FSCOX vs. FLIN
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Franklin FTSE India ETF (FLIN).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. FLIN is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India RIC Capped Index. It was launched on Feb 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCOX or FLIN.
Key characteristics
| FSCOX | FLIN | |
|---|---|---|
| YTD Return | 4.36% | 10.88% |
| 1Y Return | 16.82% | 21.00% |
| 3Y Return (Ann) | -4.96% | 5.66% |
| 5Y Return (Ann) | 5.17% | 12.45% |
| Sharpe Ratio | 1.26 | 1.38 |
| Sortino Ratio | 1.82 | 1.80 |
| Omega Ratio | 1.23 | 1.28 |
| Calmar Ratio | 0.59 | 2.05 |
| Martin Ratio | 6.69 | 7.69 |
| Ulcer Index | 2.49% | 2.65% |
| Daily Std Dev | 13.15% | 14.79% |
| Max Drawdown | -72.13% | -41.90% |
| Current Drawdown | -15.98% | -9.64% |
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.
Performance
FSCOX vs. FLIN - Performance Comparison
In the year-to-date period, FSCOX achieves a 4.36% return, which is significantly lower than FLIN's 10.88% 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. FLIN - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than FLIN's 0.19% expense ratio.
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.
Dividends
FSCOX vs. FLIN - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 0.89%, less than FLIN's 1.59% 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% |
FLIN Franklin FTSE India ETF | 1.59% | 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.
Volatility
FSCOX vs. FLIN - Volatility Comparison
Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 3.69% compared to Franklin FTSE India ETF (FLIN) at 3.33%. 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.