PortfoliosLab logoPortfoliosLab logo
Fidelity International Small Cap Opportunities Fun...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3159105622
CUSIP
315910562
Issuer
Fidelity
Inception Date
Aug 2, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity International Small Cap Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Fidelity International Small Cap Opportunities Fund (FSCOX) has returned -4.86% so far this year and 16.13% over the past 12 months. Over the last ten years, FSCOX has returned 8.01% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Fidelity International Small Cap Opportunities Fund

1D
-0.24%
1M
-11.02%
YTD
-4.86%
6M
-3.43%
1Y
16.13%
3Y*
10.42%
5Y*
4.00%
10Y*
8.01%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 3, 2005, FSCOX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2009 with a return of +14.5%, while the worst month was Oct 2008 at -31.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FSCOX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.5%, while the worst single day was Oct 15, 2008 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.03%3.78%-11.02%-4.86%
20253.27%0.30%-1.09%5.84%5.47%5.59%-1.90%4.01%-0.00%-1.70%1.18%2.06%25.05%
2024-1.80%2.24%2.59%-4.76%4.44%-2.74%6.43%2.08%1.25%-4.93%2.31%-2.38%4.08%
20237.32%-1.68%1.98%1.26%-2.17%1.43%2.03%-3.17%-5.49%-4.46%11.62%8.66%16.99%
2022-11.94%-4.92%-2.03%-8.50%0.85%-10.55%10.13%-7.88%-9.54%5.94%11.96%-3.57%-28.93%
2021-1.70%-1.69%3.02%5.58%2.05%-0.04%4.66%5.14%-3.65%2.71%-3.06%3.95%17.66%

Benchmark Metrics

Fidelity International Small Cap Opportunities Fund has an annualized alpha of 0.58%, beta of 0.80, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since August 04, 2005.

  • This fund participated in 101.80% of S&P 500 Index downside but only 95.02% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.58%
Beta
0.80
0.63
Upside Capture
95.02%
Downside Capture
101.80%

Expense Ratio

FSCOX has a high expense ratio of 1.23%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FSCOX ranks 44 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FSCOX Risk / Return Rank: 4444
Overall Rank
FSCOX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSCOX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FSCOX Omega Ratio Rank: 4242
Omega Ratio Rank
FSCOX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FSCOX Martin Ratio Rank: 3939
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and compare them to a chosen benchmark (S&P 500 Index).


FSCOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.90

+0.08

Sortino ratio

Return per unit of downside risk

1.39

1.39

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.20

1.40

-0.20

Martin ratio

Return relative to average drawdown

4.16

6.61

-2.45

Explore FSCOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity International Small Cap Opportunities Fund provided a 12.67% dividend yield over the last twelve months, with an annual payout of $2.63 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.63$2.63$1.25$0.75$1.14$2.34$0.00$0.23$0.48$0.25$0.21$0.07

Dividend yield

12.67%12.05%6.41%3.73%6.40%8.83%0.00%1.09%2.99%1.31%1.43%0.47%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity International Small Cap Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.63$2.63
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25$1.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14$1.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity International Small Cap Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity International Small Cap Opportunities Fund was 72.65%, occurring on Nov 20, 2008. Recovery took 2092 trading sessions.

The current Fidelity International Small Cap Opportunities Fund drawdown is 11.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.65%Nov 1, 2007267Nov 20, 20082092Mar 16, 20172359
-40.75%Sep 15, 2021261Sep 27, 2022688Jun 26, 2025949
-31.34%Jan 23, 202042Mar 23, 202099Aug 12, 2020141
-25.28%May 11, 200647Jul 18, 2006130Jan 24, 2007177
-23.52%Jan 29, 2018229Dec 24, 2018240Dec 6, 2019469

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...