LIGYX vs. FAOIX
LIGYX (Loomis Sayles International Growth Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, LIGYX returned 2.54%/yr vs 2.74%/yr for FAOIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. LIGYX charges 0.95%/yr vs 1.12%/yr for FAOIX.
Performance
LIGYX vs. FAOIX - Performance Comparison
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Returns By Period
LIGYX
- 1D
- 1.42%
- 1M
- 1.04%
- 6M
- -6.20%
- YTD
- -6.86%
- 1Y
- -3.14%
- 3Y*
- 4.58%
- 5Y*
- 2.54%
- 10Y*
- —
- ALL TIME*
- 2.16%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.86%
- 5Y*
- 2.74%
- 10Y*
- 7.63%
- ALL TIME*
- 5.75%
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 |
LIGYX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LIGYX Loomis Sayles International Growth Fund | -6.86% | 9.53% | 13.96% | 20.81% | -17.49% | -3.79% | 1.08% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 2.51% |
Correlation
The correlation between LIGYX and FAOIX is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2020 | 0.70 |
Over the past year, the correlation between LIGYX and FAOIX has dropped to 0.28 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
LIGYX vs. FAOIX — Risk / Return Rank
LIGYX
FAOIX
LIGYX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles International Growth Fund (LIGYX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.
| LIGYX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.93 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.32 | +0.07 |
| Martin ratioReturn relative to average drawdown | -0.52 | -0.49 | -0.03 |
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Drawdowns
LIGYX vs. FAOIX - Drawdown Comparison
The maximum LIGYX drawdown since its inception was -38.11%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for LIGYX and FAOIX.
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Drawdown Indicators
| LIGYX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -59.86% | +21.75% |
Max Drawdown (1Y)Largest decline over 1 year | -22.58% | -7.28% | -15.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.58% | -13.98% | -8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -36.33% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -12.31% | -5.85% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -13.72% | -14.17% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.42% | 4.48% | +5.94% |
Volatility
LIGYX vs. FAOIX - Volatility Comparison
Loomis Sayles International Growth Fund (LIGYX) has a higher volatility of 5.18% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that LIGYX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIGYX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 0.00% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 0.00% | +16.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 7.69% | +12.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 16.67% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 16.29% | +4.47% |
LIGYX vs. FAOIX - Expense Ratio Comparison
LIGYX has a 0.95% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
LIGYX vs. FAOIX - Dividend Comparison
LIGYX's dividend yield for the trailing twelve months is around 0.61%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
LIGYX Loomis Sayles International Growth Fund | 0.61% | 1.70% | 0.64% | 0.57% | 0.69% | 1.72% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LIGYX and FAOIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIGYX has higher volatility (5.18%) compared to FAOIX (0.00%). In terms of maximum drawdown, LIGYX dropped -38.11% vs FAOIX's -59.86%.
LIGYX currently has the higher Sharpe Ratio (-0.28 vs -0.31), 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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