VCSOX vs. FAOIX
VCSOX (VALIC Company I International Socially Responsible Fund) and FAOIX (Fidelity Advisor Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, VCSOX returned 9.44%/yr vs 7.63%/yr for FAOIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. VCSOX charges 0.64%/yr vs 1.12%/yr for FAOIX.
Performance
VCSOX vs. FAOIX - Performance Comparison
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Returns By Period
Over the past 10 years, VCSOX has outperformed FAOIX with an annualized return of 9.44%, while FAOIX has yielded a comparatively lower 7.63% annualized return.
VCSOX
- 1D
- 2.86%
- 1M
- 1.25%
- 6M
- 7.11%
- YTD
- 12.20%
- 1Y
- 23.74%
- 3Y*
- 13.57%
- 5Y*
- 7.50%
- 10Y*
- 9.44%
- ALL TIME*
- 4.44%
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 |
VCSOX vs. FAOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCSOX VALIC Company I International Socially Responsible Fund | 12.20% | 22.82% | 2.99% | 18.28% | -16.24% | 12.54% | 8.52% | 25.96% | -8.44% | 22.72% |
FAOIX Fidelity Advisor Overseas Fund Class I | 0.00% | 15.25% | 4.92% | 20.35% | -24.38% | 19.23% | 15.08% | 27.82% | -14.85% | 30.05% |
Correlation
The correlation between VCSOX and FAOIX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 1995 | 0.76 |
Over the past year, the correlation between VCSOX and FAOIX has dropped to 0.41 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
VCSOX vs. FAOIX — Risk / Return Rank
VCSOX
FAOIX
VCSOX vs. FAOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I International Socially Responsible Fund (VCSOX) 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.
| VCSOX | FAOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | -0.32 | +2.19 |
| Martin ratioReturn relative to average drawdown | 6.91 | -0.49 | +7.40 |
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Drawdowns
VCSOX vs. FAOIX - Drawdown Comparison
The maximum VCSOX drawdown since its inception was -71.49%, which is greater than FAOIX's maximum drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for VCSOX and FAOIX.
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Drawdown Indicators
| VCSOX | FAOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.49% | -59.86% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -7.28% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -13.98% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.15% | -36.33% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.08% | -36.33% | +3.25% |
Current DrawdownCurrent decline from peak | 0.00% | -5.85% | +5.85% |
Average DrawdownAverage peak-to-trough decline | -20.45% | -14.17% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 4.48% | -1.29% |
Volatility
VCSOX vs. FAOIX - Volatility Comparison
VALIC Company I International Socially Responsible Fund (VCSOX) has a higher volatility of 4.67% compared to Fidelity Advisor Overseas Fund Class I (FAOIX) at 0.00%. This indicates that VCSOX'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
| VCSOX | FAOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 0.00% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 0.00% | +13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 7.69% | +7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 16.67% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 16.29% | +0.18% |
VCSOX vs. FAOIX - Expense Ratio Comparison
VCSOX has a 0.64% expense ratio, which is lower than FAOIX's 1.12% expense ratio.
Dividends
VCSOX vs. FAOIX - Dividend Comparison
VCSOX's dividend yield for the trailing twelve months is around 5.62%, 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% |
VCSOX VALIC Company I International Socially Responsible Fund | 5.62% | 0.00% | 1.78% | 3.03% | 8.42% | 22.36% | 4.64% | 1.62% | 1.83% | 1.48% | 0.00% | 0.00% |
Frequently Asked Questions
VCSOX and FAOIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCSOX has higher volatility (4.67%) compared to FAOIX (0.00%). In terms of maximum drawdown, VCSOX dropped -71.49% vs FAOIX's -59.86%.
VCSOX currently has the higher Sharpe Ratio (1.45 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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