FSCO vs. VXUS
FSCO (FS Credit Opportunities Corp.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 3 years, FSCO returned 14.91%/yr vs 18.62%/yr for VXUS. At a 0.25 correlation, their price movements are largely independent.
Performance
FSCO vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than VXUS's 15.66% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- 1.17%
- 1M
- 3.20%
- YTD
- 15.66%
- 6M
- 16.85%
- 1Y
- 34.05%
- 3Y*
- 18.62%
- 5Y*
- 9.33%
- 10Y*
- 10.00%
FSCO vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
VXUS Vanguard Total International Stock ETF | 15.66% | 32.35% | 5.08% | 15.86% | 0.35% |
Correlation
The correlation between FSCO and VXUS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.25 |
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Return for Risk
FSCO vs. VXUS — Risk / Return Rank
FSCO
VXUS
FSCO vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Vanguard Total International Stock ETF (VXUS). 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.
| FSCO | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.83 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.38 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.94 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.26 | 11.32 | -12.58 |
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Drawdowns
FSCO vs. VXUS - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FSCO and VXUS.
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Drawdown Indicators
| FSCO | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -35.97% | +0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -11.27% | -24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -13.58% | -21.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -27.71% | 0.00% | -27.71% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -8.20% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 2.92% | +15.01% |
Volatility
FSCO vs. VXUS - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 6.04%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.45%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.45% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 14.12% | +8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 16.07% | +11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 16.22% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 17.20% | +10.98% |
Dividends
FSCO vs. VXUS - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, more than VXUS's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.52% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
FSCO and VXUS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.45%) compared to FSCO (6.04%). In terms of maximum drawdown, FSCO dropped -35.53% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (2.06 vs -0.83), 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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