HAINX vs. FAOIX
HAINX (Harbor International Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, HAINX returned 7.83%/yr vs 7.83%/yr for FAOIX. Their correlation of 0.88 suggests significant overlap in exposure. HAINX charges 0.77%/yr vs 1.12%/yr for FAOIX.
Performance
HAINX vs. FAOIX - Performance Comparison
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Returns By Period
Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HAINX at 7.83% and FAOIX at 7.83%.
HAINX
- 1D
- 0.93%
- 1M
- 1.75%
- 6M
- 4.35%
- YTD
- 8.35%
- 1Y
- 17.54%
- 3Y*
- 14.15%
- 5Y*
- 7.90%
- 10Y*
- 7.83%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -2.44%
- 3Y*
- 7.67%
- 5Y*
- 3.14%
- 10Y*
- 7.83%
HAINX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAINX Harbor International Fund | 8.35% | 28.41% | 4.21% | 16.16% | -13.80% | 9.50% | 11.09% | 22.57% | -18.29% | 22.99% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -14.85% | 30.05% |
Correlation
The correlation between HAINX and FAOIX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1993 | 0.88 |
Over the past year, the correlation between HAINX and FAOIX has dropped to 0.49 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
HAINX vs. FAOIX — Risk / Return Rank
HAINX
FAOIX
HAINX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor International Fund (HAINX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.
| HAINX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.91 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.47 | +1.94 |
| Martin ratioReturn relative to average drawdown | 4.89 | -0.74 | +5.63 |
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Drawdowns
HAINX vs. FAOIX - Drawdown Comparison
The maximum HAINX drawdown since its inception was -60.21%, roughly equal to the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for HAINX and FAOIX.
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Drawdown Indicators
| HAINX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -59.86% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -7.28% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -13.98% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -36.33% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.75% | -36.33% | -3.42% |
Current DrawdownCurrent decline from peak | -0.54% | -5.85% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -14.18% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.31% | -0.68% |
Volatility
HAINX vs. FAOIX - Volatility Comparison
Harbor International Fund (HAINX) has a higher volatility of 3.98% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that HAINX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAINX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 0.00% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 2.61% | +10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 8.28% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 16.71% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.30% | +0.02% |
HAINX vs. FAOIX - Expense Ratio Comparison
HAINX has a 0.77% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
HAINX vs. FAOIX - Dividend Comparison
HAINX's dividend yield for the trailing twelve months is around 3.29%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
HAINX Harbor International Fund | 3.29% | 3.57% | 3.86% | 3.55% | 3.32% | 2.15% | 1.05% | 3.12% | 64.33% | 6.28% | 0.17% | 4.80% |
Frequently Asked Questions
HAINX and FAOIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAINX has higher volatility (3.98%) compared to FAOIX (0.00%). In terms of maximum drawdown, HAINX dropped -60.21% vs FAOIX's -59.86%.
HAINX currently has the higher Sharpe Ratio (1.17 vs -0.41), 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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