HDIVX vs. FAOIX
HDIVX (Janus Henderson Dividend & Income Builder Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, HDIVX returned 10.95%/yr vs 7.58%/yr for FAOIX. Their correlation of 0.87 suggests significant overlap in exposure. HDIVX charges 0.95%/yr vs 1.12%/yr for FAOIX.
Performance
HDIVX vs. FAOIX - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, HDIVX has outperformed FAOIX with an annualized return of 10.95%, while FAOIX has yielded a comparatively lower 7.58% 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%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.58%
- 3Y*
- 7.90%
- 5Y*
- 3.78%
- 10Y*
- 7.58%
HDIVX vs. FAOIX - 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% |
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 HDIVX 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 | 0.77 |
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 FAOIX 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. FAOIX — Risk / Return Rank
HDIVX
FAOIX
HDIVX vs. FAOIX - 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 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.
| HDIVX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | -0.06 | +2.75 |
| Martin ratioReturn relative to average drawdown | 9.66 | -0.10 | +9.76 |
Loading charts...
Drawdowns
HDIVX vs. FAOIX - Drawdown Comparison
The maximum HDIVX drawdown since its inception was -28.56%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for HDIVX and FAOIX.
Loading charts...
Drawdown Indicators
| HDIVX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -59.86% | +31.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -7.28% | -4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.08% | -13.98% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.00% | -36.33% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -36.33% | +7.77% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -14.19% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 4.13% | -1.00% |
Volatility
HDIVX vs. FAOIX - Volatility Comparison
Janus Henderson Dividend & Income Builder Fund (HDIVX) has a higher volatility of 5.56% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that HDIVX'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.
Loading charts...
Volatility by Period
| HDIVX | FAOIX | 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% | 8.78% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 16.72% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.58% | 16.65% | -3.07% |
HDIVX vs. FAOIX - Expense Ratio Comparison
HDIVX has a 0.95% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
HDIVX vs. FAOIX - Dividend Comparison
HDIVX's dividend yield for the trailing twelve months is around 6.54%, 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% |
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 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.
HDIVX has higher volatility (5.56%) compared to FAOIX (0.00%). In terms of maximum drawdown, HDIVX dropped -28.56% vs FAOIX's -59.86%.
HDIVX currently has the higher Sharpe Ratio (2.14 vs -0.05), 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 FAOIX
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