FOSFX vs. FIVFX
Compare and contrast key facts about Fidelity Overseas Fund (FOSFX) and Fidelity International Capital Appreciation Fund (FIVFX).
FOSFX is managed by Fidelity. It was launched on Dec 4, 1984. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FOSFX or FIVFX.
Performance
FOSFX vs. FIVFX - Performance Comparison
Returns By Period
In the year-to-date period, FOSFX achieves a 6.05% return, which is significantly lower than FIVFX's 8.22% return. Over the past 10 years, FOSFX has outperformed FIVFX with an annualized return of 7.12%, while FIVFX has yielded a comparatively lower 6.30% annualized return.
FOSFX
6.05%
-5.47%
-2.16%
15.04%
6.76%
7.12%
FIVFX
8.22%
-3.53%
0.35%
17.27%
5.05%
6.30%
Key characteristics
| FOSFX | FIVFX | |
|---|---|---|
| Sharpe Ratio | 1.14 | 1.28 |
| Sortino Ratio | 1.65 | 1.85 |
| Omega Ratio | 1.20 | 1.22 |
| Calmar Ratio | 0.89 | 0.79 |
| Martin Ratio | 5.40 | 6.39 |
| Ulcer Index | 2.83% | 2.78% |
| Daily Std Dev | 13.37% | 13.91% |
| Max Drawdown | -62.54% | -66.32% |
| Current Drawdown | -8.99% | -9.18% |
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FOSFX vs. FIVFX - Expense Ratio Comparison
FOSFX has a 0.99% expense ratio, which is lower than FIVFX's 1.00% expense ratio.
Correlation
The correlation between FOSFX and FIVFX is 0.94, 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.
Risk-Adjusted Performance
FOSFX vs. FIVFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund (FOSFX) and Fidelity International Capital Appreciation Fund (FIVFX). 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. FIVFX - Dividend Comparison
FOSFX's dividend yield for the trailing twelve months is around 0.96%, more than FIVFX's 0.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOSFX Fidelity Overseas Fund | 0.96% | 1.02% | 0.77% | 0.30% | 0.18% | 1.35% | 1.66% | 1.02% | 1.83% | 1.06% | 1.76% | 2.98% |
FIVFX Fidelity International Capital Appreciation Fund | 0.35% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FOSFX vs. FIVFX - Drawdown Comparison
The maximum FOSFX drawdown since its inception was -62.54%, smaller than the maximum FIVFX drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FOSFX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FOSFX vs. FIVFX - Volatility Comparison
Fidelity Overseas Fund (FOSFX) and Fidelity International Capital Appreciation Fund (FIVFX) have volatilities of 3.77% and 3.86%, 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.