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FWMNX vs. SGOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWMNX vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Women's Leadership Fund Class I (FWMNX) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

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FWMNX vs. SGOIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FWMNX
Fidelity Advisor Women's Leadership Fund Class I
-7.51%19.13%11.74%21.18%-19.76%19.59%25.28%11.17%
SGOIX
First Eagle Overseas Fund Class I
1.44%39.06%6.45%10.73%-7.86%5.25%7.25%9.52%

Returns By Period

In the year-to-date period, FWMNX achieves a -7.51% return, which is significantly lower than SGOIX's 1.44% return.


FWMNX

1D
-0.85%
1M
-9.04%
YTD
-7.51%
6M
-2.53%
1Y
17.96%
3Y*
11.67%
5Y*
5.96%
10Y*

SGOIX

1D
0.19%
1M
-10.98%
YTD
1.44%
6M
7.39%
1Y
27.04%
3Y*
15.87%
5Y*
9.77%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWMNX vs. SGOIX - Expense Ratio Comparison

FWMNX has a 0.81% expense ratio, which is lower than SGOIX's 0.88% expense ratio.


Return for Risk

FWMNX vs. SGOIX — Risk / Return Rank

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

FWMNX
FWMNX Risk / Return Rank: 5454
Overall Rank
FWMNX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FWMNX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FWMNX Omega Ratio Rank: 5454
Omega Ratio Rank
FWMNX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FWMNX Martin Ratio Rank: 6060
Martin Ratio Rank

SGOIX
SGOIX Risk / Return Rank: 8989
Overall Rank
SGOIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SGOIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SGOIX Omega Ratio Rank: 8989
Omega Ratio Rank
SGOIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SGOIX Martin Ratio Rank: 8888
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.

FWMNX vs. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Women's Leadership Fund Class I (FWMNX) and First Eagle Overseas Fund Class I (SGOIX). 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.


FWMNXSGOIXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.97

-0.98

Sortino ratio

Return per unit of downside risk

1.47

2.51

-1.04

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.22

2.25

-1.03

Martin ratio

Return relative to average drawdown

5.74

9.52

-3.78

FWMNX vs. SGOIX - Sharpe Ratio Comparison

The current FWMNX Sharpe Ratio is 0.99, which is lower than the SGOIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of FWMNX and SGOIX, 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


FWMNXSGOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.97

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.84

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.87

-0.35

Correlation

The correlation between FWMNX and SGOIX is 0.71, 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

FWMNX vs. SGOIX - Dividend Comparison

FWMNX's dividend yield for the trailing twelve months is around 6.19%, less than SGOIX's 8.33% yield.


TTM20252024202320222021202020192018201720162015
FWMNX
Fidelity Advisor Women's Leadership Fund Class I
6.19%5.73%0.08%0.66%0.70%2.78%0.26%0.27%0.00%0.00%0.00%0.00%
SGOIX
First Eagle Overseas Fund Class I
8.33%8.45%8.49%2.45%3.81%5.92%0.47%5.70%3.36%3.59%3.80%1.58%

Drawdowns

FWMNX vs. SGOIX - Drawdown Comparison

The maximum FWMNX drawdown since its inception was -36.47%, roughly equal to the maximum SGOIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for FWMNX and SGOIX.


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Drawdown Indicators


FWMNXSGOIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.47%

-35.54%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-11.35%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-21.39%

-8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.79%

Current Drawdown

Current decline from peak

-10.30%

-10.98%

+0.68%

Average Drawdown

Average peak-to-trough decline

-7.60%

-4.57%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.68%

+0.09%

Volatility

FWMNX vs. SGOIX - Volatility Comparison

The current volatility for Fidelity Advisor Women's Leadership Fund Class I (FWMNX) is 4.85%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that FWMNX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWMNXSGOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.81%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.60%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

13.48%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

11.73%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

11.34%

+9.28%