FZABX vs. FSOSX
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class Z (FZABX) and Fidelity Series Overseas Fund (FSOSX).
FZABX is managed by Fidelity. It was launched on Aug 13, 2013. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
FZABX vs. FSOSX - Performance Comparison
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FZABX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | -3.85% | 27.71% | 6.59% | 17.56% | -23.58% | 13.11% | 19.79% | 10.42% |
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, FZABX achieves a -3.85% return, which is significantly higher than FSOSX's -5.69% return.
FZABX
- 1D
- 0.18%
- 1M
- -11.99%
- YTD
- -3.85%
- 6M
- 0.29%
- 1Y
- 16.80%
- 3Y*
- 12.23%
- 5Y*
- 5.84%
- 10Y*
- 8.31%
FSOSX
- 1D
- 0.36%
- 1M
- -11.39%
- YTD
- -5.69%
- 6M
- -5.28%
- 1Y
- 7.28%
- 3Y*
- 10.01%
- 5Y*
- 5.83%
- 10Y*
- —
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FZABX vs. FSOSX - Expense Ratio Comparison
FZABX has a 0.76% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Return for Risk
FZABX vs. FSOSX — Risk / Return Rank
FZABX
FSOSX
FZABX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class Z (FZABX) 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.
| FZABX | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.34 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.58 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.40 | +0.71 |
Martin ratioReturn relative to average drawdown | 4.42 | 1.51 | +2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FZABX | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.34 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.34 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.43 | +0.03 |
Correlation
The correlation between FZABX and FSOSX is 0.98, 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
FZABX vs. FSOSX - Dividend Comparison
FZABX's dividend yield for the trailing twelve months is around 14.62%, more than FSOSX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZABX Fidelity Advisor Diversified International Fund Class Z | 14.62% | 14.06% | 6.53% | 4.41% | 2.40% | 10.92% | 0.15% | 1.64% | 5.22% | 0.29% | 1.70% | 1.08% |
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
FZABX vs. FSOSX - Drawdown Comparison
The maximum FZABX drawdown since its inception was -35.21%, roughly equal to the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for FZABX and FSOSX.
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Drawdown Indicators
| FZABX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -35.36% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.39% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -35.21% | -35.36% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | — | — |
Current DrawdownCurrent decline from peak | -12.39% | -11.89% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -7.90% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.31% | -0.16% |
Volatility
FZABX vs. FSOSX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class Z (FZABX) and Fidelity Series Overseas Fund (FSOSX) have volatilities of 8.12% and 8.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FZABX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 8.28% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 11.94% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.25% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 17.35% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.93% | -2.06% |