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WLIVX vs. FAOCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WLIVX vs. FAOCX

Last updated Jun 25, 2026

WLIVX (WCM Focused International Value Fund) and FAOCX (Fidelity Advisor Overseas Fund Class C) are both Foreign Large Cap Equities funds. Over the past 5 years, WLIVX returned 10.33%/yr vs 2.39%/yr for FAOCX. Their correlation of 0.84 suggests significant overlap in exposure. WLIVX charges 1.50%/yr vs 2.25%/yr for FAOCX.

Performance

WLIVX vs. FAOCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused International Value Fund (WLIVX) and Fidelity Advisor Overseas Fund Class C (FAOCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

WLIVX

1D
-2.40%
1M
1.74%
YTD
12.12%
6M
11.36%
1Y
31.20%
3Y*
26.20%
5Y*
10.33%
10Y*
—

FAOCX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
-2.34%
3Y*
8.24%
5Y*
2.39%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLIVX vs. FAOCX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
WLIVX
WCM Focused International Value Fund		12.12%40.75%12.13%18.08%-26.40%17.41%31.80%
FAOCX
Fidelity Advisor Overseas Fund Class C		0.00%14.19%3.86%19.03%-25.22%17.97%21.12%

Correlation

The correlation between WLIVX and FAOCX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.84

Over the past year, the correlation between WLIVX and FAOCX has dropped to 0.45 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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WCM Focused International Value Fund

Fidelity Advisor Overseas Fund Class C

Often compared with WLIVX:
WLIVX vs. JOEMXWLIVX vs. WFEMXWLIVX vs. EFAWLIVX vs. WFGGXWLIVX vs. WCMNXWLIVX vs. WCQGXWLIVX vs. WCFOX
Often compared with FAOCX:
FAOCX vs. CIOVXFAOCX vs. SWISXFAOCX vs. FIVQXFAOCX vs. HILAXFAOCX vs. MPITXFAOCX vs. RERGXFAOCX vs. STEZX

Return for Risk

WLIVX vs. FAOCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLIVX
WLIVX Risk / Return Rank: 5757
Overall Rank
WLIVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WLIVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
WLIVX Omega Ratio Rank: 5050
Omega Ratio Rank
WLIVX Calmar Ratio Rank: 7070
Calmar Ratio Rank
WLIVX Martin Ratio Rank: 6363
Martin Ratio Rank
FAOCX
FAOCX Risk / Return Rank: 22
Overall Rank
FAOCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FAOCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAOCX Omega Ratio Rank: 22
Omega Ratio Rank
FAOCX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAOCX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WLIVX vs. FAOCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Value Fund (WLIVX) 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.

WLIVXFAOCXDifference
Sharpe ratioReturn per unit of total volatility
1.86
-0.13

+1.99

Sortino ratioReturn per unit of downside risk
2.65
-0.13

+2.78

Omega ratioGain probability vs. loss probability

1.33

0.98

+0.35

Calmar ratioReturn relative to maximum drawdown

2.94

-0.16

+3.10

Martin ratioReturn relative to average drawdown

11.11

-0.26

+11.37

WLIVX vs. FAOCX - Sharpe Ratio Comparison

The current WLIVX Sharpe Ratio is 1.86, which is higher than the FAOCX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of WLIVX and FAOCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WLIVX vs. FAOCX - Drawdown Comparison

The maximum WLIVX drawdown since its inception was -37.86%, smaller than the maximum FAOCX drawdown of -60.45%. Use the drawdown chart below to compare losses from any high point for WLIVX and FAOCX.

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Drawdown Indicators

WLIVXFAOCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.86%

-60.45%

+22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-7.33%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-14.05%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.86%

-36.96%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.96%

—

Current Drawdown

Current decline from peak

-2.40%

-5.90%

+3.50%

Average Drawdown

Average peak-to-trough decline

-10.43%

-15.61%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

4.19%

-1.13%

Volatility

WLIVX vs. FAOCX - Volatility Comparison

WCM Focused International Value Fund (WLIVX) has a higher volatility of 6.70% compared to Fidelity Advisor Overseas Fund Class C (FAOCX) at 0.00%. This indicates that WLIVX'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.

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Volatility by Period

WLIVXFAOCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

0.00%

+6.70%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

3.64%

+12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

8.75%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

16.71%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

16.37%

+1.80%

WLIVX vs. FAOCX - Expense Ratio Comparison

WLIVX has a 1.50% expense ratio, which is lower than FAOCX's 2.25% expense ratio.

Dividends

WLIVX vs. FAOCX - Dividend Comparison

WLIVX's dividend yield for the trailing twelve months is around 1.96%, less than FAOCX's 8.26% yield.

PositionTTM2025202420232022202120202019201820172016
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%
WLIVX
WCM Focused International Value Fund		1.96%2.20%1.31%0.65%0.32%0.03%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WLIVX and FAOCX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLIVX has higher volatility (6.70%) compared to FAOCX (0.00%). In terms of maximum drawdown, WLIVX dropped -37.86% vs FAOCX's -60.45%.

WLIVX currently has the higher Sharpe Ratio (1.86 vs -0.13), 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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