PRITX vs. FAOSX
PRITX (T. Rowe Price International Stock Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, PRITX returned 4.86%/yr vs 3.89%/yr for FAOSX. Their correlation of 0.87 suggests significant overlap in exposure. PRITX charges 0.84%/yr vs 1.02%/yr for FAOSX.
Performance
PRITX vs. FAOSX - Performance Comparison
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Returns By Period
PRITX
- 1D
- 0.00%
- 1M
- 4.04%
- YTD
- 11.30%
- 6M
- 11.40%
- 1Y
- 18.73%
- 3Y*
- 13.21%
- 5Y*
- 4.86%
- 10Y*
- 8.57%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -0.55%
- 3Y*
- 8.01%
- 5Y*
- 3.89%
- 10Y*
- —
PRITX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRITX T. Rowe Price International Stock Fund | 11.30% | 18.36% | 3.44% | 16.43% | -15.74% | 1.46% | 14.63% | 28.40% | -14.03% | 21.46% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between PRITX and FAOSX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.87 |
Over the past year, the correlation between PRITX and FAOSX has dropped to 0.49 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
PRITX vs. FAOSX — Risk / Return Rank
PRITX
FAOSX
PRITX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) 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.
| PRITX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.00 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.06 | +1.51 |
| Martin ratioReturn relative to average drawdown | 5.40 | -0.09 | +5.49 |
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Drawdowns
PRITX vs. FAOSX - Drawdown Comparison
The maximum PRITX drawdown since its inception was -61.38%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for PRITX and FAOSX.
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Drawdown Indicators
| PRITX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.38% | -36.24% | -25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -7.26% | -6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.03% | -13.96% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -36.24% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -7.92% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 4.13% | -0.52% |
Volatility
PRITX vs. FAOSX - Volatility Comparison
T. Rowe Price International Stock Fund (PRITX) has a higher volatility of 6.94% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that PRITX'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
| PRITX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 0.00% | +6.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.82% | 3.63% | +11.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 8.76% | +8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 16.70% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 16.64% | -0.14% |
PRITX vs. FAOSX - Expense Ratio Comparison
PRITX has a 0.84% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
PRITX vs. FAOSX - Dividend Comparison
PRITX's dividend yield for the trailing twelve months is around 8.74%, which matches FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PRITX T. Rowe Price International Stock Fund | 8.74% | 9.73% | 1.15% | 1.10% | 0.95% | 7.35% | 1.52% | 3.06% | 7.31% | 3.48% | 0.98% | 1.37% |
Frequently Asked Questions
PRITX and FAOSX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRITX has higher volatility (6.94%) compared to FAOSX (0.00%). In terms of maximum drawdown, PRITX dropped -61.38% vs FAOSX's -36.24%.
PRITX currently has the higher Sharpe Ratio (1.15 vs -0.05), 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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