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

Correlation

The correlation between FSCOX and FSTSX is 0.69, 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. FSTSX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSCOX:

0.60

FSTSX:

0.52

Sortino Ratio

FSCOX:

0.98

FSTSX:

0.85

Omega Ratio

FSCOX:

1.14

FSTSX:

1.13

Calmar Ratio

FSCOX:

0.29

FSTSX:

0.30

Martin Ratio

FSCOX:

2.10

FSTSX:

1.63

Ulcer Index

FSCOX:

5.14%

FSTSX:

6.09%

Daily Std Dev

FSCOX:

16.34%

FSTSX:

17.22%

Max Drawdown

FSCOX:

-72.13%

FSTSX:

-45.09%

Current Drawdown

FSCOX:

-23.55%

FSTSX:

-18.87%

Returns By Period

In the year-to-date period, FSCOX achieves a 14.05% return, which is significantly lower than FSTSX's 15.12% return. Over the past 10 years, FSCOX has outperformed FSTSX with an annualized return of 4.43%, while FSTSX has yielded a comparatively lower 3.49% annualized return.


FSCOX

YTD

14.05%

1M

8.93%

6M

9.16%

1Y

9.75%

3Y*

5.46%

5Y*

4.67%

10Y*

4.43%

FSTSX

YTD

15.12%

1M

9.51%

6M

8.31%

1Y

8.92%

3Y*

7.18%

5Y*

6.30%

10Y*

3.49%

*Annualized

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FSCOX vs. FSTSX - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than FSTSX's 0.03% expense ratio.


Risk-Adjusted Performance

FSCOX vs. FSTSX — Risk-Adjusted Performance Rank

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

FSCOX
The Risk-Adjusted Performance Rank of FSCOX is 5757
Overall Rank
The Sharpe Ratio Rank of FSCOX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCOX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSCOX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FSCOX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FSCOX is 6060
Martin Ratio Rank

FSTSX
The Risk-Adjusted Performance Rank of FSTSX is 5151
Overall Rank
The Sharpe Ratio Rank of FSTSX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTSX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FSTSX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSTSX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FSTSX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSCOX vs. FSTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity Series International Small Cap Fund (FSTSX). 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.


The current FSCOX Sharpe Ratio is 0.60, which is comparable to the FSTSX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FSCOX and FSTSX, 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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Dividends

FSCOX vs. FSTSX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 1.36%, less than FSTSX's 8.87% yield.


TTM20242023202220212020201920182017201620152014
FSCOX
Fidelity International Small Cap Opportunities Fund
1.36%1.55%0.93%0.02%0.13%0.00%0.84%1.05%0.77%1.15%1.47%1.47%
FSTSX
Fidelity Series International Small Cap Fund
8.87%10.22%3.34%6.38%13.22%0.81%4.27%10.99%6.30%4.01%8.29%3.25%

Drawdowns

FSCOX vs. FSTSX - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.13%, which is greater than FSTSX's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for FSCOX and FSTSX. For additional features, visit the drawdowns tool.


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Volatility

FSCOX vs. FSTSX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity Series International Small Cap Fund (FSTSX) have volatilities of 1.86% and 1.90%, 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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