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FSCOX vs. FIENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCOX and FIENX is 0.86, 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.


-0.50.00.51.00.9

Performance

FSCOX vs. FIENX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.26%
0
FSCOX
FIENX

Key characteristics

Returns By Period


FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

FIENX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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FSCOX vs. FIENX - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than FIENX's 0.55% expense ratio.


FSCOX
Fidelity International Small Cap Opportunities Fund
Expense ratio chart for FSCOX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for FIENX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FSCOX vs. FIENX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FSCOX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.04
The chart of Sortino ratio for FSCOX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.04
The chart of Omega ratio for FSCOX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.01
The chart of Calmar ratio for FSCOX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.02
The chart of Martin ratio for FSCOX, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.17
FSCOX
FIENX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
1.00
FSCOX
FIENX

Dividends

FSCOX vs. FIENX - Dividend Comparison

Neither FSCOX nor FIENX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSCOX
Fidelity International Small Cap Opportunities Fund
0.00%0.93%0.02%0.13%0.00%0.84%1.05%0.77%1.15%1.47%1.47%1.87%
FIENX
Fidelity International Enhanced Index Fund
0.00%7.66%2.41%2.72%1.64%3.00%2.37%1.64%2.44%1.03%3.00%2.63%

Drawdowns

FSCOX vs. FIENX - Drawdown Comparison


-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-6.43%
FSCOX
FIENX

Volatility

FSCOX vs. FIENX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 7.25% compared to Fidelity International Enhanced Index Fund (FIENX) at 0.00%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than FIENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
0
FSCOX
FIENX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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