FSCOX vs. FIVFX
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity International Capital Appreciation Fund (FIVFX).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. FIVFX is managed by Fidelity. It was launched on Nov 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCOX or FIVFX.
Key characteristics
| FSCOX | FIVFX | |
|---|---|---|
| YTD Return | 4.36% | 9.39% |
| 1Y Return | 16.82% | 19.03% |
| 3Y Return (Ann) | -4.96% | -2.70% |
| 5Y Return (Ann) | 5.17% | 5.29% |
| 10Y Return (Ann) | 7.50% | 6.50% |
| Sharpe Ratio | 1.26 | 1.40 |
| Sortino Ratio | 1.82 | 2.01 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.59 | 0.85 |
| Martin Ratio | 6.69 | 7.06 |
| Ulcer Index | 2.49% | 2.74% |
| Daily Std Dev | 13.15% | 13.86% |
| Max Drawdown | -72.13% | -66.32% |
| Current Drawdown | -15.98% | -8.20% |
Correlation
The correlation between FSCOX and FIVFX is 0.89, 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. FIVFX - Performance Comparison
In the year-to-date period, FSCOX achieves a 4.36% return, which is significantly lower than FIVFX's 9.39% return. Over the past 10 years, FSCOX has outperformed FIVFX with an annualized return of 7.50%, while FIVFX has yielded a comparatively lower 6.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCOX vs. FIVFX - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than FIVFX's 1.00% expense ratio.
Risk-Adjusted Performance
FSCOX vs. FIVFX - 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 Capital Appreciation Fund (FIVFX). 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.
Dividends
FSCOX vs. FIVFX - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 0.89%, more than FIVFX's 0.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FIVFX Fidelity International Capital Appreciation Fund | 0.34% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
Drawdowns
FSCOX vs. FIVFX - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.13%, which is greater than FIVFX's maximum drawdown of -66.32%. Use the drawdown chart below to compare losses from any high point for FSCOX and FIVFX. For additional features, visit the drawdowns tool.
Volatility
FSCOX vs. FIVFX - Volatility Comparison
Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity International Capital Appreciation Fund (FIVFX) have volatilities of 3.69% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.