TSWIX vs. FAOCX
TSWIX (Transamerica International Equity) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 10 years, TSWIX returned 9.69%/yr vs 6.48%/yr for FAOCX. Their correlation of 0.85 suggests significant overlap in exposure. TSWIX charges 0.84%/yr vs 2.25%/yr for FAOCX.
Performance
TSWIX vs. FAOCX - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, TSWIX has outperformed FAOCX with an annualized return of 9.69%, while FAOCX has yielded a comparatively lower 6.48% annualized return.
TSWIX
- 1D
- -0.18%
- 1M
- 1.70%
- YTD
- 12.68%
- 6M
- 12.55%
- 1Y
- 27.18%
- 3Y*
- 18.31%
- 5Y*
- 9.45%
- 10Y*
- 9.69%
FAOCX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- -1.01%
- 3Y*
- 6.99%
- 5Y*
- 2.79%
- 10Y*
- 6.48%
TSWIX vs. FAOCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | 12.68% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 22.58% |
FAOCX Fidelity Advisor Overseas Fund Class C | 0.00% | 14.19% | 3.86% | 19.03% | -25.22% | 17.97% | 13.77% | 26.37% | -15.77% | 28.58% |
Correlation
The correlation between TSWIX and FAOCX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1993 | 0.85 |
Over the past year, the correlation between TSWIX and FAOCX has dropped to 0.51 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSWIX vs. FAOCX — Risk / Return Rank
TSWIX
FAOCX
TSWIX vs. FAOCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) and Fidelity Advisor Overseas Fund Class C (FAOCX). 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.
| TSWIX | FAOCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | -0.13 | +2.44 |
| Martin ratioReturn relative to average drawdown | 8.66 | -0.21 | +8.87 |
Loading charts...
Drawdowns
TSWIX vs. FAOCX - Drawdown Comparison
The maximum TSWIX drawdown since its inception was -58.76%, roughly equal to the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for TSWIX and FAOCX.
Loading charts...
Drawdown Indicators
| TSWIX | FAOCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -60.45% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -7.33% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -14.05% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -36.96% | +6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -36.96% | -2.62% |
Current DrawdownCurrent decline from peak | -0.18% | -5.90% | +5.72% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -15.61% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.17% | -0.95% |
Volatility
TSWIX vs. FAOCX - Volatility Comparison
Transamerica International Equity (TSWIX) has a higher volatility of 4.62% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that TSWIX's price experiences larger fluctuations and is considered to be riskier than FAOCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSWIX | FAOCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 0.00% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 3.64% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 8.76% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 16.71% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 16.64% | +0.70% |
TSWIX vs. FAOCX - Expense Ratio Comparison
TSWIX has a 0.84% expense ratio, which is lower than FAOCX's 2.25% expense ratio.
Dividends
TSWIX vs. FAOCX - Dividend Comparison
TSWIX's dividend yield for the trailing twelve months is around 6.82%, less than FAOCX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOCX Fidelity Advisor Overseas Fund Class C | 8.26% | 8.26% | 0.40% | 0.00% | 0.00% | 2.22% | 0.00% | 0.51% | 3.72% | 3.07% | 0.12% | 0.00% |
TSWIX Transamerica International Equity | 6.82% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
Frequently Asked Questions
TSWIX and FAOCX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSWIX has higher volatility (4.62%) compared to FAOCX (0.00%). In terms of maximum drawdown, TSWIX dropped -58.76% vs FAOCX's -60.45%.
TSWIX currently has the higher Sharpe Ratio (1.81 vs -0.11), 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.
Find the right allocation for TSWIX and FAOCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer