PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSCOX vs. FIENX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FSCOXFIENX

Correlation

-0.50.00.51.00.9

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.

Performance

FSCOX vs. FIENX - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
0
FSCOX
FIENX

Compare stocks, funds, or ETFs

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


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.


FSCOX
Sharpe ratio
The chart of Sharpe ratio for FSCOX, currently valued at 1.26, compared to the broader market0.002.004.001.26
Sortino ratio
The chart of Sortino ratio for FSCOX, currently valued at 1.82, compared to the broader market0.005.0010.001.82
Omega ratio
The chart of Omega ratio for FSCOX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for FSCOX, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.0025.000.59
Martin ratio
The chart of Martin ratio for FSCOX, currently valued at 6.69, compared to the broader market0.0020.0040.0060.0080.00100.006.69
FIENX
Sharpe ratio
The chart of Sharpe ratio for FIENX, currently valued at 0.92, compared to the broader market0.002.004.000.92
Sortino ratio
The chart of Sortino ratio for FIENX, currently valued at 12.01, compared to the broader market0.005.0010.0012.01
Omega ratio
The chart of Omega ratio for FIENX, currently valued at 13.01, compared to the broader market1.002.003.004.0013.01
Calmar ratio
The chart of Calmar ratio for FIENX, currently valued at 0.16, compared to the broader market0.005.0010.0015.0020.0025.000.16
Martin ratio
No data

FSCOX vs. FIENX - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.26
0.92
FSCOX
FIENX

Dividends

FSCOX vs. FIENX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 0.89%, while FIENX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSCOX
Fidelity International Small Cap Opportunities Fund
0.89%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%JuneJulyAugustSeptemberOctoberNovember
-15.98%
-6.43%
FSCOX
FIENX

Volatility

FSCOX vs. FIENX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 3.69% 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%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
0
FSCOX
FIENX