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FIGRX vs. FSCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGRX vs. FSCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Discovery Fund (FIGRX) and Fidelity International Small Cap Opportunities Fund (FSCOX). The values are adjusted to include any dividend payments, if applicable.

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FIGRX vs. FSCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIGRX
Fidelity International Discovery Fund
-5.16%27.61%10.96%14.17%-24.83%11.09%21.42%27.53%-17.16%30.27%
FSCOX
Fidelity International Small Cap Opportunities Fund
-4.86%25.05%4.08%16.99%-28.93%17.66%19.61%29.07%-14.13%34.70%

Returns By Period

In the year-to-date period, FIGRX achieves a -5.16% return, which is significantly lower than FSCOX's -4.86% return. Both investments have delivered pretty close results over the past 10 years, with FIGRX having a 7.80% annualized return and FSCOX not far ahead at 8.01%.


FIGRX

1D
0.04%
1M
-12.29%
YTD
-5.16%
6M
-3.29%
1Y
16.54%
3Y*
12.55%
5Y*
4.40%
10Y*
7.80%

FSCOX

1D
-0.24%
1M
-11.02%
YTD
-4.86%
6M
-3.43%
1Y
16.13%
3Y*
10.42%
5Y*
4.00%
10Y*
8.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIGRX vs. FSCOX - Expense Ratio Comparison

FIGRX has a 0.99% expense ratio, which is lower than FSCOX's 1.23% expense ratio.


Return for Risk

FIGRX vs. FSCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIGRX
FIGRX Risk / Return Rank: 3737
Overall Rank
FIGRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FIGRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FIGRX Omega Ratio Rank: 3535
Omega Ratio Rank
FIGRX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FIGRX Martin Ratio Rank: 3939
Martin Ratio Rank

FSCOX
FSCOX Risk / Return Rank: 4848
Overall Rank
FSCOX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FSCOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FSCOX Omega Ratio Rank: 4747
Omega Ratio Rank
FSCOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSCOX Martin Ratio Rank: 4040
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.

FIGRX vs. FSCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery Fund (FIGRX) and Fidelity International Small Cap Opportunities Fund (FSCOX). 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.


FIGRXFSCOXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.97

-0.19

Sortino ratio

Return per unit of downside risk

1.18

1.39

-0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.02

1.20

-0.17

Martin ratio

Return relative to average drawdown

4.01

4.16

-0.14

FIGRX vs. FSCOX - Sharpe Ratio Comparison

The current FIGRX Sharpe Ratio is 0.79, which is comparable to the FSCOX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FIGRX and FSCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIGRXFSCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.97

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.24

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.50

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.35

+0.10

Correlation

The correlation between FIGRX and FSCOX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FIGRX vs. FSCOX - Dividend Comparison

FIGRX's dividend yield for the trailing twelve months is around 7.32%, less than FSCOX's 12.67% yield.


TTM20252024202320222021202020192018201720162015
FIGRX
Fidelity International Discovery Fund
7.32%6.94%2.88%1.91%0.35%11.18%3.70%2.33%3.85%4.01%1.81%0.01%
FSCOX
Fidelity International Small Cap Opportunities Fund
12.67%12.05%6.41%3.73%6.40%8.83%0.00%1.09%2.99%1.31%1.43%0.47%

Drawdowns

FIGRX vs. FSCOX - Drawdown Comparison

The maximum FIGRX drawdown since its inception was -60.47%, smaller than the maximum FSCOX drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for FIGRX and FSCOX.


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Drawdown Indicators


FIGRXFSCOXDifference

Max Drawdown

Largest peak-to-trough decline

-60.47%

-72.65%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-11.02%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-36.54%

-40.75%

+4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-40.75%

+4.21%

Current Drawdown

Current decline from peak

-13.07%

-11.02%

-2.05%

Average Drawdown

Average peak-to-trough decline

-12.40%

-18.65%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.17%

+0.17%

Volatility

FIGRX vs. FSCOX - Volatility Comparison

Fidelity International Discovery Fund (FIGRX) has a higher volatility of 8.29% compared to Fidelity International Small Cap Opportunities Fund (FSCOX) at 5.92%. This indicates that FIGRX's price experiences larger fluctuations and is considered to be riskier than FSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGRXFSCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

5.92%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

9.60%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

14.90%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

16.60%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

15.96%

+0.85%