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

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.


-0.50.00.51.01.0

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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.26%
-1.26%
FSCOX
FOPIX

Key characteristics

Sharpe Ratio

FSCOX:

-0.04

FOPIX:

-0.04

Sortino Ratio

FSCOX:

0.04

FOPIX:

0.04

Omega Ratio

FSCOX:

1.01

FOPIX:

1.01

Calmar Ratio

FSCOX:

-0.02

FOPIX:

-0.03

Martin Ratio

FSCOX:

-0.17

FOPIX:

-0.18

Ulcer Index

FSCOX:

3.30%

FOPIX:

3.31%

Daily Std Dev

FSCOX:

14.33%

FOPIX:

14.25%

Max Drawdown

FSCOX:

-72.13%

FOPIX:

-72.15%

Current Drawdown

FSCOX:

-20.70%

FOPIX:

-20.75%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSCOX having a -1.50% return and FOPIX slightly lower at -1.51%. Both investments have delivered pretty close results over the past 10 years, with FSCOX having a 6.58% annualized return and FOPIX not far behind at 6.57%.


FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

FOPIX

YTD

-1.51%

1M

-5.58%

6M

-1.80%

1Y

-0.61%

5Y*

2.95%

10Y*

6.57%

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. FOPIX - Expense Ratio Comparison

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


FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
Expense ratio chart for FOPIX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
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%

Risk-Adjusted Performance

FSCOX vs. FOPIX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FSCOX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.04-0.04
The chart of Sortino ratio for FSCOX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.040.04
The chart of Omega ratio for FSCOX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.01
The chart of Calmar ratio for FSCOX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.02-0.03
The chart of Martin ratio for FSCOX, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.17-0.18
FSCOX
FOPIX

The current FSCOX Sharpe Ratio is -0.04, which is comparable to the FOPIX Sharpe Ratio of -0.04. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
-0.04
FSCOX
FOPIX

Dividends

FSCOX vs. FOPIX - Dividend Comparison

Neither FSCOX nor FOPIX has paid dividends to shareholders.


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%
FOPIX
Fidelity Advisor International Small Cap Opportunities Fund Class I
0.00%0.92%0.04%0.14%0.00%0.80%1.00%0.77%1.21%1.58%1.72%1.88%

Drawdowns

FSCOX vs. FOPIX - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.13%, roughly equal to the maximum FOPIX drawdown of -72.15%. Use the drawdown chart below to compare losses from any high point for FSCOX and FOPIX. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-20.75%
FSCOX
FOPIX

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 7.25% and 7.17%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
7.17%
FSCOX
FOPIX
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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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