SPILX vs. FAOIX
SPILX (Symmetry Panoramic International Equity Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, SPILX returned 9.17%/yr vs 2.74%/yr for FAOIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. SPILX charges 0.89%/yr vs 1.12%/yr for FAOIX.
Performance
SPILX vs. FAOIX - Performance Comparison
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Returns By Period
SPILX
- 1D
- 3.05%
- 1M
- 0.06%
- 6M
- 7.32%
- YTD
- 13.80%
- 1Y
- 27.50%
- 3Y*
- 17.52%
- 5Y*
- 9.17%
- 10Y*
- —
- ALL TIME*
- 9.99%
FAOIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.86%
- 5Y*
- 2.74%
- 10Y*
- 7.63%
- ALL TIME*
- 5.75%
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 |
SPILX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPILX Symmetry Panoramic International Equity Fund | 13.80% | 33.04% | 1.61% | 18.25% | -15.29% | 9.49% | 8.30% | 16.76% | -2.40% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -5.98% |
Correlation
The correlation between SPILX and FAOIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.79 |
Over the past year, the correlation between SPILX and FAOIX has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
SPILX vs. FAOIX — Risk / Return Rank
SPILX
FAOIX
SPILX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic International Equity Fund (SPILX) and Fidelity Advisor Overseas Fund Class I (FAOIX). 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.
| SPILX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.93 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.32 | +2.70 |
| Martin ratioReturn relative to average drawdown | 8.54 | -0.49 | +9.03 |
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Drawdowns
SPILX vs. FAOIX - Drawdown Comparison
The maximum SPILX drawdown since its inception was -34.53%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for SPILX and FAOIX.
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Drawdown Indicators
| SPILX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.53% | -59.86% | +25.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -7.28% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -12.90% | -13.98% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -27.71% | -36.33% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | -3.38% | -5.85% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -14.17% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.48% | -1.40% |
Volatility
SPILX vs. FAOIX - Volatility Comparison
Symmetry Panoramic International Equity Fund (SPILX) has a higher volatility of 5.87% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that SPILX's price experiences larger fluctuations and is considered to be riskier than FAOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPILX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 0.00% | +5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 0.00% | +14.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 7.69% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 16.67% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 16.29% | -0.70% |
SPILX vs. FAOIX - Expense Ratio Comparison
SPILX has a 0.89% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
SPILX vs. FAOIX - Dividend Comparison
SPILX's dividend yield for the trailing twelve months is around 5.84%, less than FAOIX's 8.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOIX Fidelity Advisor Overseas Fund Class I | 8.49% | 8.49% | 1.66% | 0.96% | 0.63% | 2.06% | 0.00% | 1.35% | 5.09% | 3.79% | 1.49% | 0.63% |
SPILX Symmetry Panoramic International Equity Fund | 5.84% | 6.64% | 3.44% | 3.50% | 2.45% | 2.36% | 1.22% | 2.96% | 1.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPILX and FAOIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPILX has higher volatility (5.87%) compared to FAOIX (0.00%). In terms of maximum drawdown, SPILX dropped -34.53% vs FAOIX's -59.86%.
SPILX currently has the higher Sharpe Ratio (1.64 vs -0.31), 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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