TWIEX vs. FAOSX
TWIEX (American Century International Growth Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, TWIEX returned 0.50%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.91 means they have usually moved in the same direction. TWIEX charges 1.36%/yr vs 1.02%/yr for FAOSX.
Performance
TWIEX vs. FAOSX - Performance Comparison
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Returns By Period
TWIEX
- 1D
- -0.71%
- 1M
- -0.28%
- 6M
- -1.34%
- YTD
- 2.11%
- 1Y
- 7.68%
- 3Y*
- 6.28%
- 5Y*
- 0.50%
- 10Y*
- 6.84%
- ALL TIME*
- 7.17%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
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 |
TWIEX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWIEX American Century International Growth Fund | 2.11% | 15.58% | 2.31% | 12.31% | -24.98% | 8.61% | 25.59% | 28.37% | -14.44% | 25.85% |
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 TWIEX and FAOSX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.91 |
Over the past year, the correlation between TWIEX and FAOSX has dropped to 0.46 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
TWIEX vs. FAOSX — Risk / Return Rank
TWIEX
FAOSX
TWIEX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century International Growth Fund (TWIEX) 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.
| TWIEX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.93 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.32 | +0.87 |
| Martin ratioReturn relative to average drawdown | 1.76 | -0.48 | +2.25 |
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Drawdowns
TWIEX vs. FAOSX - Drawdown Comparison
The maximum TWIEX drawdown since its inception was -62.43%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for TWIEX and FAOSX.
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Drawdown Indicators
| TWIEX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.43% | -36.24% | -26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.04% | -7.26% | -5.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.41% | -13.96% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -36.24% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -5.86% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -16.59% | -7.90% | -8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 4.48% | -0.42% |
Volatility
TWIEX vs. FAOSX - Volatility Comparison
American Century International Growth Fund (TWIEX) has a higher volatility of 4.95% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that TWIEX'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
| TWIEX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 0.00% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 0.00% | +14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 7.68% | +9.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 16.65% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 16.56% | +1.35% |
TWIEX vs. FAOSX - Expense Ratio Comparison
TWIEX has a 1.36% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
TWIEX vs. FAOSX - Dividend Comparison
TWIEX's dividend yield for the trailing twelve months is around 3.24%, 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% |
TWIEX American Century International Growth Fund | 3.24% | 3.31% | 1.01% | 0.00% | 2.89% | 12.00% | 4.48% | 0.37% | 13.87% | 5.31% | 0.49% | 5.66% |
Frequently Asked Questions
TWIEX and FAOSX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWIEX has higher volatility (4.95%) compared to FAOSX (0.00%). In terms of maximum drawdown, TWIEX dropped -62.43% vs FAOSX's -36.24%.
TWIEX currently has the higher Sharpe Ratio (0.41 vs -0.30), 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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