HJIGX vs. FAOSX
HJIGX (Hardman Johnston International Growth Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, HJIGX returned 6.04%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.82 means they have usually moved in the same direction. HJIGX charges 1.00%/yr vs 1.02%/yr for FAOSX.
Performance
HJIGX vs. FAOSX - Performance Comparison
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Returns By Period
HJIGX
- 1D
- 0.06%
- 1M
- -5.29%
- 6M
- 0.50%
- YTD
- 9.38%
- 1Y
- 22.37%
- 3Y*
- 17.39%
- 5Y*
- 6.04%
- 10Y*
- —
- ALL TIME*
- 8.50%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.97%
- 3Y*
- 7.91%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.11%
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. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HJIGX Hardman Johnston International Growth Fund | 9.38% | 40.61% | 12.28% | 4.95% | -23.59% | 2.17% | 32.60% | 23.67% | -14.10% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -13.29% |
Correlation
The correlation between HJIGX and FAOSX 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 FAOSX 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. FAOSX — Risk / Return Rank
HJIGX
FAOSX
HJIGX vs. FAOSX - 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 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.
| HJIGX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.45 | +1.95 |
| Martin ratioReturn relative to average drawdown | 5.56 | -0.69 | +6.25 |
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Drawdowns
HJIGX vs. FAOSX - Drawdown Comparison
The maximum HJIGX drawdown since its inception was -42.60%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for HJIGX and FAOSX.
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Drawdown Indicators
| HJIGX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.60% | -36.24% | -6.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.26% | -7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -13.96% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -42.60% | -36.24% | -6.36% |
Current DrawdownCurrent decline from peak | -6.95% | -5.86% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -7.90% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 4.46% | -0.41% |
Volatility
HJIGX vs. FAOSX - Volatility Comparison
Hardman Johnston International Growth Fund (HJIGX) has a higher volatility of 5.40% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that HJIGX'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
| HJIGX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 0.00% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.80% | 0.00% | +18.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 7.69% | +13.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 16.65% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.17% | 16.57% | +4.60% |
HJIGX vs. FAOSX - Expense Ratio Comparison
HJIGX has a 1.00% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
HJIGX vs. FAOSX - Dividend Comparison
HJIGX's dividend yield for the trailing twelve months is around 2.76%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HJIGX Hardman Johnston International Growth Fund | 2.76% | 3.02% | 0.24% | 0.00% | 0.00% | 1.11% | 0.00% | 5.48% | 0.00% | 0.00% |
Frequently Asked Questions
HJIGX and FAOSX 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 (5.40%) compared to FAOSX (0.00%). In terms of maximum drawdown, HJIGX dropped -42.60% vs FAOSX's -36.24%.
HJIGX currently has the higher Sharpe Ratio (1.04 vs -0.43), 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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