HAINX vs. FAOSX
HAINX (Harbor International Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, HAINX returned 8.31%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.88 means they have usually moved in the same direction. HAINX charges 0.77%/yr vs 1.02%/yr for FAOSX.
Performance
HAINX vs. FAOSX - Performance Comparison
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Returns By Period
HAINX
- 1D
- 2.51%
- 1M
- 4.82%
- 6M
- 5.74%
- YTD
- 11.78%
- 1Y
- 21.30%
- 3Y*
- 15.15%
- 5Y*
- 8.31%
- 10Y*
- 7.99%
- ALL TIME*
- 9.35%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HAINX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAINX Harbor International Fund | 11.78% | 28.41% | 4.21% | 16.16% | -13.80% | 9.50% | 11.09% | 22.57% | -18.29% | 18.74% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between HAINX and FAOSX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.88 |
Over the past year, the correlation between HAINX and FAOSX has dropped to 0.45 - 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. FAOSX — Risk / Return Rank
HAINX
FAOSX
HAINX vs. FAOSX - 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 Z (FAOSX). 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 | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | -0.32 | +2.06 |
| Martin ratioReturn relative to average drawdown | 5.86 | -0.48 | +6.34 |
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Drawdowns
HAINX vs. FAOSX - Drawdown Comparison
The maximum HAINX drawdown since its inception was -60.21%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for HAINX and FAOSX.
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Drawdown Indicators
| HAINX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -36.24% | -23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -7.26% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.08% | -13.96% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -36.24% | +5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -39.75% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -7.90% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 4.48% | -0.88% |
Volatility
HAINX vs. FAOSX - Volatility Comparison
Harbor International Fund (HAINX) has a higher volatility of 4.33% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that HAINX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAINX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 0.00% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 0.00% | +12.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 7.68% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 16.65% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.56% | -0.22% |
HAINX vs. FAOSX - Expense Ratio Comparison
HAINX has a 0.77% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
HAINX vs. FAOSX - Dividend Comparison
HAINX's dividend yield for the trailing twelve months is around 3.19%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
HAINX Harbor International Fund | 3.19% | 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 FAOSX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAINX has higher volatility (4.33%) compared to FAOSX (0.00%). In terms of maximum drawdown, HAINX dropped -60.21% vs FAOSX's -36.24%.
HAINX currently has the higher Sharpe Ratio (1.39 vs -0.30), 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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