HJIGX vs. FAOCX
HJIGX (Hardman Johnston International Growth Fund) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 5 years, HJIGX returned 6.42%/yr vs 1.81%/yr for FAOCX. Their correlation of 0.82 means they have usually moved in the same direction. HJIGX charges 1.00%/yr vs 2.25%/yr for FAOCX.
Performance
HJIGX vs. FAOCX - Performance Comparison
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Returns By Period
HJIGX
- 1D
- 1.83%
- 1M
- -3.71%
- 6M
- 4.01%
- YTD
- 11.37%
- 1Y
- 26.69%
- 3Y*
- 18.07%
- 5Y*
- 6.42%
- 10Y*
- —
- ALL TIME*
- 8.73%
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.57%
- 3Y*
- 7.00%
- 5Y*
- 1.81%
- 10Y*
- 6.54%
- ALL TIME*
- 4.61%
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 |
HJIGX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HJIGX Hardman Johnston International Growth Fund | 11.37% | 40.61% | 12.28% | 4.95% | -23.59% | 2.17% | 32.60% | 23.67% | -14.10% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -14.21% |
Correlation
The correlation between HJIGX and FAOCX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018 | 0.82 |
Over the past year, the correlation between HJIGX and FAOCX has dropped to 0.38 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
HJIGX vs. FAOCX — Risk / Return Rank
HJIGX
FAOCX
HJIGX vs. FAOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hardman Johnston International Growth Fund (HJIGX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.
| HJIGX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.92 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.37 | +2.01 |
| Martin ratioReturn relative to average drawdown | 6.08 | -0.56 | +6.64 |
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Drawdowns
HJIGX vs. FAOCX - Drawdown Comparison
The maximum HJIGX drawdown since its inception was -42.60%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for HJIGX and FAOCX.
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Drawdown Indicators
| HJIGX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -60.45% | +17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.33% | -7.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -14.05% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -42.60% | -36.96% | -5.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.96% | — |
Current DrawdownCurrent decline from peak | -5.25% | -5.90% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -15.58% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 4.52% | -0.46% |
Volatility
HJIGX vs. FAOCX - Volatility Comparison
Hardman Johnston International Growth Fund (HJIGX) has a higher volatility of 5.73% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that HJIGX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HJIGX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 0.00% | +5.73% |
Volatility (6M)Calculated over the trailing 6-month period | 18.83% | 0.00% | +18.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.75% | 7.67% | +14.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.96% | 16.66% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 16.28% | +4.90% |
HJIGX vs. FAOCX - Expense Ratio Comparison
HJIGX has a 1.00% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
HJIGX vs. FAOCX - Dividend Comparison
HJIGX's dividend yield for the trailing twelve months is around 2.71%, less than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% |
HJIGX Hardman Johnston International Growth Fund | 2.71% | 3.02% | 0.24% | 0.00% | 0.00% | 1.11% | 0.00% | 5.48% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HJIGX and FAOCX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HJIGX has higher volatility (5.73%) compared to FAOCX (0.00%). In terms of maximum drawdown, HJIGX dropped -42.60% vs FAOCX's -60.45%.
HJIGX currently has the higher Sharpe Ratio (1.14 vs -0.36), 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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