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

Correlation

The correlation between FSCOX and FIGRX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

FSCOX:

0.62

FIGRX:

0.61

Sortino Ratio

FSCOX:

0.96

FIGRX:

1.10

Omega Ratio

FSCOX:

1.14

FIGRX:

1.15

Calmar Ratio

FSCOX:

0.29

FIGRX:

0.63

Martin Ratio

FSCOX:

2.05

FIGRX:

3.10

Ulcer Index

FSCOX:

5.14%

FIGRX:

4.29%

Daily Std Dev

FSCOX:

16.35%

FIGRX:

18.66%

Max Drawdown

FSCOX:

-72.13%

FIGRX:

-60.02%

Current Drawdown

FSCOX:

-24.09%

FIGRX:

-4.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSCOX having a 13.23% return and FIGRX slightly lower at 12.67%. Over the past 10 years, FSCOX has outperformed FIGRX with an annualized return of 4.36%, while FIGRX has yielded a comparatively lower 3.97% annualized return.


FSCOX

YTD

13.23%

1M

8.79%

6M

8.54%

1Y

10.03%

5Y*

5.27%

10Y*

4.36%

FIGRX

YTD

12.67%

1M

9.49%

6M

12.29%

1Y

12.17%

5Y*

8.43%

10Y*

3.97%

*Annualized

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FSCOX vs. FIGRX - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than FIGRX's 0.99% expense ratio.


Risk-Adjusted Performance

FSCOX vs. FIGRX — Risk-Adjusted Performance Rank

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

FSCOX
The Risk-Adjusted Performance Rank of FSCOX is 5555
Overall Rank
The Sharpe Ratio Rank of FSCOX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCOX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FSCOX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSCOX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FSCOX is 5656
Martin Ratio Rank

FIGRX
The Risk-Adjusted Performance Rank of FIGRX is 6666
Overall Rank
The Sharpe Ratio Rank of FIGRX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGRX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FIGRX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FIGRX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FIGRX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FSCOX Sharpe Ratio is 0.62, which is comparable to the FIGRX Sharpe Ratio of 0.61. 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.


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Dividends

FSCOX vs. FIGRX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 1.37%, less than FIGRX's 2.55% yield.


TTM20242023202220212020201920182017201620152014
FSCOX
Fidelity International Small Cap Opportunities Fund
1.37%1.55%0.93%0.02%0.13%0.00%0.84%1.05%0.77%1.15%1.47%1.47%
FIGRX
Fidelity International Discovery Fund
2.55%2.88%1.91%0.35%2.90%0.47%1.72%1.35%1.10%1.68%1.05%0.68%

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.


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Volatility

FSCOX vs. FIGRX - Volatility Comparison

The current volatility for Fidelity International Small Cap Opportunities Fund (FSCOX) is 1.85%, while Fidelity International Discovery Fund (FIGRX) has a volatility of 2.99%. This indicates that FSCOX experiences smaller price fluctuations and is considered to be less risky than FIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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