MOSAX vs. FTCNX
MOSAX (MassMutual Overseas Fund) and FTCNX (Fidelity Advisor Canada Fund Class M) are both Foreign Large Cap Equities funds. Over the past 10 years, MOSAX returned 8.99%/yr vs 9.83%/yr for FTCNX. A 0.74 correlation means they provide meaningful diversification when combined. MOSAX charges 1.34%/yr vs 1.40%/yr for FTCNX.
Performance
MOSAX vs. FTCNX - Performance Comparison
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Returns By Period
In the year-to-date period, MOSAX achieves a 1.99% return, which is significantly lower than FTCNX's 4.24% return. Over the past 10 years, MOSAX has underperformed FTCNX with an annualized return of 8.99%, while FTCNX has yielded a comparatively higher 9.83% annualized return.
MOSAX
- 1D
- -0.34%
- 1M
- 0.58%
- YTD
- 1.99%
- 6M
- 1.75%
- 1Y
- 11.29%
- 3Y*
- 10.31%
- 5Y*
- 5.53%
- 10Y*
- 8.99%
FTCNX
- 1D
- -0.28%
- 1M
- -1.86%
- YTD
- 4.24%
- 6M
- 3.27%
- 1Y
- 13.88%
- 3Y*
- 15.58%
- 5Y*
- 9.63%
- 10Y*
- 9.83%
MOSAX vs. FTCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOSAX MassMutual Overseas Fund | 1.99% | 25.48% | 0.12% | 18.26% | -15.35% | 12.61% | 8.51% | 28.26% | -16.78% | 26.44% |
FTCNX Fidelity Advisor Canada Fund Class M | 4.24% | 25.18% | 8.57% | 14.02% | -6.70% | 26.10% | 3.82% | 25.08% | -14.85% | 12.87% |
Correlation
The correlation between MOSAX and FTCNX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.74 |
The correlation between MOSAX and FTCNX shifts across timeframes, from 0.61 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MOSAX vs. FTCNX — Risk / Return Rank
MOSAX
FTCNX
MOSAX vs. FTCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Overseas Fund (MOSAX) and Fidelity Advisor Canada Fund Class M (FTCNX). 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.
| MOSAX | FTCNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.87 | -0.84 |
| Martin ratioReturn relative to average drawdown | 3.48 | 6.00 | -2.51 |
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Drawdowns
MOSAX vs. FTCNX - Drawdown Comparison
The maximum MOSAX drawdown since its inception was -58.43%, roughly equal to the maximum FTCNX drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for MOSAX and FTCNX.
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Drawdown Indicators
| MOSAX | FTCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.43% | -58.27% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -7.65% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -12.23% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -33.69% | -21.21% | -12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -36.75% | -39.92% | +3.17% |
Current DrawdownCurrent decline from peak | -2.46% | -3.86% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -11.60% | -12.36% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.38% | +1.08% |
Volatility
MOSAX vs. FTCNX - Volatility Comparison
MassMutual Overseas Fund (MOSAX) and Fidelity Advisor Canada Fund Class M (FTCNX) have volatilities of 3.83% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOSAX | FTCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.98% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.22% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 12.96% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.71% | 16.00% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 17.43% | +0.74% |
MOSAX vs. FTCNX - Expense Ratio Comparison
MOSAX has a 1.34% expense ratio, which is lower than FTCNX's 1.40% expense ratio.
Dividends
MOSAX vs. FTCNX - Dividend Comparison
MOSAX's dividend yield for the trailing twelve months is around 17.85%, more than FTCNX's 4.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCNX Fidelity Advisor Canada Fund Class M | 4.92% | 5.13% | 6.90% | 2.83% | 3.47% | 4.58% | 1.99% | 3.89% | 6.55% | 0.90% | 1.08% | 0.15% |
MOSAX MassMutual Overseas Fund | 17.85% | 18.21% | 6.02% | 2.24% | 9.26% | 9.64% | 1.78% | 5.10% | 12.16% | 1.42% | 1.71% | 3.12% |
Frequently Asked Questions
MOSAX and FTCNX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTCNX has higher volatility (3.98%) compared to MOSAX (3.83%). In terms of maximum drawdown, MOSAX dropped -58.43% vs FTCNX's -58.27%.
FTCNX currently has the higher Sharpe Ratio (1.10 vs 0.85), 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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