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SCINX vs. FAOCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCINX vs. FAOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS CROCI International Fund (SCINX) and Fidelity Advisor Overseas Fund Class C (FAOCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, SCINX has outperformed FAOCX with an annualized return of 9.65%, while FAOCX has yielded a comparatively lower 6.29% annualized return.


SCINX

1D
-0.15%
1M
3.15%
YTD
8.99%
6M
12.22%
1Y
32.10%
3Y*
21.31%
5Y*
10.27%
10Y*
9.65%

FAOCX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-2.15%
3Y*
7.84%
5Y*
2.69%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCINX vs. FAOCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCINX
DWS CROCI International Fund
8.99%44.99%2.37%18.85%-13.29%9.30%3.00%21.45%-14.47%22.01%
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 SCINX and FAOCX is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1994

0.85

Over the past year, the correlation between SCINX and FAOCX has dropped to 0.55 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

SCINX vs. FAOCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCINX
SCINX Risk / Return Rank: 5151
Overall Rank
SCINX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCINX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCINX Omega Ratio Rank: 5555
Omega Ratio Rank
SCINX Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCINX Martin Ratio Rank: 4040
Martin Ratio Rank

FAOCX
FAOCX Risk / Return Rank: 11
Overall Rank
FAOCX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FAOCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FAOCX Omega Ratio Rank: 11
Omega Ratio Rank
FAOCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FAOCX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCINX vs. FAOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS CROCI International Fund (SCINX) 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.


SCINXFAOCXDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+3.57

Omega ratioGain probability vs. loss probability

1.41

0.94

+0.47

Calmar ratioReturn relative to maximum drawdown

2.55

-0.42

+2.97

Martin ratioReturn relative to average drawdown

8.66

-0.72

+9.38

SCINX vs. FAOCX - Sharpe Ratio Comparison

The current SCINX Sharpe Ratio is 2.25, which is higher than the FAOCX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SCINX and FAOCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCINXFAOCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

-0.34

+2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.17

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.38

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.25

+0.08

Drawdowns

SCINX vs. FAOCX - Drawdown Comparison

The maximum SCINX drawdown since its inception was -63.90%, which is greater than FAOCX's maximum drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for SCINX and FAOCX.


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Drawdown Indicators


SCINXFAOCXDifference

Max Drawdown

Largest peak-to-trough decline

-63.90%

-60.45%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-7.33%

-4.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-14.05%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-36.96%

+6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

-36.96%

+1.37%

Current Drawdown

Current decline from peak

-4.02%

-5.90%

+1.88%

Average Drawdown

Average peak-to-trough decline

-16.90%

-15.62%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.01%

-0.41%

Volatility

SCINX vs. FAOCX - Volatility Comparison

DWS CROCI International Fund (SCINX) has a higher volatility of 4.29% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that SCINX'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


SCINXFAOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

0.00%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

4.07%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.92%

9.17%

+4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

16.72%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.69%

-0.61%

SCINX vs. FAOCX - Expense Ratio Comparison

SCINX has a 0.91% expense ratio, which is lower than FAOCX's 2.25% expense ratio.


Dividends

SCINX vs. FAOCX - Dividend Comparison

SCINX's dividend yield for the trailing twelve months is around 2.52%, less than FAOCX's 8.26% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCINX
DWS CROCI International Fund
2.52%2.75%3.20%3.55%3.48%3.89%1.80%3.39%3.73%2.49%3.76%3.52%

Frequently Asked Questions


SCINX and FAOCX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCINX has higher volatility (4.29%) compared to FAOCX (0.00%). In terms of maximum drawdown, SCINX dropped -63.90% vs FAOCX's -60.45%.

SCINX currently has the higher Sharpe Ratio (2.25 vs -0.34), 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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