LKINX vs. FAOIX
LKINX (LKCM International Equity Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, LKINX returned 5.45%/yr vs 2.49%/yr for FAOIX. Their correlation of 0.90 means they have usually moved in the same direction. LKINX charges 1.00%/yr vs 1.12%/yr for FAOIX.
Performance
LKINX vs. FAOIX - Performance Comparison
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Returns By Period
LKINX
- 1D
- 0.46%
- 1M
- -0.29%
- 6M
- 6.15%
- YTD
- 10.46%
- 1Y
- 18.61%
- 3Y*
- 12.74%
- 5Y*
- 5.45%
- 10Y*
- —
- ALL TIME*
- 9.67%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.79%
- 3Y*
- 8.91%
- 5Y*
- 2.49%
- 10Y*
- 7.64%
- 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 |
LKINX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LKINX LKCM International Equity Fund | 10.46% | 21.87% | 4.83% | 16.10% | -20.54% | 18.00% | 14.45% | 10.97% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 10.94% |
Correlation
The correlation between LKINX and FAOIX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.90 |
Over the past year, the correlation between LKINX and FAOIX has dropped to 0.42 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
LKINX vs. FAOIX — Risk / Return Rank
LKINX
FAOIX
LKINX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LKCM International Equity Fund (LKINX) 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.
| LKINX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.00 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | -0.04 | +2.09 |
| Martin ratioReturn relative to average drawdown | 7.51 | -0.06 | +7.58 |
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Drawdowns
LKINX vs. FAOIX - Drawdown Comparison
The maximum LKINX drawdown since its inception was -35.00%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for LKINX and FAOIX.
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Drawdown Indicators
| LKINX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -59.86% | +24.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -7.28% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -13.98% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -36.33% | +2.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -0.91% | -5.85% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -14.16% | +6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.51% | -1.91% |
Volatility
LKINX vs. FAOIX - Volatility Comparison
LKCM International Equity Fund (LKINX) has a higher volatility of 3.09% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that LKINX'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
| LKINX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 0.00% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 0.00% | +11.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 7.54% | +6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 16.67% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 16.29% | +3.10% |
LKINX vs. FAOIX - Expense Ratio Comparison
LKINX has a 1.00% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
LKINX vs. FAOIX - Dividend Comparison
LKINX's dividend yield for the trailing twelve months is around 1.19%, 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% |
LKINX LKCM International Equity Fund | 1.19% | 1.32% | 1.40% | 1.45% | 4.00% | 1.24% | 0.19% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LKINX and FAOIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LKINX has higher volatility (3.09%) compared to FAOIX (0.00%). In terms of maximum drawdown, LKINX dropped -35.00% vs FAOIX's -59.86%.
LKINX currently has the higher Sharpe Ratio (1.44 vs -0.04), 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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