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FOSKX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FOSKX and QQQ is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FOSKX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Overseas Fund Class K (FOSKX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FOSKX:

4.61%

QQQ:

25.14%

Max Drawdown

FOSKX:

-0.44%

QQQ:

-82.98%

Current Drawdown

FOSKX:

0.00%

QQQ:

-9.42%

Returns By Period


FOSKX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

7.39%

6M

-4.80%

1Y

11.06%

5Y*

17.86%

10Y*

17.08%

*Annualized

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FOSKX vs. QQQ - Expense Ratio Comparison

FOSKX has a 0.89% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

FOSKX vs. QQQ — Risk-Adjusted Performance Rank

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

FOSKX
The Risk-Adjusted Performance Rank of FOSKX is 7272
Overall Rank
The Sharpe Ratio Rank of FOSKX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FOSKX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FOSKX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FOSKX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FOSKX is 7171
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FOSKX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund Class K (FOSKX) and Invesco QQQ (QQQ). 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.



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Dividends

FOSKX vs. QQQ - Dividend Comparison

FOSKX's dividend yield for the trailing twelve months is around 1.61%, more than QQQ's 0.61% yield.


TTM20242023202220212020201920182017201620152014
FOSKX
Fidelity Overseas Fund Class K
1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FOSKX vs. QQQ - Drawdown Comparison

The maximum FOSKX drawdown since its inception was -0.44%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FOSKX and QQQ. For additional features, visit the drawdowns tool.


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Volatility

FOSKX vs. QQQ - Volatility Comparison


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