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FSCOX vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSCOX vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSCOX achieves a 6.74% return, which is significantly lower than IJR's 19.75% return. Over the past 10 years, FSCOX has underperformed IJR with an annualized return of 9.08%, while IJR has yielded a comparatively higher 11.34% annualized return.


FSCOX

1D
0.39%
1M
-1.19%
YTD
6.74%
6M
7.38%
1Y
15.64%
3Y*
13.62%
5Y*
5.02%
10Y*
9.08%

IJR

1D
0.03%
1M
4.58%
YTD
19.75%
6M
16.72%
1Y
36.74%
3Y*
16.28%
5Y*
6.65%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSCOX vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCOX
Fidelity International Small Cap Opportunities Fund
6.74%25.05%4.08%16.99%-28.93%17.66%19.61%29.07%-14.13%34.70%
IJR
iShares Core S&P Small-Cap ETF
19.75%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Correlation

The correlation between FSCOX and IJR is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2005

0.63

The correlation between FSCOX and IJR has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

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Return for Risk

FSCOX vs. IJR — Risk / Return Rank

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

FSCOX
FSCOX Risk / Return Rank: 1717
Overall Rank
FSCOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSCOX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSCOX Omega Ratio Rank: 1717
Omega Ratio Rank
FSCOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FSCOX Martin Ratio Rank: 1919
Martin Ratio Rank

IJR
IJR Risk / Return Rank: 7171
Overall Rank
IJR Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6969
Sortino Ratio Rank
IJR Omega Ratio Rank: 6060
Omega Ratio Rank
IJR Calmar Ratio Rank: 8383
Calmar Ratio Rank
IJR Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSCOX vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Core S&P Small-Cap ETF (IJR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSCOXIJRDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.20

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.37

4.25

-2.88

Martin ratioReturn relative to average drawdown

4.53

14.27

-9.74

FSCOX vs. IJR - Sharpe Ratio Comparison

The current FSCOX Sharpe Ratio is 1.09, which is lower than the IJR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of FSCOX and IJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSCOX vs. IJR - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.65%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FSCOX and IJR.


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Drawdown Indicators


FSCOXIJRDifference

Max Drawdown

Largest peak-to-trough decline

-72.65%

-58.15%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-8.68%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-28.02%

+13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-40.75%

-28.02%

-12.73%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-44.36%

+3.61%

Current Drawdown

Current decline from peak

-1.90%

-0.09%

-1.81%

Average Drawdown

Average peak-to-trough decline

-18.47%

-9.26%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.58%

+0.76%

Volatility

FSCOX vs. IJR - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 4.69% and 4.92%, 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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Volatility by Period


FSCOXIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.92%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

12.05%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

17.76%

-3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

21.40%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

22.93%

-6.82%

FSCOX vs. IJR - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than IJR's 0.06% expense ratio.


Dividends

FSCOX vs. IJR - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 11.29%, more than IJR's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCOX
Fidelity International Small Cap Opportunities Fund
11.29%12.05%6.41%3.73%6.40%8.83%0.00%1.09%2.99%1.31%1.43%0.47%
IJR
iShares Core S&P Small-Cap ETF
1.15%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Frequently Asked Questions


FSCOX and IJR have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (4.92%) compared to FSCOX (4.69%). In terms of maximum drawdown, FSCOX dropped -72.65% vs IJR's -58.15%.

IJR currently has the higher Sharpe Ratio (2.08 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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