FSCOX vs. IJR
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares Core S&P Small-Cap ETF (IJR).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCOX or IJR.
Key characteristics
| FSCOX | IJR | |
|---|---|---|
| YTD Return | 4.36% | 13.66% |
| 1Y Return | 16.82% | 27.78% |
| 3Y Return (Ann) | -4.96% | 2.15% |
| 5Y Return (Ann) | 5.17% | 10.18% |
| 10Y Return (Ann) | 7.50% | 9.79% |
| Sharpe Ratio | 1.26 | 1.40 |
| Sortino Ratio | 1.82 | 2.09 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.59 | 1.52 |
| Martin Ratio | 6.69 | 7.92 |
| Ulcer Index | 2.49% | 3.53% |
| Daily Std Dev | 13.15% | 19.99% |
| Max Drawdown | -72.13% | -58.15% |
| Current Drawdown | -15.98% | -3.63% |
Correlation
The correlation between FSCOX and IJR is 0.63, 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. IJR - Performance Comparison
In the year-to-date period, FSCOX achieves a 4.36% return, which is significantly lower than IJR's 13.66% return. Over the past 10 years, FSCOX has underperformed IJR with an annualized return of 7.50%, while IJR has yielded a comparatively higher 9.79% annualized 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. IJR - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
FSCOX vs. IJR - Risk-Adjusted Performance 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.
Dividends
FSCOX vs. IJR - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 0.89%, less than IJR's 1.24% 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% |
IJR iShares Core S&P Small-Cap ETF | 1.24% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
FSCOX vs. IJR - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.13%, 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. For additional features, visit the drawdowns tool.
Volatility
FSCOX vs. IJR - Volatility Comparison
The current volatility for Fidelity International Small Cap Opportunities Fund (FSCOX) is 3.69%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.66%. This indicates that FSCOX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.