JDIAX vs. FAERX
JDIAX (Janus Henderson Overseas Fund Class A) and FAERX (Fidelity Advisor Overseas Fund Class M) are both Foreign Large Cap Equities funds. Over the past 10 years, JDIAX returned 12.45%/yr vs 7.06%/yr for FAERX. Their correlation of 0.82 suggests significant overlap in exposure. JDIAX charges 1.16%/yr vs 1.65%/yr for FAERX.
Performance
JDIAX vs. FAERX - Performance Comparison
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Returns By Period
Over the past 10 years, JDIAX has outperformed FAERX with an annualized return of 12.45%, while FAERX has yielded a comparatively lower 7.06% annualized return.
JDIAX
- 1D
- 0.39%
- 1M
- 4.35%
- YTD
- 16.31%
- 6M
- 16.27%
- 1Y
- 32.40%
- 3Y*
- 18.04%
- 5Y*
- 9.76%
- 10Y*
- 12.45%
FAERX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.80%
- 3Y*
- 7.45%
- 5Y*
- 3.31%
- 10Y*
- 7.06%
JDIAX vs. FAERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDIAX Janus Henderson Overseas Fund Class A | 16.31% | 28.33% | 5.64% | 10.61% | -8.96% | 12.82% | 16.37% | 26.77% | -15.58% | 30.93% |
FAERX Fidelity Advisor Overseas Fund Class M | 0.00% | 14.70% | 4.40% | 19.78% | -24.77% | 18.63% | 14.43% | 27.14% | -15.25% | 29.37% |
Correlation
The correlation between JDIAX and FAERX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2005 | 0.82 |
Over the past year, the correlation between JDIAX and FAERX has dropped to 0.44 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
JDIAX vs. FAERX — Risk / Return Rank
JDIAX
FAERX
JDIAX vs. FAERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Overseas Fund Class A (JDIAX) and Fidelity Advisor Overseas Fund Class M (FAERX). 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.
| JDIAX | FAERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.99 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | -0.10 | +3.14 |
| Martin ratioReturn relative to average drawdown | 12.28 | -0.16 | +12.44 |
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Drawdowns
JDIAX vs. FAERX - Drawdown Comparison
The maximum JDIAX drawdown since its inception was -67.61%, which is greater than FAERX's maximum drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for JDIAX and FAERX.
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Drawdown Indicators
| JDIAX | FAERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.61% | -60.14% | -7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -7.29% | -3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -14.00% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.03% | -36.62% | +10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -36.72% | -36.62% | -0.10% |
Current DrawdownCurrent decline from peak | 0.00% | -5.89% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -32.64% | -14.36% | -18.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.16% | -1.46% |
Volatility
JDIAX vs. FAERX - Volatility Comparison
Janus Henderson Overseas Fund Class A (JDIAX) has a higher volatility of 6.71% compared to Fidelity Advisor Overseas Fund Class M (FAERX) at 0.00%. This indicates that JDIAX's price experiences larger fluctuations and is considered to be riskier than FAERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDIAX | FAERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 0.00% | +6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 3.62% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 8.78% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.72% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.64% | +0.59% |
JDIAX vs. FAERX - Expense Ratio Comparison
JDIAX has a 1.16% expense ratio, which is lower than FAERX's 1.65% expense ratio.
Dividends
JDIAX vs. FAERX - Dividend Comparison
JDIAX's dividend yield for the trailing twelve months is around 0.83%, less than FAERX's 7.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAERX Fidelity Advisor Overseas Fund Class M | 7.94% | 7.94% | 0.96% | 0.51% | 0.12% | 2.07% | 0.00% | 1.15% | 4.25% | 3.35% | 0.80% | 0.09% |
JDIAX Janus Henderson Overseas Fund Class A | 0.83% | 0.97% | 1.36% | 1.39% | 1.35% | 0.77% | 0.60% | 1.70% | 0.87% | 1.51% | 0.83% | 4.08% |
Frequently Asked Questions
JDIAX and FAERX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JDIAX has higher volatility (6.71%) compared to FAERX (0.00%). In terms of maximum drawdown, JDIAX dropped -67.61% vs FAERX's -60.14%.
JDIAX currently has the higher Sharpe Ratio (2.26 vs -0.08), 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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