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

Correlation

The correlation between FSCOX and FSTSX is 0.99, 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. 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.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.80%
-4.79%
FSCOX
FSTSX

Key characteristics

Sharpe Ratio

FSCOX:

0.43

FSTSX:

0.32

Sortino Ratio

FSCOX:

0.66

FSTSX:

0.50

Omega Ratio

FSCOX:

1.09

FSTSX:

1.07

Calmar Ratio

FSCOX:

0.17

FSTSX:

0.14

Martin Ratio

FSCOX:

1.31

FSTSX:

0.90

Ulcer Index

FSCOX:

4.46%

FSTSX:

5.13%

Daily Std Dev

FSCOX:

13.69%

FSTSX:

14.46%

Max Drawdown

FSCOX:

-72.13%

FSTSX:

-45.09%

Current Drawdown

FSCOX:

-29.23%

FSTSX:

-25.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSCOX having a 5.57% return and FSTSX slightly lower at 5.31%. Over the past 10 years, FSCOX has outperformed FSTSX with an annualized return of 4.40%, while FSTSX has yielded a comparatively lower 3.32% annualized return.


FSCOX

YTD

5.57%

1M

3.51%

6M

-2.80%

1Y

4.68%

5Y*

1.88%

10Y*

4.40%

FSTSX

YTD

5.31%

1M

3.52%

6M

-4.79%

1Y

3.50%

5Y*

2.86%

10Y*

3.32%

*Annualized

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. FSTSX - Expense Ratio Comparison

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


FSCOX
Fidelity International Small Cap Opportunities Fund
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%
Expense ratio chart for FSTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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 2020
Overall Rank
The Sharpe Ratio Rank of FSCOX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCOX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FSCOX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSCOX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FSCOX is 2121
Martin Ratio Rank

FSTSX
The Risk-Adjusted Performance Rank of FSTSX is 1616
Overall Rank
The Sharpe Ratio Rank of FSTSX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTSX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSTSX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FSTSX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FSTSX is 1616
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.


Sharpe ratio
The chart of Sharpe ratio for FSCOX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.430.32
The chart of Sortino ratio for FSCOX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.000.660.50
The chart of Omega ratio for FSCOX, currently valued at 1.09, compared to the broader market1.002.003.004.001.091.07
The chart of Calmar ratio for FSCOX, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.170.14
The chart of Martin ratio for FSCOX, currently valued at 1.31, compared to the broader market0.0020.0040.0060.0080.001.310.90
FSCOX
FSTSX

The current FSCOX Sharpe Ratio is 0.43, which is higher than the FSTSX Sharpe Ratio of 0.32. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.43
0.32
FSCOX
FSTSX

Dividends

FSCOX vs. FSTSX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 1.47%, less than FSTSX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
FSCOX
Fidelity International Small Cap Opportunities Fund
1.47%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
3.22%3.39%2.18%1.44%2.22%0.81%2.09%2.59%1.59%1.08%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.


-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-29.23%
-25.79%
FSCOX
FSTSX

Volatility

FSCOX vs. FSTSX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) and Fidelity Series International Small Cap Fund (FSTSX) have volatilities of 3.20% and 3.27%, 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%8.00%SeptemberOctoberNovemberDecember2025February
3.20%
3.27%
FSCOX
FSTSX
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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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