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SNGRX vs. FAOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNGRX vs. FAOSX

Last updated Jun 26, 2026

SNGRX (SIT International Growth Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, SNGRX returned 5.50%/yr vs 3.43%/yr for FAOSX. Their correlation of 0.90 suggests significant overlap in exposure. SNGRX charges 1.20%/yr vs 1.02%/yr for FAOSX.

Performance

SNGRX vs. FAOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SIT International Growth Fund (SNGRX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

SNGRX

1D
0.32%
1M
-1.67%
YTD
7.82%
6M
7.58%
1Y
17.16%
3Y*
14.19%
5Y*
5.50%
10Y*
8.61%

FAOSX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-1.58%
3Y*
9.26%
5Y*
3.43%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNGRX vs. FAOSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SNGRX
SIT International Growth Fund		7.82%22.14%5.54%19.98%-22.07%11.87%18.63%26.17%-16.28%20.85%
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 SNGRX 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

0.79

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.90

Over the past year, the correlation between SNGRX and FAOSX has dropped to 0.49 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

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SIT International Growth Fund

Fidelity Advisor Overseas Fund Class Z

Often compared with SNGRX:
SNGRX vs. SNIGXSNGRX vs. NBNGXSNGRX vs. SSCDXSNGRX vs. SSMGXSNGRX vs. GSINXSNGRX vs. SNGVXSNGRX vs. FAERX
Often compared with FAOSX:
FAOSX vs. FAOIXFAOSX vs. FAERXFAOSX vs. HISIXFAOSX vs. BIGFXFAOSX vs. JOHIXFAOSX vs. BCIIXFAOSX vs. GSIMX

Return for Risk

SNGRX vs. FAOSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNGRX
SNGRX Risk / Return Rank: 2525
Overall Rank
SNGRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SNGRX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SNGRX Omega Ratio Rank: 2222
Omega Ratio Rank
SNGRX Calmar Ratio Rank: 2929
Calmar Ratio Rank
SNGRX Martin Ratio Rank: 3333
Martin Ratio Rank
FAOSX
FAOSX Risk / Return Rank: 22
Overall Rank
FAOSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAOSX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAOSX Omega Ratio Rank: 22
Omega Ratio Rank
FAOSX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAOSX Martin Ratio Rank: 22
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.

SNGRX vs. FAOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SIT International Growth Fund (SNGRX) 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.

SNGRXFAOSXDifference
Sharpe ratioReturn per unit of total volatility
1.07
-0.25

+1.32

Sortino ratioReturn per unit of downside risk
1.55
-0.29

+1.84

Omega ratioGain probability vs. loss probability

1.20

0.95

+0.25

Calmar ratioReturn relative to maximum drawdown

1.67

-0.30

+1.97

Martin ratioReturn relative to average drawdown

6.25

-0.49

+6.74

SNGRX vs. FAOSX - Sharpe Ratio Comparison

The current SNGRX Sharpe Ratio is 1.07, which is higher than the FAOSX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of SNGRX and FAOSX, 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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Drawdowns

SNGRX vs. FAOSX - Drawdown Comparison

The maximum SNGRX drawdown since its inception was -72.79%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SNGRX and FAOSX.

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Drawdown Indicators

SNGRXFAOSXDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-36.24%

-36.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-7.26%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

-13.96%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

-36.24%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.11%

—

—

Current Drawdown

Current decline from peak

-4.24%

-5.86%

+1.62%

Average Drawdown

Average peak-to-trough decline

-27.70%

-7.92%

-19.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

4.17%

-1.46%

Volatility

SNGRX vs. FAOSX - Volatility Comparison

SIT International Growth Fund (SNGRX) has a higher volatility of 6.86% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that SNGRX'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

SNGRXFAOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

0.00%

+6.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

3.51%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

8.70%

+7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

16.70%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

16.63%

+0.60%

SNGRX vs. FAOSX - Expense Ratio Comparison

SNGRX has a 1.20% expense ratio, which is higher than FAOSX's 1.02% expense ratio.

Dividends

SNGRX vs. FAOSX - Dividend Comparison

SNGRX's dividend yield for the trailing twelve months is around 1.02%, less than FAOSX's 8.67% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SNGRX
SIT International Growth Fund		1.02%1.10%3.53%2.07%2.00%0.23%0.22%0.94%1.25%0.83%0.50%7.22%

Frequently Asked Questions

SNGRX 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.

SNGRX has higher volatility (6.86%) compared to FAOSX (0.00%). In terms of maximum drawdown, SNGRX dropped -72.79% vs FAOSX's -36.24%.

SNGRX currently has the higher Sharpe Ratio (1.07 vs -0.25), 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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