LYRNX vs. FAOSX
LYRNX (Lyrical International Value Equity Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, LYRNX returned 7.65%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.80 means they have usually moved in the same direction. LYRNX charges 1.24%/yr vs 1.02%/yr for FAOSX.
Performance
LYRNX vs. FAOSX - Performance Comparison
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Returns By Period
LYRNX
- 1D
- 1.60%
- 1M
- 0.57%
- 6M
- 7.10%
- YTD
- 11.00%
- 1Y
- 20.20%
- 3Y*
- 13.53%
- 5Y*
- 7.65%
- 10Y*
- —
- ALL TIME*
- 11.45%
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 |
LYRNX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYRNX Lyrical International Value Equity Fund | 11.00% | 35.45% | -2.53% | 12.96% | -12.90% | 15.23% | 20.44% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 20.78% |
Correlation
The correlation between LYRNX and FAOSX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2020 | 0.80 |
Over the past year, the correlation between LYRNX and FAOSX has dropped to 0.44 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
LYRNX vs. FAOSX — Risk / Return Rank
LYRNX
FAOSX
LYRNX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyrical International Value Equity Fund (LYRNX) 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.
| LYRNX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.93 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.32 | +1.71 |
| Martin ratioReturn relative to average drawdown | 5.23 | -0.48 | +5.71 |
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Drawdowns
LYRNX vs. FAOSX - Drawdown Comparison
The maximum LYRNX drawdown since its inception was -33.02%, smaller than the maximum FAOSX drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for LYRNX and FAOSX.
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Drawdown Indicators
| LYRNX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -36.24% | +3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -7.26% | -6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | -13.96% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -36.24% | +5.17% |
Current DrawdownCurrent decline from peak | -1.25% | -5.86% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -7.90% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.48% | -0.93% |
Volatility
LYRNX vs. FAOSX - Volatility Comparison
Lyrical International Value Equity Fund (LYRNX) has a higher volatility of 4.43% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that LYRNX'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
| LYRNX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 0.00% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 0.00% | +15.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 7.68% | +10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 16.65% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 16.56% | +4.47% |
LYRNX vs. FAOSX - Expense Ratio Comparison
LYRNX has a 1.24% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
LYRNX vs. FAOSX - Dividend Comparison
LYRNX's dividend yield for the trailing twelve months is around 5.21%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYRNX Lyrical International Value Equity Fund | 5.21% | 5.79% | 3.25% | 1.11% | 2.96% | 5.46% | 0.26% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYRNX and FAOSX 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.
LYRNX has higher volatility (4.43%) compared to FAOSX (0.00%). In terms of maximum drawdown, LYRNX dropped -33.02% vs FAOSX's -36.24%.
LYRNX currently has the higher Sharpe Ratio (1.05 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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