FSOSX vs. IEFA
Compare and contrast key facts about Fidelity Series Overseas Fund (FSOSX) and iShares Core MSCI EAFE ETF (IEFA).
FSOSX is managed by Fidelity. It was launched on Jun 21, 2019. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSOSX or IEFA.
Key characteristics
| FSOSX | IEFA | |
|---|---|---|
| YTD Return | 8.02% | 4.34% |
| 1Y Return | 17.29% | 12.37% |
| 3Y Return (Ann) | 0.14% | 0.95% |
| 5Y Return (Ann) | 7.96% | 5.38% |
| Sharpe Ratio | 1.29 | 0.95 |
| Sortino Ratio | 1.85 | 1.39 |
| Omega Ratio | 1.22 | 1.17 |
| Calmar Ratio | 1.16 | 1.23 |
| Martin Ratio | 6.29 | 4.73 |
| Ulcer Index | 2.78% | 2.59% |
| Daily Std Dev | 13.59% | 12.86% |
| Max Drawdown | -35.36% | -34.78% |
| Current Drawdown | -7.77% | -8.39% |
Correlation
The correlation between FSOSX and IEFA 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.
Performance
FSOSX vs. IEFA - Performance Comparison
In the year-to-date period, FSOSX achieves a 8.02% return, which is significantly higher than IEFA's 4.34% 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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FSOSX vs. IEFA - Expense Ratio Comparison
FSOSX has a 0.01% expense ratio, which is lower than IEFA's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FSOSX vs. IEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Overseas Fund (FSOSX) and iShares Core MSCI EAFE ETF (IEFA). 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
FSOSX vs. IEFA - Dividend Comparison
FSOSX's dividend yield for the trailing twelve months is around 1.51%, less than IEFA's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSOSX Fidelity Series Overseas Fund | 1.51% | 1.63% | 1.80% | 1.19% | 1.12% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEFA iShares Core MSCI EAFE ETF | 3.16% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
Drawdowns
FSOSX vs. IEFA - Drawdown Comparison
The maximum FSOSX drawdown since its inception was -35.36%, roughly equal to the maximum IEFA drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for FSOSX and IEFA. For additional features, visit the drawdowns tool.
Volatility
FSOSX vs. IEFA - Volatility Comparison
The current volatility for Fidelity Series Overseas Fund (FSOSX) is 3.69%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 3.98%. This indicates that FSOSX experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.