FSCOX vs. HSCZ
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCOX or HSCZ.
Key characteristics
| FSCOX | HSCZ | |
|---|---|---|
| YTD Return | 4.36% | 11.24% |
| 1Y Return | 16.82% | 16.75% |
| 3Y Return (Ann) | -4.96% | 4.23% |
| 5Y Return (Ann) | 5.17% | 8.37% |
| Sharpe Ratio | 1.26 | 1.48 |
| Sortino Ratio | 1.82 | 1.98 |
| Omega Ratio | 1.23 | 1.27 |
| Calmar Ratio | 0.59 | 1.74 |
| Martin Ratio | 6.69 | 8.56 |
| Ulcer Index | 2.49% | 1.99% |
| Daily Std Dev | 13.15% | 11.55% |
| Max Drawdown | -72.13% | -34.89% |
| Current Drawdown | -15.98% | -2.30% |
Correlation
The correlation between FSCOX and HSCZ is 0.73, 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.
Performance
FSCOX vs. HSCZ - Performance Comparison
In the year-to-date period, FSCOX achieves a 4.36% return, which is significantly lower than HSCZ's 11.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCOX vs. HSCZ - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than HSCZ's 0.43% expense ratio.
Risk-Adjusted Performance
FSCOX vs. HSCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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.
Dividends
FSCOX vs. HSCZ - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 0.89%, less than HSCZ's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | 0.89% | 0.93% | 0.02% | 0.13% | 0.00% | 0.84% | 1.05% | 0.77% | 1.15% | 1.47% | 1.47% | 1.87% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.55% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% | 0.00% | 0.00% |
Drawdowns
FSCOX vs. HSCZ - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.13%, which is greater than HSCZ's maximum drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for FSCOX and HSCZ. For additional features, visit the drawdowns tool.
Volatility
FSCOX vs. HSCZ - Volatility Comparison
Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 3.69% compared to iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) at 2.59%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.