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FSCOX vs. FOPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCOX vs. FOPIX - Performance Comparison

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

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FSCOX vs. FOPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCOX
Fidelity International Small Cap Opportunities Fund
-4.86%25.05%4.08%16.99%-28.93%17.66%19.61%29.07%-14.13%34.70%
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
-4.85%25.00%4.06%16.88%-28.91%17.64%19.57%29.11%-14.14%34.68%

Returns By Period

The year-to-date returns for both investments are quite close, with FSCOX having a -4.86% return and FOPIX slightly higher at -4.85%. Both investments have delivered pretty close results over the past 10 years, with FSCOX having a 8.01% annualized return and FOPIX not far behind at 7.98%.


FSCOX

1D
-0.24%
1M
-11.02%
YTD
-4.86%
6M
-3.43%
1Y
16.13%
3Y*
10.42%
5Y*
4.00%
10Y*
8.01%

FOPIX

1D
-0.19%
1M
-11.00%
YTD
-4.85%
6M
-3.45%
1Y
16.08%
3Y*
10.36%
5Y*
3.98%
10Y*
7.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCOX vs. FOPIX - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is lower than FOPIX's 1.24% expense ratio.


Return for Risk

FSCOX vs. FOPIX — Risk / Return Rank

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

FSCOX
FSCOX Risk / Return Rank: 4848
Overall Rank
FSCOX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FSCOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FSCOX Omega Ratio Rank: 4747
Omega Ratio Rank
FSCOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSCOX Martin Ratio Rank: 4040
Martin Ratio Rank

FOPIX
FOPIX Risk / Return Rank: 4747
Overall Rank
FOPIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FOPIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FOPIX Omega Ratio Rank: 4545
Omega Ratio Rank
FOPIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FOPIX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSCOX vs. FOPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX). 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.


FSCOXFOPIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.98

0.00

Sortino ratio

Return per unit of downside risk

1.39

1.39

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.20

1.20

0.00

Martin ratio

Return relative to average drawdown

4.16

4.16

0.00

FSCOX vs. FOPIX - Sharpe Ratio Comparison

The current FSCOX Sharpe Ratio is 0.97, which is comparable to the FOPIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FSCOX and FOPIX, 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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Sharpe Ratios by Period


FSCOXFOPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.98

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.50

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.35

0.00

Correlation

The correlation between FSCOX and FOPIX is 1.00, 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.


Dividends

FSCOX vs. FOPIX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 12.67%, more than FOPIX's 12.22% yield.


TTM20252024202320222021202020192018201720162015
FSCOX
Fidelity International Small Cap Opportunities Fund
12.67%12.05%6.41%3.73%6.40%8.83%0.00%1.09%2.99%1.31%1.43%0.47%
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
12.22%11.62%6.34%3.73%6.43%8.85%0.00%1.04%2.95%1.31%1.49%0.47%

Drawdowns

FSCOX vs. FOPIX - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.65%, roughly equal to the maximum FOPIX drawdown of -72.69%. Use the drawdown chart below to compare losses from any high point for FSCOX and FOPIX.


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Drawdown Indicators


FSCOXFOPIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.65%

-72.69%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-11.00%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-40.75%

-40.75%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-40.75%

0.00%

Current Drawdown

Current decline from peak

-11.02%

-11.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-18.65%

-18.61%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.17%

0.00%

Volatility

FSCOX vs. FOPIX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity Advisor International Small Cap Opportunities Fund Class I (FOPIX) have volatilities of 5.92% and 5.93%, 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.


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Volatility by Period


FSCOXFOPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

5.93%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

9.58%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

14.84%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

16.60%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

15.98%

-0.02%