HDIVX vs. FAOAX
HDIVX (Janus Henderson Dividend & Income Builder Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, HDIVX returned 10.95%/yr vs 7.35%/yr for FAOAX. Their correlation of 0.87 suggests significant overlap in exposure. HDIVX charges 0.95%/yr vs 1.43%/yr for FAOAX.
Performance
HDIVX vs. FAOAX - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, HDIVX has outperformed FAOAX with an annualized return of 10.95%, while FAOAX has yielded a comparatively lower 7.35% annualized return.
HDIVX
- 1D
- 0.14%
- 1M
- 4.72%
- YTD
- 17.11%
- 6M
- 17.11%
- 1Y
- 29.13%
- 3Y*
- 20.83%
- 5Y*
- 12.95%
- 10Y*
- 10.95%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.69%
- 3Y*
- 7.64%
- 5Y*
- 3.50%
- 10Y*
- 7.35%
HDIVX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDIVX Janus Henderson Dividend & Income Builder Fund | 17.11% | 29.24% | 8.84% | 18.06% | -8.70% | 11.73% | 5.20% | 18.85% | -9.07% | 17.78% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between HDIVX and FAOAX 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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2012 | 0.87 |
Over the past year, the correlation between HDIVX and FAOAX has dropped to 0.49 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HDIVX vs. FAOAX — Risk / Return Rank
HDIVX
FAOAX
HDIVX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Dividend & Income Builder Fund (HDIVX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
| HDIVX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | -0.08 | +2.76 |
| Martin ratioReturn relative to average drawdown | 9.66 | -0.13 | +9.79 |
Loading charts...
Drawdowns
HDIVX vs. FAOAX - Drawdown Comparison
The maximum HDIVX drawdown since its inception was -28.56%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for HDIVX and FAOAX.
Loading charts...
Drawdown Indicators
| HDIVX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -60.03% | +31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -7.29% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -13.08% | -13.99% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.00% | -36.50% | +13.50% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -36.50% | +7.94% |
Current DrawdownCurrent decline from peak | 0.00% | -5.87% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -14.54% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 4.15% | -1.02% |
Volatility
HDIVX vs. FAOAX - Volatility Comparison
Janus Henderson Dividend & Income Builder Fund (HDIVX) has a higher volatility of 5.56% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that HDIVX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HDIVX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 0.00% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 3.63% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 8.76% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 16.71% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.58% | 16.64% | -3.06% |
HDIVX vs. FAOAX - Expense Ratio Comparison
HDIVX has a 0.95% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
HDIVX vs. FAOAX - Dividend Comparison
HDIVX's dividend yield for the trailing twelve months is around 6.54%, less than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
HDIVX Janus Henderson Dividend & Income Builder Fund | 6.54% | 7.60% | 6.54% | 3.11% | 4.14% | 4.59% | 3.26% | 3.20% | 4.19% | 2.76% | 3.12% | 3.02% |
Frequently Asked Questions
HDIVX and FAOAX 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.
HDIVX has higher volatility (5.56%) compared to FAOAX (0.00%). In terms of maximum drawdown, HDIVX dropped -28.56% vs FAOAX's -60.03%.
HDIVX currently has the higher Sharpe Ratio (2.14 vs -0.07), 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.
Find the right allocation for HDIVX and FAOAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer