IXUS vs. FOSFX
IXUS (iShares Core MSCI Total International Stock ETF) and FOSFX (Fidelity Overseas Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, IXUS returned 9.78%/yr vs 8.66%/yr for FOSFX. Their correlation of 0.90 suggests significant overlap in exposure. IXUS charges 0.09%/yr vs 0.99%/yr for FOSFX.
Performance
IXUS vs. FOSFX - Performance Comparison
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Returns By Period
In the year-to-date period, IXUS achieves a 14.51% return, which is significantly higher than FOSFX's 5.41% return. Over the past 10 years, IXUS has outperformed FOSFX with an annualized return of 9.78%, while FOSFX has yielded a comparatively lower 8.66% annualized return.
IXUS
- 1D
- -1.01%
- 1M
- 4.91%
- YTD
- 14.51%
- 6M
- 17.16%
- 1Y
- 32.15%
- 3Y*
- 19.44%
- 5Y*
- 8.38%
- 10Y*
- 9.78%
FOSFX
- 1D
- 0.97%
- 1M
- 3.81%
- YTD
- 5.41%
- 6M
- 7.39%
- 1Y
- 8.50%
- 3Y*
- 12.53%
- 5Y*
- 5.77%
- 10Y*
- 8.66%
IXUS vs. FOSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 14.51% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
FOSFX Fidelity Overseas Fund | 5.41% | 20.81% | 5.20% | 20.56% | -24.79% | 19.32% | 15.42% | 28.43% | -14.73% | 28.31% |
Correlation
The correlation between IXUS and FOSFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2012 | 0.90 |
The correlation between IXUS and FOSFX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
IXUS vs. FOSFX — Risk / Return Rank
IXUS
FOSFX
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.
| IXUS | FOSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.10 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 0.64 | +2.20 |
| Martin ratioReturn relative to average drawdown | 11.13 | 2.28 | +8.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IXUS | FOSFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.47 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.33 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.50 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.03 |
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.
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Drawdown Indicators
| IXUS | FOSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -13.75% | -13.91% | +0.16% |
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 DrawdownCurrent decline from peak | -1.01% | -1.35% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -16.96% | +9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.47% | -0.57% |
Volatility
IXUS vs. FOSFX - Volatility Comparison
The current volatility for iShares Core MSCI Total International Stock ETF (IXUS) is 5.64%, while Fidelity Overseas Fund (FOSFX) has a volatility of 6.11%. This indicates that IXUS experiences smaller price fluctuations and is considered to be less risky than FOSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IXUS | FOSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.11% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 14.25% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.37% | 16.72% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 17.73% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 17.23% | -0.16% |
IXUS vs. FOSFX - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is lower than FOSFX's 0.99% expense ratio.
Dividends
IXUS vs. FOSFX - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 2.83%, less than FOSFX's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOSFX Fidelity Overseas Fund | 4.62% | 4.87% | 1.38% | 1.02% | 0.77% | 4.54% | 0.53% | 1.35% | 5.92% | 0.06% | 1.96% | 1.06% |
IXUS iShares Core MSCI Total International Stock ETF | 2.83% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
Frequently Asked Questions
With a correlation of 0.92, IXUS and FOSFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FOSFX has higher volatility (6.11%) compared to IXUS (5.64%). In terms of maximum drawdown, IXUS dropped -36.22% vs FOSFX's -63.51%.
IXUS currently has the higher Sharpe Ratio (2.10 vs 0.47), 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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