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

Correlation

The correlation between FSCOX and FIGRX 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.


-0.50.00.51.00.9

Performance

FSCOX vs. FIGRX - 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 Discovery Fund (FIGRX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.26%
-0.94%
FSCOX
FIGRX

Key characteristics

Sharpe Ratio

FSCOX:

-0.04

FIGRX:

0.94

Sortino Ratio

FSCOX:

0.04

FIGRX:

1.35

Omega Ratio

FSCOX:

1.01

FIGRX:

1.17

Calmar Ratio

FSCOX:

-0.02

FIGRX:

0.50

Martin Ratio

FSCOX:

-0.17

FIGRX:

3.96

Ulcer Index

FSCOX:

3.30%

FIGRX:

3.23%

Daily Std Dev

FSCOX:

14.33%

FIGRX:

13.59%

Max Drawdown

FSCOX:

-72.13%

FIGRX:

-60.02%

Current Drawdown

FSCOX:

-20.70%

FIGRX:

-14.93%

Returns By Period

In the year-to-date period, FSCOX achieves a -1.50% return, which is significantly lower than FIGRX's 11.63% return. Over the past 10 years, FSCOX has outperformed FIGRX with an annualized return of 6.58%, while FIGRX has yielded a comparatively lower 3.85% annualized return.


FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

FIGRX

YTD

11.63%

1M

-0.94%

6M

-1.26%

1Y

12.77%

5Y*

2.97%

10Y*

3.85%

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. FIGRX - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than FIGRX's 0.99% 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 FIGRX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

FSCOX vs. FIGRX - 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 Discovery Fund (FIGRX). 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-1.000.001.002.003.004.00-0.040.94
The chart of Sortino ratio for FSCOX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.041.35
The chart of Omega ratio for FSCOX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.17
The chart of Calmar ratio for FSCOX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.020.50
The chart of Martin ratio for FSCOX, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.173.96
FSCOX
FIGRX

The current FSCOX Sharpe Ratio is -0.04, which is lower than the FIGRX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FSCOX and FIGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.04
0.94
FSCOX
FIGRX

Dividends

FSCOX vs. FIGRX - Dividend Comparison

FSCOX has not paid dividends to shareholders, while FIGRX's dividend yield for the trailing twelve months is around 2.86%.


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%
FIGRX
Fidelity International Discovery Fund
2.86%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%3.10%

Drawdowns

FSCOX vs. FIGRX - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.13%, which is greater than FIGRX's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FSCOX and FIGRX. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-14.93%
FSCOX
FIGRX

Volatility

FSCOX vs. FIGRX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 7.25% compared to Fidelity International Discovery Fund (FIGRX) at 3.69%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
3.69%
FSCOX
FIGRX
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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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