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FTEIX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTEIX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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FTEIX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FTEIX
Fidelity Advisor Total International Equity Fund Class I
-1.88%32.53%6.45%16.27%-17.02%11.06%17.99%8.46%
FSOSX
Fidelity Series Overseas Fund
-5.69%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

In the year-to-date period, FTEIX achieves a -1.88% return, which is significantly higher than FSOSX's -5.69% return.


FTEIX

1D
-0.14%
1M
-11.52%
YTD
-1.88%
6M
1.53%
1Y
21.56%
3Y*
14.72%
5Y*
7.34%
10Y*
9.67%

FSOSX

1D
0.36%
1M
-11.39%
YTD
-5.69%
6M
-5.28%
1Y
7.28%
3Y*
10.01%
5Y*
5.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTEIX vs. FSOSX - Expense Ratio Comparison

FTEIX has a 1.05% expense ratio, which is higher than FSOSX's 0.01% expense ratio.


Return for Risk

FTEIX vs. FSOSX — Risk / Return Rank

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

FTEIX
FTEIX Risk / Return Rank: 6969
Overall Rank
FTEIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FTEIX Omega Ratio Rank: 6969
Omega Ratio Rank
FTEIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTEIX Martin Ratio Rank: 6868
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1313
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTEIX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total International Equity Fund Class I (FTEIX) and Fidelity Series Overseas Fund (FSOSX). 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.


FTEIXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.34

+0.92

Sortino ratio

Return per unit of downside risk

1.73

0.58

+1.14

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

1.61

0.40

+1.21

Martin ratio

Return relative to average drawdown

6.42

1.51

+4.90

FTEIX vs. FSOSX - Sharpe Ratio Comparison

The current FTEIX Sharpe Ratio is 1.26, which is higher than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FTEIX and FSOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTEIXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.34

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.34

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.43

-0.21

Correlation

The correlation between FTEIX and FSOSX is 0.92, 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.


Dividends

FTEIX vs. FSOSX - Dividend Comparison

FTEIX's dividend yield for the trailing twelve months is around 0.92%, less than FSOSX's 9.70% yield.


TTM20252024202320222021202020192018201720162015
FTEIX
Fidelity Advisor Total International Equity Fund Class I
0.92%0.90%1.43%1.33%1.07%8.71%2.46%1.72%0.85%4.29%1.33%1.15%
FSOSX
Fidelity Series Overseas Fund
9.70%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%

Drawdowns

FTEIX vs. FSOSX - Drawdown Comparison

The maximum FTEIX drawdown since its inception was -61.85%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for FTEIX and FSOSX.


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Drawdown Indicators


FTEIXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.85%

-35.36%

-26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-12.39%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-35.36%

+5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-11.73%

-11.89%

+0.16%

Average Drawdown

Average peak-to-trough decline

-13.35%

-7.90%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.31%

-0.35%

Volatility

FTEIX vs. FSOSX - Volatility Comparison

The current volatility for Fidelity Advisor Total International Equity Fund Class I (FTEIX) is 7.07%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that FTEIX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTEIXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

8.28%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

11.94%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

18.25%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

17.35%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

18.93%

-2.25%