He is a sound designer and engineer and gives this great piece of advice:
"Applying compression to a stereo mix that has fade-out applied will fight the compressor. Apply fades to the final, mastered track.
What I hear: If you plan on ending the song with the classic fade out method, which is fading out the volume, make sure that you add effects like compression and limiting before you add the fade out. Otherwise the compression will take into account the fade out and therefore effect the way the compression on the entire track sounds.