FOSFX vs. EFG
Compare and contrast key facts about Fidelity Overseas Fund (FOSFX) and iShares MSCI EAFE Growth ETF (EFG).
FOSFX is managed by Fidelity. It was launched on Dec 4, 1984. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOSFX or EFG.
Key characteristics
| FOSFX | EFG | |
|---|---|---|
| YTD Return | 12.19% | 8.48% |
| 1Y Return | 27.08% | 22.15% |
| 3Y Return (Ann) | 1.64% | -0.03% |
| 5Y Return (Ann) | 8.63% | 6.52% |
| 10Y Return (Ann) | 8.32% | 6.59% |
| Sharpe Ratio | 1.99 | 1.51 |
| Sortino Ratio | 2.80 | 2.18 |
| Omega Ratio | 1.35 | 1.26 |
| Calmar Ratio | 1.11 | 0.87 |
| Martin Ratio | 11.89 | 8.12 |
| Ulcer Index | 2.27% | 2.72% |
| Daily Std Dev | 13.56% | 14.65% |
| Max Drawdown | -62.54% | -58.41% |
| Current Drawdown | -3.73% | -4.41% |
Correlation
The correlation between FOSFX and EFG is 0.93, 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.
Performance
FOSFX vs. EFG - Performance Comparison
In the year-to-date period, FOSFX achieves a 12.19% return, which is significantly higher than EFG's 8.48% return. Over the past 10 years, FOSFX has outperformed EFG with an annualized return of 8.32%, while EFG has yielded a comparatively lower 6.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FOSFX vs. EFG - Expense Ratio Comparison
FOSFX has a 0.99% expense ratio, which is higher than EFG's 0.40% expense ratio.
Risk-Adjusted Performance
FOSFX vs. EFG - Risk-Adjusted Performance 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.
Dividends
FOSFX vs. EFG - Dividend Comparison
FOSFX's dividend yield for the trailing twelve months is around 0.91%, less than EFG's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOSFX Fidelity Overseas Fund | 0.91% | 1.02% | 0.77% | 4.54% | 0.53% | 1.35% | 5.92% | 1.09% | 1.96% | 1.06% | 1.76% | 2.98% |
EFG iShares MSCI EAFE Growth ETF | 1.48% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Drawdowns
FOSFX vs. EFG - Drawdown Comparison
The maximum FOSFX drawdown since its inception was -62.54%, which is greater than EFG's maximum drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for FOSFX and EFG. For additional features, visit the drawdowns tool.
Volatility
FOSFX vs. EFG - Volatility Comparison
The current volatility for Fidelity Overseas Fund (FOSFX) is 4.77%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 5.16%. This indicates that FOSFX experiences smaller price fluctuations and is considered to be less risky than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.