FNGAX vs. FSOSX
FNGAX (Franklin International Growth Fund Class A) and FSOSX (Fidelity Series Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, FNGAX returned -4.12%/yr vs 5.72%/yr for FSOSX. Their correlation of 0.89 means they have usually moved in the same direction. FNGAX charges 1.12%/yr vs 0.01%/yr for FSOSX.
Performance
FNGAX vs. FSOSX - Performance Comparison
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Returns By Period
In the year-to-date period, FNGAX achieves a -1.33% return, which is significantly lower than FSOSX's 6.97% return.
FNGAX
- 1D
- 0.77%
- 1M
- -1.84%
- 6M
- -1.50%
- YTD
- -1.33%
- 1Y
- -2.99%
- 3Y*
- 4.33%
- 5Y*
- -4.12%
- 10Y*
- 6.07%
- ALL TIME*
- 4.06%
FSOSX
- 1D
- 0.95%
- 1M
- -0.44%
- 6M
- 2.70%
- YTD
- 6.97%
- 1Y
- 10.01%
- 3Y*
- 13.63%
- 5Y*
- 5.72%
- 10Y*
- —
- ALL TIME*
- 9.63%
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 |
FNGAX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | -1.33% | 10.48% | 0.37% | 15.00% | -32.05% | 1.17% | 32.56% | 15.51% |
FSOSX Fidelity Series Overseas Fund | 6.97% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Correlation
The correlation between FNGAX and FSOSX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.89 |
The correlation between FNGAX and FSOSX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
FNGAX vs. FSOSX — Risk / Return Rank
FNGAX
FSOSX
FNGAX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund Class A (FNGAX) 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.
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.
| FNGAX | FSOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.13 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.95 | -1.06 |
| Martin ratioReturn relative to average drawdown | -0.28 | 3.24 | -3.52 |
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Drawdowns
FNGAX vs. FSOSX - Drawdown Comparison
The maximum FNGAX drawdown since its inception was -53.35%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for FNGAX and FSOSX.
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Drawdown Indicators
| FNGAX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -35.36% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -12.39% | -4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -14.07% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -47.24% | -35.36% | -11.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.24% | — | — |
Current DrawdownCurrent decline from peak | -22.09% | -2.56% | -19.53% |
Average DrawdownAverage peak-to-trough decline | -14.24% | -7.67% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 3.65% | +2.88% |
Volatility
FNGAX vs. FSOSX - Volatility Comparison
The current volatility for Franklin International Growth Fund Class A (FNGAX) is 4.92%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 6.08%. This indicates that FNGAX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGAX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 6.08% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 16.57% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 18.58% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 18.06% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.11% | 19.14% | +0.97% |
FNGAX vs. FSOSX - Expense Ratio Comparison
FNGAX has a 1.12% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Dividends
FNGAX vs. FSOSX - Dividend Comparison
FNGAX's dividend yield for the trailing twelve months is around 3.31%, less than FSOSX's 8.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | 3.31% | 3.36% | 1.86% | 0.00% | 1.75% | 1.80% | 2.22% | 0.13% | 1.94% | 1.31% | 0.53% | 0.01% |
FSOSX Fidelity Series Overseas Fund | 8.55% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FNGAX and FSOSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSOSX has higher volatility (6.08%) compared to FNGAX (4.92%). In terms of maximum drawdown, FNGAX dropped -53.35% vs FSOSX's -35.36%.
FSOSX currently has the higher Sharpe Ratio (0.64 vs -0.10), 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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