TIVFX vs. FAOSX
TIVFX (American Beacon Tocqueville International Value Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, TIVFX returned 8.42%/yr vs 2.60%/yr for FAOSX. Their correlation of 0.80 means they have usually moved in the same direction. TIVFX charges 1.20%/yr vs 1.02%/yr for FAOSX.
Performance
TIVFX vs. FAOSX - Performance Comparison
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Returns By Period
TIVFX
- 1D
- 1.29%
- 1M
- -9.69%
- 6M
- 4.06%
- YTD
- 19.20%
- 1Y
- 33.13%
- 3Y*
- 19.71%
- 5Y*
- 8.42%
- 10Y*
- 8.17%
- ALL TIME*
- 6.33%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -1.76%
- 3Y*
- 9.01%
- 5Y*
- 2.60%
- 10Y*
- —
- ALL TIME*
- 8.09%
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 |
TIVFX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIVFX American Beacon Tocqueville International Value Fund | 19.20% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 18.63% |
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 TIVFX and FAOSX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.80 |
Over the past year, the correlation between TIVFX and FAOSX has dropped to 0.29 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
TIVFX vs. FAOSX — Risk / Return Rank
TIVFX
FAOSX
TIVFX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Tocqueville International Value Fund (TIVFX) 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.
| TIVFX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.04 | +1.91 |
| Martin ratioReturn relative to average drawdown | 7.09 | -0.06 | +7.15 |
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Drawdowns
TIVFX vs. FAOSX - Drawdown Comparison
The maximum TIVFX drawdown since its inception was -54.21%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for TIVFX and FAOSX.
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Drawdown Indicators
| TIVFX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.21% | -36.24% | -17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -19.03% | -7.26% | -11.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.99% | -13.96% | -10.03% |
Max Drawdown (5Y)Largest decline over 5 years | -36.31% | -36.24% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.51% | — | — |
Current DrawdownCurrent decline from peak | -15.14% | -5.86% | -9.28% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -7.90% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 4.51% | +0.49% |
Volatility
TIVFX vs. FAOSX - Volatility Comparison
American Beacon Tocqueville International Value Fund (TIVFX) has a higher volatility of 8.80% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that TIVFX'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
| TIVFX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.80% | 0.00% | +8.80% |
Volatility (6M)Calculated over the trailing 6-month period | 19.30% | 0.00% | +19.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 7.53% | +14.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 16.65% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 16.56% | +1.29% |
TIVFX vs. FAOSX - Expense Ratio Comparison
TIVFX has a 1.20% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
TIVFX vs. FAOSX - Dividend Comparison
TIVFX's dividend yield for the trailing twelve months is around 7.40%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIVFX American Beacon Tocqueville International Value Fund | 7.40% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Frequently Asked Questions
TIVFX and FAOSX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIVFX has higher volatility (8.80%) compared to FAOSX (0.00%). In terms of maximum drawdown, TIVFX dropped -54.21% vs FAOSX's -36.24%.
TIVFX currently has the higher Sharpe Ratio (1.59 vs -0.04), 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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