FSOSX vs. GSIYX
FSOSX (Fidelity Series Overseas Fund) and GSIYX (Goldman Sachs GQG Partners International Opportunities Fund Class R6) are both Foreign Large Cap Equities funds. Over the past 5 years, FSOSX returned 5.77%/yr vs 9.23%/yr for GSIYX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FSOSX charges 0.01%/yr vs 0.75%/yr for GSIYX.
Performance
FSOSX vs. GSIYX - Performance Comparison
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Returns By Period
In the year-to-date period, FSOSX achieves a 5.89% return, which is significantly lower than GSIYX's 8.15% return.
FSOSX
- 1D
- 3.74%
- 1M
- -1.43%
- 6M
- 2.20%
- YTD
- 5.89%
- 1Y
- 10.65%
- 3Y*
- 12.17%
- 5Y*
- 5.77%
- 10Y*
- —
- ALL TIME*
- 9.49%
GSIYX
- 1D
- 0.62%
- 1M
- 2.02%
- 6M
- 4.43%
- YTD
- 8.15%
- 1Y
- 15.65%
- 3Y*
- 15.48%
- 5Y*
- 9.23%
- 10Y*
- —
- ALL TIME*
- 12.79%
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 |
FSOSX vs. GSIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 5.89% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 8.15% | 20.89% | 9.69% | 22.07% | -10.99% | 12.47% | 15.86% | 7.66% |
Correlation
The correlation between FSOSX and GSIYX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2019 | 0.79 |
Over the past year, the correlation between FSOSX and GSIYX has dropped to 0.45 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
FSOSX vs. GSIYX — Risk / Return Rank
FSOSX
GSIYX
FSOSX vs. GSIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Overseas Fund (FSOSX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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.
| FSOSX | GSIYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.01 | -1.31 |
| Martin ratioReturn relative to average drawdown | 2.38 | 5.51 | -3.13 |
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Drawdowns
FSOSX vs. GSIYX - Drawdown Comparison
The maximum FSOSX drawdown since its inception was -35.36%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for FSOSX and GSIYX.
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Drawdown Indicators
| FSOSX | GSIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -28.79% | -6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -7.81% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -10.30% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -35.36% | -25.36% | -10.00% |
Current DrawdownCurrent decline from peak | -3.54% | -2.17% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -4.80% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.85% | +0.79% |
Volatility
FSOSX vs. GSIYX - Volatility Comparison
Fidelity Series Overseas Fund (FSOSX) has a higher volatility of 6.20% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.75%. This indicates that FSOSX's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSOSX | GSIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 2.75% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.57% | 8.20% | +8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 9.88% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 14.27% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 15.62% | +3.53% |
FSOSX vs. GSIYX - Expense Ratio Comparison
FSOSX has a 0.01% expense ratio, which is lower than GSIYX's 0.75% expense ratio.
Dividends
FSOSX vs. GSIYX - Dividend Comparison
FSOSX's dividend yield for the trailing twelve months is around 8.64%, more than GSIYX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 8.64% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 4.76% | 5.14% | 11.21% | 2.38% | 4.91% | 2.25% | 0.19% | 0.67% | 0.55% | 0.16% |
Frequently Asked Questions
FSOSX and GSIYX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSOSX has higher volatility (6.20%) compared to GSIYX (2.75%). In terms of maximum drawdown, FSOSX dropped -35.36% vs GSIYX's -28.79%.
GSIYX currently has the higher Sharpe Ratio (1.60 vs 0.47), 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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