FOSFX vs. EFG
FOSFX (Fidelity Overseas Fund) and EFG (iShares MSCI EAFE Growth ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, FOSFX returned 9.16%/yr vs 8.96%/yr for EFG. Their correlation of 0.94 suggests significant overlap in exposure. FOSFX charges 0.99%/yr vs 0.40%/yr for EFG.
Performance
FOSFX vs. EFG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FOSFX achieves a 8.89% return, which is significantly lower than EFG's 10.97% return. Both investments have delivered pretty close results over the past 10 years, with FOSFX having a 9.16% annualized return and EFG not far behind at 8.96%.
FOSFX
- 1D
- 1.69%
- 1M
- 4.66%
- YTD
- 8.89%
- 6M
- 8.91%
- 1Y
- 14.29%
- 3Y*
- 12.84%
- 5Y*
- 6.56%
- 10Y*
- 9.16%
EFG
- 1D
- 0.25%
- 1M
- 4.06%
- YTD
- 10.97%
- 6M
- 11.15%
- 1Y
- 19.63%
- 3Y*
- 12.41%
- 5Y*
- 4.98%
- 10Y*
- 8.96%
FOSFX vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FOSFX Fidelity Overseas Fund | 8.89% | 20.81% | 5.20% | 20.56% | -24.79% | 19.32% | 15.42% | 28.43% | -14.73% | 28.31% |
EFG iShares MSCI EAFE Growth ETF | 10.97% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
Correlation
The correlation between FOSFX and EFG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.94 |
The correlation between FOSFX and EFG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FOSFX vs. EFG — Risk / Return Rank
FOSFX
EFG
FOSFX vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund (FOSFX) and iShares MSCI EAFE Growth ETF (EFG). 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.
| FOSFX | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.54 | -0.44 |
| Martin ratioReturn relative to average drawdown | 3.87 | 5.68 | -1.81 |
Loading charts...
Drawdowns
FOSFX vs. EFG - Drawdown Comparison
The maximum FOSFX drawdown since its inception was -63.51%, which is greater than EFG's maximum drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for FOSFX and EFG.
Loading charts...
Drawdown Indicators
| FOSFX | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.51% | -58.40% | -5.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -12.78% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -13.91% | -16.87% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -36.51% | -35.78% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.51% | -35.78% | -0.73% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -16.94% | -12.13% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.47% | +0.03% |
Volatility
FOSFX vs. EFG - Volatility Comparison
Fidelity Overseas Fund (FOSFX) and iShares MSCI EAFE Growth ETF (EFG) have volatilities of 6.57% and 6.36%, 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.
Loading charts...
Volatility by Period
| FOSFX | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 6.36% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 15.39% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 17.94% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.90% | 18.29% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 17.73% | -0.44% |
FOSFX vs. EFG - Expense Ratio Comparison
FOSFX has a 0.99% expense ratio, which is higher than EFG's 0.40% expense ratio.
Dividends
FOSFX vs. EFG - Dividend Comparison
FOSFX's dividend yield for the trailing twelve months is around 4.47%, more than EFG's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.22% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
FOSFX Fidelity Overseas Fund | 4.47% | 4.87% | 1.38% | 1.02% | 0.77% | 4.54% | 0.53% | 1.35% | 5.92% | 0.06% | 1.96% | 1.06% |
Frequently Asked Questions
With a correlation of 0.94, FOSFX and EFG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FOSFX has higher volatility (6.57%) compared to EFG (6.36%). In terms of maximum drawdown, FOSFX dropped -63.51% vs EFG's -58.40%.
EFG currently has the higher Sharpe Ratio (1.10 vs 0.77), 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.
Find the right allocation for FOSFX and EFG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer