0.19%
FSOSX
Fidelity Series Overseas Fund
9.70%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%

Drawdowns

FKIDX vs. FSOSX - Drawdown Comparison

The maximum FKIDX drawdown since its inception was -35.00%, roughly equal to the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for FKIDX and FSOSX.


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Drawdown Indicators


FKIDXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.00%

-35.36%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-12.39%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-35.36%

+0.36%

Current Drawdown

Current decline from peak

-12.29%

-11.89%

-0.40%

Average Drawdown

Average peak-to-trough decline

-8.31%

-7.90%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.31%

-0.08%

Volatility

FKIDX vs. FSOSX - Volatility Comparison

Fidelity Diversified International K6 Fund (FKIDX) and Fidelity Series Overseas Fund (FSOSX) have volatilities of 8.14% and 8.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKIDXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

8.28%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

11.94%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

18.25%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

17.35%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

18.93%

-1.84%