RINYX vs. FAOSX
RINYX (Russell Investments International Developed Markets Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, RINYX returned 8.27%/yr vs 2.60%/yr for FAOSX. Their correlation of 0.86 means they have usually moved in the same direction. RINYX charges 0.77%/yr vs 1.02%/yr for FAOSX.
Performance
RINYX vs. FAOSX - Performance Comparison
Loading charts...
Returns By Period
RINYX
- 1D
- 0.59%
- 1M
- 3.04%
- 6M
- 7.32%
- YTD
- 11.41%
- 1Y
- 22.45%
- 3Y*
- 15.64%
- 5Y*
- 8.27%
- 10Y*
- 8.86%
- ALL TIME*
- 5.28%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.76%
- 3Y*
- 9.01%
- 5Y*
- 2.60%
- 10Y*
- —
- ALL TIME*
- 8.09%
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 |
RINYX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RINYX Russell Investments International Developed Markets Fund | 11.41% | 28.76% | 2.93% | 16.47% | -13.16% | 12.88% | 5.91% | 20.11% | -15.25% | 20.62% |
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 RINYX and FAOSX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.86 |
Over the past year, the correlation between RINYX and FAOSX has dropped to 0.46 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RINYX vs. FAOSX — Risk / Return Rank
RINYX
FAOSX
RINYX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) 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.
| RINYX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.00 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | -0.04 | +2.24 |
| Martin ratioReturn relative to average drawdown | 8.34 | -0.06 | +8.41 |
Loading charts...
Drawdowns
RINYX vs. FAOSX - Drawdown Comparison
The maximum RINYX drawdown since its inception was -61.67%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for RINYX and FAOSX.
Loading charts...
Drawdown Indicators
| RINYX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -36.24% | -25.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -7.26% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -13.96% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -36.24% | +7.20% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.86% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -14.73% | -7.90% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.51% | -1.63% |
Volatility
RINYX vs. FAOSX - Volatility Comparison
Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 3.74% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that RINYX'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.
Loading charts...
Volatility by Period
| RINYX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 0.00% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 0.00% | +11.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.92% | 7.53% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 16.65% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 16.56% | -0.58% |
RINYX vs. FAOSX - Expense Ratio Comparison
RINYX has a 0.77% expense ratio, which is lower than FAOSX's 1.02% expense ratio.
Dividends
RINYX vs. FAOSX - Dividend Comparison
RINYX's dividend yield for the trailing twelve months is around 6.60%, less than 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% |
RINYX Russell Investments International Developed Markets Fund | 6.60% | 7.35% | 3.64% | 2.35% | 1.45% | 3.58% | 1.26% | 3.15% | 8.95% | 2.07% | 2.55% | 1.55% |
Frequently Asked Questions
RINYX and FAOSX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RINYX has higher volatility (3.74%) compared to FAOSX (0.00%). In terms of maximum drawdown, RINYX dropped -61.67% vs FAOSX's -36.24%.
RINYX currently has the higher Sharpe Ratio (1.73 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.
Find the right allocation for RINYX and FAOSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer