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FOSFX vs. FISMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOSFX vs. FISMX - Performance Comparison

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

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FOSFX vs. FISMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOSFX
Fidelity Overseas Fund
-5.84%20.81%5.20%20.56%-24.79%19.32%15.42%28.43%-14.73%28.31%
FISMX
Fidelity International Small Cap Fund
-2.53%24.73%0.05%19.62%-16.66%13.44%9.98%21.45%-16.08%31.58%

Returns By Period

In the year-to-date period, FOSFX achieves a -5.84% return, which is significantly lower than FISMX's -2.53% return. Both investments have delivered pretty close results over the past 10 years, with FOSFX having a 7.89% annualized return and FISMX not far ahead at 8.02%.


FOSFX

1D
0.43%
1M
-11.40%
YTD
-5.84%
6M
-5.53%
1Y
6.82%
3Y*
9.40%
5Y*
4.94%
10Y*
7.89%

FISMX

1D
-0.33%
1M
-10.41%
YTD
-2.53%
6M
-0.83%
1Y
15.86%
3Y*
10.28%
5Y*
5.08%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOSFX vs. FISMX - Expense Ratio Comparison

FOSFX has a 0.99% expense ratio, which is lower than FISMX's 1.01% expense ratio.


Return for Risk

FOSFX vs. FISMX — Risk / Return Rank

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

FOSFX
FOSFX Risk / Return Rank: 1313
Overall Rank
FOSFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FOSFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FOSFX Omega Ratio Rank: 1313
Omega Ratio Rank
FOSFX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FOSFX Martin Ratio Rank: 1515
Martin Ratio Rank

FISMX
FISMX Risk / Return Rank: 5656
Overall Rank
FISMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FISMX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FISMX Omega Ratio Rank: 6060
Omega Ratio Rank
FISMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FISMX Martin Ratio Rank: 4646
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.

FOSFX vs. FISMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Overseas Fund (FOSFX) and Fidelity International Small Cap Fund (FISMX). 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.


FOSFXFISMXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.10

-0.78

Sortino ratio

Return per unit of downside risk

0.56

1.46

-0.91

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.15

Calmar ratio

Return relative to maximum drawdown

0.37

1.27

-0.89

Martin ratio

Return relative to average drawdown

1.40

4.64

-3.24

FOSFX vs. FISMX - Sharpe Ratio Comparison

The current FOSFX Sharpe Ratio is 0.32, which is lower than the FISMX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FOSFX and FISMX, 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


FOSFXFISMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.10

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.38

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.58

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.70

-0.25

Correlation

The correlation between FOSFX and FISMX is 0.87, 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

FOSFX vs. FISMX - Dividend Comparison

FOSFX's dividend yield for the trailing twelve months is around 5.17%, more than FISMX's 3.68% yield.


TTM20252024202320222021202020192018201720162015
FOSFX
Fidelity Overseas Fund
5.17%4.87%1.38%1.02%0.77%4.54%0.53%1.35%5.92%0.06%1.96%1.06%
FISMX
Fidelity International Small Cap Fund
3.68%3.58%2.64%1.87%0.70%7.28%0.83%2.32%6.14%2.46%2.70%2.80%

Drawdowns

FOSFX vs. FISMX - Drawdown Comparison

The maximum FOSFX drawdown since its inception was -63.51%, roughly equal to the maximum FISMX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for FOSFX and FISMX.


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Drawdown Indicators


FOSFXFISMXDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-60.94%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-10.71%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

-31.07%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-36.51%

-38.80%

+2.29%

Current Drawdown

Current decline from peak

-11.89%

-10.41%

-1.48%

Average Drawdown

Average peak-to-trough decline

-17.02%

-10.71%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.93%

+0.38%

Volatility

FOSFX vs. FISMX - Volatility Comparison

Fidelity Overseas Fund (FOSFX) has a higher volatility of 8.23% compared to Fidelity International Small Cap Fund (FISMX) at 5.72%. This indicates that FOSFX's price experiences larger fluctuations and is considered to be riskier than FISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOSFXFISMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

5.72%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

8.69%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

13.31%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

13.36%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

13.93%

+3.09%