TIHBX vs. FAERX
TIHBX (Transamerica International Stock) and FAERX (Fidelity Advisor Overseas Fund Class M) are both Foreign Large Cap Equities funds. Over the past 5 years, TIHBX returned 12.79%/yr vs 2.30%/yr for FAERX. Their correlation of 0.84 means they have usually moved in the same direction. TIHBX charges 1.00%/yr vs 1.65%/yr for FAERX.
Performance
TIHBX vs. FAERX - Performance Comparison
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Returns By Period
TIHBX
- 1D
- 2.96%
- 1M
- 1.95%
- 6M
- 5.29%
- YTD
- 11.84%
- 1Y
- 27.07%
- 3Y*
- 20.02%
- 5Y*
- 12.79%
- 10Y*
- —
- ALL TIME*
- 12.17%
FAERX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.42%
- 3Y*
- 7.43%
- 5Y*
- 2.30%
- 10Y*
- 7.12%
- ALL TIME*
- 5.57%
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 |
TIHBX vs. FAERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIHBX Transamerica International Stock | 11.84% | 34.96% | 10.23% | 19.44% | -10.69% | 17.78% | 3.39% | 7.70% |
FAERX Fidelity Advisor Overseas Fund Class M | 0.00% | 14.70% | 4.40% | 19.78% | -24.77% | 18.63% | 14.43% | 13.59% |
Correlation
The correlation between TIHBX and FAERX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.85 |
Over the past year, the correlation between TIHBX and FAERX has dropped to 0.43 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
TIHBX vs. FAERX — Risk / Return Rank
TIHBX
FAERX
TIHBX vs. FAERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Stock (TIHBX) and Fidelity Advisor Overseas Fund Class M (FAERX). 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.
| TIHBX | FAERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.93 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.35 | +2.42 |
| Martin ratioReturn relative to average drawdown | 7.49 | -0.53 | +8.02 |
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Drawdowns
TIHBX vs. FAERX - Drawdown Comparison
The maximum TIHBX drawdown since its inception was -33.33%, smaller than the maximum FAERX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for TIHBX and FAERX.
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Drawdown Indicators
| TIHBX | FAERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -60.14% | +26.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -7.29% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -14.00% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -36.62% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.62% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.89% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -14.34% | +8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.51% | -1.07% |
Volatility
TIHBX vs. FAERX - Volatility Comparison
Transamerica International Stock (TIHBX) has a higher volatility of 5.20% compared to Fidelity Advisor Overseas Fund Class M (FAERX) at 0.00%. This indicates that TIHBX's price experiences larger fluctuations and is considered to be riskier than FAERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIHBX | FAERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 0.00% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 0.00% | +13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 7.69% | +8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 16.66% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.28% | +2.03% |
TIHBX vs. FAERX - Expense Ratio Comparison
TIHBX has a 1.00% expense ratio, which is lower than FAERX's 1.65% expense ratio.
Dividends
TIHBX vs. FAERX - Dividend Comparison
TIHBX's dividend yield for the trailing twelve months is around 2.49%, less than FAERX's 7.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAERX Fidelity Advisor Overseas Fund Class M | 7.94% | 7.94% | 0.96% | 0.51% | 0.12% | 2.07% | 0.00% | 1.15% | 4.25% | 3.35% | 0.80% | 0.09% |
TIHBX Transamerica International Stock | 2.49% | 2.78% | 6.31% | 3.27% | 2.79% | 8.74% | 1.34% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TIHBX and FAERX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIHBX has higher volatility (5.20%) compared to FAERX (0.00%). In terms of maximum drawdown, TIHBX dropped -33.33% vs FAERX's -60.14%.
TIHBX currently has the higher Sharpe Ratio (1.59 vs -0.33), 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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