TIHBX vs. FAOIX
TIHBX (Transamerica International Stock) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 5 years, TIHBX returned 12.79%/yr vs 2.74%/yr for FAOIX. Their correlation of 0.85 means they have usually moved in the same direction. TIHBX charges 1.00%/yr vs 1.12%/yr for FAOIX.
Performance
TIHBX vs. FAOIX - 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%
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 |
TIHBX vs. FAOIX - 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% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 14.02% |
Correlation
The correlation between TIHBX and FAOIX 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 FAOIX has dropped to 0.43 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
TIHBX vs. FAOIX — Risk / Return Rank
TIHBX
FAOIX
TIHBX vs. FAOIX - 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 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.
| TIHBX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.93 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.32 | +2.39 |
| Martin ratioReturn relative to average drawdown | 7.49 | -0.49 | +7.98 |
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Drawdowns
TIHBX vs. FAOIX - Drawdown Comparison
The maximum TIHBX drawdown since its inception was -33.33%, smaller than the maximum FAOIX drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for TIHBX and FAOIX.
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Drawdown Indicators
| TIHBX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -59.86% | +26.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -7.28% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -13.98% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -36.33% | +7.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -14.17% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.48% | -1.04% |
Volatility
TIHBX vs. FAOIX - Volatility Comparison
Transamerica International Stock (TIHBX) has a higher volatility of 5.20% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that TIHBX'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
| TIHBX | FAOIX | 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% | 16.67% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.29% | +2.02% |
TIHBX vs. FAOIX - Expense Ratio Comparison
TIHBX has a 1.00% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
TIHBX vs. FAOIX - Dividend Comparison
TIHBX's dividend yield for the trailing twelve months is around 2.49%, 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% |
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 FAOIX 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 FAOIX (0.00%). In terms of maximum drawdown, TIHBX dropped -33.33% vs FAOIX's -59.86%.
TIHBX currently has the higher Sharpe Ratio (1.59 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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