SISEX vs. FAOAX
SISEX (Shelton International Select Equity Fund) and FAOAX (Fidelity Advisor Overseas Fund Class A) are both Foreign Large Cap Equities funds. Over the past 5 years, SISEX returned 7.70%/yr vs 2.49%/yr for FAOAX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. SISEX charges 0.99%/yr vs 1.43%/yr for FAOAX.
Performance
SISEX vs. FAOAX - Performance Comparison
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Returns By Period
SISEX
- 1D
- 0.76%
- 1M
- 0.29%
- 6M
- 11.04%
- YTD
- 14.72%
- 1Y
- 26.53%
- 3Y*
- 16.27%
- 5Y*
- 7.70%
- 10Y*
- —
- ALL TIME*
- 10.34%
FAOAX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.36%
- 3Y*
- 7.62%
- 5Y*
- 2.49%
- 10Y*
- 7.41%
- ALL TIME*
- 5.44%
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 |
SISEX vs. FAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SISEX Shelton International Select Equity Fund | 14.72% | 30.66% | 3.67% | 13.97% | -19.29% | 6.23% | 18.07% | 22.53% | -13.16% | 34.49% |
FAOAX Fidelity Advisor Overseas Fund Class A | 0.00% | 14.93% | 4.63% | 20.01% | -24.61% | 18.90% | 14.71% | 27.39% | -15.10% | 29.66% |
Correlation
The correlation between SISEX and FAOAX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.77 |
Over the past year, the correlation between SISEX and FAOAX has dropped to 0.35 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
SISEX vs. FAOAX — Risk / Return Rank
SISEX
FAOAX
SISEX vs. FAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton International Select Equity Fund (SISEX) and Fidelity Advisor Overseas Fund Class A (FAOAX). 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.
| SISEX | FAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.93 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | -0.34 | +2.52 |
| Martin ratioReturn relative to average drawdown | 7.85 | -0.52 | +8.36 |
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Drawdowns
SISEX vs. FAOAX - Drawdown Comparison
The maximum SISEX drawdown since its inception was -32.68%, smaller than the maximum FAOAX drawdown of -60.03%. Use the drawdown chart below to compare losses from any high point for SISEX and FAOAX.
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Drawdown Indicators
| SISEX | FAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -60.03% | +27.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -7.29% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -13.99% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -36.50% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.50% | — |
Current DrawdownCurrent decline from peak | -0.75% | -5.87% | +5.12% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -14.52% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 4.49% | -1.17% |
Volatility
SISEX vs. FAOAX - Volatility Comparison
Shelton International Select Equity Fund (SISEX) has a higher volatility of 4.02% compared to Fidelity Advisor Overseas Fund Class A (FAOAX) at 0.00%. This indicates that SISEX's price experiences larger fluctuations and is considered to be riskier than FAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SISEX | FAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 0.00% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 0.00% | +12.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 7.67% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 16.65% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 16.28% | -0.85% |
SISEX vs. FAOAX - Expense Ratio Comparison
SISEX has a 0.99% expense ratio, which is lower than FAOAX's 1.43% expense ratio.
Dividends
SISEX vs. FAOAX - Dividend Comparison
SISEX's dividend yield for the trailing twelve months is around 1.54%, less than FAOAX's 8.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOAX Fidelity Advisor Overseas Fund Class A | 8.54% | 8.54% | 1.33% | 0.74% | 0.38% | 2.12% | 0.00% | 1.37% | 4.64% | 3.64% | 1.75% | 0.38% |
SISEX Shelton International Select Equity Fund | 1.54% | 1.77% | 3.73% | 1.83% | 5.50% | 0.65% | 0.80% | 2.09% | 1.13% | 1.88% | 0.00% | 0.00% |
Frequently Asked Questions
SISEX and FAOAX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SISEX has higher volatility (4.02%) compared to FAOAX (0.00%). In terms of maximum drawdown, SISEX dropped -32.68% vs FAOAX's -60.03%.
SISEX currently has the higher Sharpe Ratio (1.74 vs -0.32), 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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