FSCOX vs. FSISX
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity SAI International Small Cap Index Fund (FSISX).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. FSISX is managed by Fidelity. It was launched on Jun 25, 2021.
Performance
FSCOX vs. FSISX - Performance Comparison
Loading graphics...
FSCOX vs. FSISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | -4.86% | 25.05% | 4.08% | 16.99% | -28.93% | 10.45% |
FSISX Fidelity SAI International Small Cap Index Fund | -2.21% | 32.61% | 1.74% | 13.23% | -21.18% | -0.40% |
Returns By Period
In the year-to-date period, FSCOX achieves a -4.86% return, which is significantly lower than FSISX's -2.21% return.
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%
FSISX
- 1D
- -0.20%
- 1M
- -11.73%
- YTD
- -2.21%
- 6M
- 0.79%
- 1Y
- 24.32%
- 3Y*
- 12.40%
- 5Y*
- —
- 10Y*
- —
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. FSISX - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than FSISX's 0.10% expense ratio.
Return for Risk
FSCOX vs. FSISX — Risk / Return Rank
FSCOX
FSISX
FSCOX vs. FSISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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.
| FSCOX | FSISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.51 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.98 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.83 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.16 | 7.00 | -2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSCOX | FSISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.51 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.21 | +0.13 |
Correlation
The correlation between FSCOX and FSISX is 0.93, 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. FSISX - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 12.67%, more than FSISX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSISX Fidelity SAI International Small Cap Index Fund | 3.78% | 3.70% | 3.33% | 3.13% | 3.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSCOX vs. FSISX - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.65%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for FSCOX and FSISX.
Loading graphics...
Drawdown Indicators
| FSCOX | FSISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -36.84% | -35.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -11.73% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -40.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | — | — |
Current DrawdownCurrent decline from peak | -11.02% | -11.73% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -13.50% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.07% | +0.10% |
Volatility
FSCOX vs. FSISX - Volatility Comparison
Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity SAI International Small Cap Index Fund (FSISX) have volatilities of 5.92% and 5.88%, 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.
Loading graphics...
Volatility by Period
| FSCOX | FSISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 5.88% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.83% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 15.08% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 15.84% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 15.84% | +0.12% |