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

Correlation

The correlation between FSCOX and FLIN is 0.53, 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.


-0.50.00.51.00.5

Performance

FSCOX vs. FLIN - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.25%
-3.23%
FSCOX
FLIN

Key characteristics

Sharpe Ratio

FSCOX:

-0.04

FLIN:

0.88

Sortino Ratio

FSCOX:

0.04

FLIN:

1.22

Omega Ratio

FSCOX:

1.01

FLIN:

1.18

Calmar Ratio

FSCOX:

-0.02

FLIN:

1.24

Martin Ratio

FSCOX:

-0.17

FLIN:

3.52

Ulcer Index

FSCOX:

3.30%

FLIN:

3.67%

Daily Std Dev

FSCOX:

14.33%

FLIN:

14.58%

Max Drawdown

FSCOX:

-72.13%

FLIN:

-41.90%

Current Drawdown

FSCOX:

-20.70%

FLIN:

-8.91%

Returns By Period

In the year-to-date period, FSCOX achieves a -1.50% return, which is significantly lower than FLIN's 11.78% return.


FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

FLIN

YTD

11.78%

1M

-0.53%

6M

-2.12%

1Y

12.90%

5Y*

12.30%

10Y*

N/A

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. FLIN - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than FLIN's 0.19% 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 FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FSCOX vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Franklin FTSE India ETF (FLIN). 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-1.000.001.002.003.004.00-0.040.88
The chart of Sortino ratio for FSCOX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.041.22
The chart of Omega ratio for FSCOX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.18
The chart of Calmar ratio for FSCOX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.021.24
The chart of Martin ratio for FSCOX, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.173.52
FSCOX
FLIN

The current FSCOX Sharpe Ratio is -0.04, which is lower than the FLIN Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FSCOX and FLIN, 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
0.88
FSCOX
FLIN

Dividends

FSCOX vs. FLIN - Dividend Comparison

FSCOX has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 1.57%.


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%
FLIN
Franklin FTSE India ETF
1.57%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSCOX vs. FLIN - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.13%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for FSCOX and FLIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-8.91%
FSCOX
FLIN

Volatility

FSCOX vs. FLIN - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 7.25% compared to Franklin FTSE India ETF (FLIN) at 3.29%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than FLIN 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%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
3.29%
FSCOX
FLIN
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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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