PortfoliosLab logoPortfoliosLab logo
IXUS vs. FOSFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXUS vs. FOSFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and Fidelity Overseas Fund (FOSFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IXUS vs. FOSFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXUS
iShares Core MSCI Total International Stock ETF
2.36%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%
FOSFX
Fidelity Overseas Fund
-5.84%20.81%5.20%20.56%-24.79%19.32%15.42%28.43%-14.73%28.31%

Returns By Period

In the year-to-date period, IXUS achieves a 2.36% return, which is significantly higher than FOSFX's -5.84% return. Over the past 10 years, IXUS has outperformed FOSFX with an annualized return of 8.90%, while FOSFX has yielded a comparatively lower 7.89% annualized return.


IXUS

1D
3.46%
1M
-7.87%
YTD
2.36%
6M
6.89%
1Y
28.40%
3Y*
15.55%
5Y*
7.22%
10Y*
8.90%

FOSFX

1D
0.43%
1M
-11.40%
YTD
-5.84%
6M
-5.53%
1Y
6.82%
3Y*
9.40%
5Y*
4.94%
10Y*
7.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IXUS vs. FOSFX - Expense Ratio Comparison

IXUS has a 0.09% expense ratio, which is lower than FOSFX's 0.99% expense ratio.


Return for Risk

IXUS vs. FOSFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IXUS
IXUS Risk / Return Rank: 8686
Overall Rank
IXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
IXUS Omega Ratio Rank: 8787
Omega Ratio Rank
IXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IXUS Martin Ratio Rank: 8686
Martin Ratio Rank

FOSFX
FOSFX Risk / Return Rank: 1313
Overall Rank
FOSFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FOSFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FOSFX Omega Ratio Rank: 1313
Omega Ratio Rank
FOSFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FOSFX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IXUS vs. FOSFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and Fidelity Overseas Fund (FOSFX). 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.


IXUSFOSFXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.32

+1.33

Sortino ratio

Return per unit of downside risk

2.27

0.56

+1.71

Omega ratio

Gain probability vs. loss probability

1.34

1.08

+0.26

Calmar ratio

Return relative to maximum drawdown

2.43

0.37

+2.05

Martin ratio

Return relative to average drawdown

9.39

1.40

+7.99

IXUS vs. FOSFX - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.64, which is higher than the FOSFX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of IXUS and FOSFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IXUSFOSFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.32

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.29

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

-0.01

Correlation

The correlation between IXUS and FOSFX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IXUS vs. FOSFX - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 3.16%, less than FOSFX's 5.17% yield.


TTM20252024202320222021202020192018201720162015
IXUS
iShares Core MSCI Total International Stock ETF
3.16%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%
FOSFX
Fidelity Overseas Fund
5.17%4.87%1.38%1.02%0.77%4.54%0.53%1.35%5.92%0.06%1.96%1.06%

Drawdowns

IXUS vs. FOSFX - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum FOSFX drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for IXUS and FOSFX.


Loading graphics...

Drawdown Indicators


IXUSFOSFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-63.51%

+27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-12.36%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-36.51%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

-36.51%

+0.29%

Current Drawdown

Current decline from peak

-8.29%

-11.89%

+3.60%

Average Drawdown

Average peak-to-trough decline

-7.58%

-17.02%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.31%

-0.38%

Volatility

IXUS vs. FOSFX - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) and Fidelity Overseas Fund (FOSFX) have volatilities of 8.41% and 8.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IXUSFOSFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

8.23%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

11.88%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

18.05%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

17.39%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

17.02%

-0.04%