LICYX vs. FAOSX
LICYX (Lord Abbett International Equity Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, LICYX returned 8.95%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.88 means they have usually moved in the same direction. LICYX charges 0.86%/yr vs 1.02%/yr for FAOSX.
Performance
LICYX vs. FAOSX - Performance Comparison
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Returns By Period
LICYX
- 1D
- 3.95%
- 1M
- -2.57%
- 6M
- 6.66%
- YTD
- 14.34%
- 1Y
- 27.33%
- 3Y*
- 18.53%
- 5Y*
- 8.95%
- 10Y*
- 9.44%
- ALL TIME*
- 6.61%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
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 |
LICYX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LICYX Lord Abbett International Equity Fund | 14.34% | 31.78% | 9.57% | 12.57% | -18.62% | 11.80% | 17.30% | 21.73% | -17.91% | 22.08% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between LICYX and FAOSX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.88 |
Over the past year, the correlation between LICYX and FAOSX has dropped to 0.40 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
LICYX vs. FAOSX — Risk / Return Rank
LICYX
FAOSX
LICYX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Equity Fund (LICYX) 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.
| LICYX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.93 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.32 | +2.24 |
| Martin ratioReturn relative to average drawdown | 6.64 | -0.48 | +7.13 |
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Drawdowns
LICYX vs. FAOSX - Drawdown Comparison
The maximum LICYX drawdown since its inception was -59.02%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for LICYX and FAOSX.
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Drawdown Indicators
| LICYX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -36.24% | -22.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -7.26% | -6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -13.96% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -30.99% | -36.24% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | — | — |
Current DrawdownCurrent decline from peak | -6.85% | -5.86% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -7.90% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 4.48% | -0.62% |
Volatility
LICYX vs. FAOSX - Volatility Comparison
Lord Abbett International Equity Fund (LICYX) has a higher volatility of 7.60% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that LICYX'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
| LICYX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 0.00% | +7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.81% | 0.00% | +18.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.86% | 7.68% | +13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 16.65% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 16.56% | +0.66% |
LICYX vs. FAOSX - Expense Ratio Comparison
LICYX has a 0.86% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
LICYX vs. FAOSX - Dividend Comparison
LICYX's dividend yield for the trailing twelve months is around 4.62%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
LICYX Lord Abbett International Equity Fund | 4.62% | 5.28% | 4.52% | 1.98% | 2.28% | 12.73% | 1.33% | 1.68% | 2.47% | 2.17% | 2.52% | 1.61% |
Frequently Asked Questions
LICYX and FAOSX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LICYX has higher volatility (7.60%) compared to FAOSX (0.00%). In terms of maximum drawdown, LICYX dropped -59.02% vs FAOSX's -36.24%.
LICYX currently has the higher Sharpe Ratio (1.23 vs -0.30), 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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