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SSIFX vs. FAOSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SSIFX vs. FAOSX

Last updated Jun 25, 2026

SSIFX (Sextant International Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, SSIFX returned 9.49%/yr vs 3.48%/yr for FAOSX. Their correlation of 0.81 suggests significant overlap in exposure. SSIFX charges 1.27%/yr vs 1.02%/yr for FAOSX.

Performance

SSIFX vs. FAOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant International Fund (SSIFX) 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

SSIFX

1D
-3.19%
1M
2.22%
YTD
19.38%
6M
18.46%
1Y
30.81%
3Y*
18.50%
5Y*
9.49%
10Y*
12.33%

FAOSX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-1.89%
3Y*
9.26%
5Y*
3.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSIFX vs. FAOSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SSIFX
Sextant International Fund		19.38%22.73%1.26%24.82%-22.62%17.45%15.09%26.86%-3.92%21.53%
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 SSIFX and FAOSX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.71

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

0.81

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

0.81

Over the past year, the correlation between SSIFX and FAOSX has dropped to 0.42 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Sextant International Fund

Fidelity Advisor Overseas Fund Class Z

Often compared with SSIFX:
SSIFX vs. SPWOSSIFX vs. AMANXSSIFX vs. FIVFXSSIFX vs. VOOSSIFX vs. AMAGXSSIFX vs. MINIXSSIFX vs. SPMO
Often compared with FAOSX:
FAOSX vs. FAOIXFAOSX vs. FAERXFAOSX vs. HISIXFAOSX vs. JOHIXFAOSX vs. BIGFXFAOSX vs. BCIIXFAOSX vs. GSIMX

Return for Risk

SSIFX vs. FAOSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSIFX
SSIFX Risk / Return Rank: 4444
Overall Rank
SSIFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SSIFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SSIFX Omega Ratio Rank: 3737
Omega Ratio Rank
SSIFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SSIFX Martin Ratio Rank: 5050
Martin Ratio Rank
FAOSX
FAOSX Risk / Return Rank: 33
Overall Rank
FAOSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FAOSX Sortino Ratio Rank: 33
Sortino Ratio Rank
FAOSX Omega Ratio Rank: 33
Omega Ratio Rank
FAOSX Calmar Ratio Rank: 33
Calmar Ratio Rank
FAOSX Martin Ratio Rank: 33
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.

SSIFX vs. FAOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant International Fund (SSIFX) 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.

SSIFXFAOSXDifference
Sharpe ratioReturn per unit of total volatility
1.61
-0.07

+1.69

Sortino ratioReturn per unit of downside risk
2.22
-0.04

+2.26

Omega ratioGain probability vs. loss probability

1.29

0.99

+0.29

Calmar ratioReturn relative to maximum drawdown

2.75

-0.09

+2.83

Martin ratioReturn relative to average drawdown

9.37

-0.14

+9.51

SSIFX vs. FAOSX - Sharpe Ratio Comparison

The current SSIFX Sharpe Ratio is 1.61, which is higher than the FAOSX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SSIFX 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

SSIFX vs. FAOSX - Drawdown Comparison

The maximum SSIFX drawdown since its inception was -56.24%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SSIFX and FAOSX.

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Drawdown Indicators

SSIFXFAOSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.24%

-36.24%

-20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-7.26%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.44%

-13.96%

-6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.21%

-36.24%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.21%

—

—

Current Drawdown

Current decline from peak

-3.19%

-5.86%

+2.67%

Average Drawdown

Average peak-to-trough decline

-11.81%

-7.92%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

4.15%

-0.53%

Volatility

SSIFX vs. FAOSX - Volatility Comparison

Sextant International Fund (SSIFX) has a higher volatility of 8.78% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that SSIFX'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

SSIFXFAOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

0.00%

+8.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

3.63%

+13.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

8.75%

+12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

16.71%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

16.64%

+1.40%

SSIFX vs. FAOSX - Expense Ratio Comparison

SSIFX has a 1.27% expense ratio, which is higher than FAOSX's 1.02% expense ratio.

Dividends

SSIFX vs. FAOSX - Dividend Comparison

SSIFX's dividend yield for the trailing twelve months is around 13.49%, more 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%
SSIFX
Sextant International Fund		13.49%15.83%0.54%0.34%0.00%8.32%0.36%3.57%8.03%8.94%1.30%1.86%

Frequently Asked Questions

SSIFX and FAOSX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSIFX has higher volatility (8.78%) compared to FAOSX (0.00%). In terms of maximum drawdown, SSIFX dropped -56.24% vs FAOSX's -36.24%.

SSIFX currently has the higher Sharpe Ratio (1.61 vs -0.07), 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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