NOIAX vs. FAOCX
NOIAX (Natixis Funds Trust I Oakmark International Fund) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 10 years, NOIAX returned 7.59%/yr vs 6.54%/yr for FAOCX. Their correlation of 0.82 means they have usually moved in the same direction. NOIAX charges 1.15%/yr vs 2.25%/yr for FAOCX.
Performance
NOIAX vs. FAOCX - Performance Comparison
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Returns By Period
Over the past 10 years, NOIAX has outperformed FAOCX with an annualized return of 7.59%, while FAOCX has yielded a comparatively lower 6.54% annualized return.
NOIAX
- 1D
- 0.82%
- 1M
- 3.65%
- 6M
- 3.07%
- YTD
- 6.51%
- 1Y
- 17.61%
- 3Y*
- 9.15%
- 5Y*
- 5.55%
- 10Y*
- 7.59%
- ALL TIME*
- 6.18%
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.57%
- 3Y*
- 7.00%
- 5Y*
- 1.81%
- 10Y*
- 6.54%
- ALL TIME*
- 4.61%
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 |
NOIAX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOIAX Natixis Funds Trust I Oakmark International Fund | 6.51% | 32.80% | -5.28% | 18.93% | -15.88% | 8.73% | 4.06% | 24.35% | -24.20% | 29.57% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
Correlation
The correlation between NOIAX and FAOCX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2010 | 0.82 |
Over the past year, the correlation between NOIAX and FAOCX has dropped to 0.33 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
NOIAX vs. FAOCX — Risk / Return Rank
NOIAX
FAOCX
NOIAX vs. FAOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Oakmark International Fund (NOIAX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.
| NOIAX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.92 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.37 | +1.71 |
| Martin ratioReturn relative to average drawdown | 3.98 | -0.56 | +4.54 |
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Drawdowns
NOIAX vs. FAOCX - Drawdown Comparison
The maximum NOIAX drawdown since its inception was -53.97%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for NOIAX and FAOCX.
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Drawdown Indicators
| NOIAX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.97% | -60.45% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -7.33% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -14.05% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -36.96% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | -36.96% | -17.01% |
Current DrawdownCurrent decline from peak | 0.00% | -5.90% | +5.90% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -15.58% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 4.52% | +0.11% |
Volatility
NOIAX vs. FAOCX - Volatility Comparison
Natixis Funds Trust I Oakmark International Fund (NOIAX) has a higher volatility of 4.19% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that NOIAX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NOIAX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 0.00% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 0.00% | +13.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 7.67% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 16.66% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 16.28% | +5.73% |
NOIAX vs. FAOCX - Expense Ratio Comparison
NOIAX has a 1.15% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
NOIAX vs. FAOCX - Dividend Comparison
NOIAX's dividend yield for the trailing twelve months is around 2.92%, less than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% | 0.00% |
NOIAX Natixis Funds Trust I Oakmark International Fund | 2.92% | 3.11% | 2.96% | 1.72% | 1.77% | 1.55% | 0.24% | 2.99% | 4.56% | 1.04% | 2.07% | 2.77% |
Frequently Asked Questions
NOIAX and FAOCX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOIAX has higher volatility (4.19%) compared to FAOCX (0.00%). In terms of maximum drawdown, NOIAX dropped -53.97% vs FAOCX's -60.45%.
NOIAX currently has the higher Sharpe Ratio (1.16 vs -0.36), 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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