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IXUS vs. FSOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXUS vs. FSOSX - 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 Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXUS achieves a 12.74% return, which is significantly higher than FSOSX's 9.78% return.


IXUS

1D
-3.08%
1M
0.45%
YTD
12.74%
6M
12.52%
1Y
29.41%
3Y*
19.01%
5Y*
8.29%
10Y*
10.21%

FSOSX

1D
0.61%
1M
5.33%
YTD
9.78%
6M
9.27%
1Y
14.49%
3Y*
14.96%
5Y*
7.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXUS vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IXUS
iShares Core MSCI Total International Stock ETF
12.74%32.40%5.19%15.83%-16.47%8.86%10.80%7.58%
FSOSX
Fidelity Series Overseas Fund
9.78%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Correlation

The correlation between IXUS and FSOSX 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 (All Time)
Calculated using the full available price history since Jun 28, 2019

0.91

The correlation between IXUS and FSOSX 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. FSOSX — Risk / Return Rank

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

IXUS
IXUS Risk / Return Rank: 5555
Overall Rank
IXUS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IXUS Omega Ratio Rank: 5656
Omega Ratio Rank
IXUS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IXUS Martin Ratio Rank: 5858
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1212
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1818
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. FSOSX - 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 Series Overseas Fund (FSOSX). 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.


IXUSFSOSXDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.33

1.17

+0.17

Calmar ratioReturn relative to maximum drawdown

2.60

1.25

+1.35

Martin ratioReturn relative to average drawdown

10.00

4.43

+5.57

IXUS vs. FSOSX - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.79, which is higher than the FSOSX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IXUS and FSOSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXUS vs. FSOSX - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, roughly equal to the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for IXUS and FSOSX.


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Drawdown Indicators


IXUSFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-35.36%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-12.39%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-14.07%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-35.36%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

Current Drawdown

Current decline from peak

-3.08%

0.00%

-3.08%

Average Drawdown

Average peak-to-trough decline

-7.48%

-7.74%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.49%

-0.54%

Volatility

IXUS vs. FSOSX - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.22% compared to Fidelity Series Overseas Fund (FSOSX) at 6.30%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXUSFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

6.30%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

15.32%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

17.64%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

17.85%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

19.10%

-2.13%

IXUS vs. FSOSX - Expense Ratio Comparison

IXUS has a 0.07% expense ratio, which is higher than FSOSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IXUS vs. FSOSX - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.98%, less than FSOSX's 8.33% yield.


PositionTTM20252024202320222021202020192018201720162015
FSOSX
Fidelity Series Overseas Fund
8.33%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
2.98%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 FSOSX 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.

IXUS has higher volatility (7.22%) compared to FSOSX (6.30%). In terms of maximum drawdown, IXUS dropped -36.22% vs FSOSX's -35.36%.

IXUS currently has the higher Sharpe Ratio (1.79 vs 0.88), 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.

Portfolio Optimizer

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