HJIGX vs. FAOIX
HJIGX (Hardman Johnston International Growth Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, HJIGX returned 6.42%/yr vs 2.74%/yr for FAOIX. Their correlation of 0.82 means they have usually moved in the same direction. HJIGX charges 1.00%/yr vs 1.12%/yr for FAOIX.
Performance
HJIGX vs. FAOIX - 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%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.86%
- 5Y*
- 2.74%
- 10Y*
- 7.63%
- ALL TIME*
- 5.75%
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. FAOIX - 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% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -13.38% |
Correlation
The correlation between HJIGX and FAOIX 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 FAOIX 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. FAOIX — Risk / Return Rank
HJIGX
FAOIX
HJIGX vs. FAOIX - 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 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.
| HJIGX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.93 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.32 | +1.96 |
| Martin ratioReturn relative to average drawdown | 6.08 | -0.49 | +6.57 |
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Drawdowns
HJIGX vs. FAOIX - Drawdown Comparison
The maximum HJIGX drawdown since its inception was -42.60%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for HJIGX and FAOIX.
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Drawdown Indicators
| HJIGX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -59.86% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.28% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -13.98% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -42.60% | -36.33% | -6.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -5.25% | -5.85% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -14.17% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 4.48% | -0.42% |
Volatility
HJIGX vs. FAOIX - Volatility Comparison
Hardman Johnston International Growth Fund (HJIGX) has a higher volatility of 5.73% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that HJIGX'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
| HJIGX | FAOIX | 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% | 7.69% | +14.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.96% | 16.67% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 16.29% | +4.89% |
HJIGX vs. FAOIX - Expense Ratio Comparison
HJIGX has a 1.00% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
HJIGX vs. FAOIX - Dividend Comparison
HJIGX's dividend yield for the trailing twelve months is around 2.71%, 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% |
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% | 0.00% |
Frequently Asked Questions
HJIGX and FAOIX 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 FAOIX (0.00%). In terms of maximum drawdown, HJIGX dropped -42.60% vs FAOIX's -59.86%.
HJIGX currently has the higher Sharpe Ratio (1.14 vs -0.31), 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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