FSCOX vs. LZISX
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Lazard International Small Cap Equity Portfolio (LZISX).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
FSCOX vs. LZISX - Performance Comparison
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Returns By Period
In the year-to-date period, FSCOX achieves a -1.28% return, which is significantly lower than LZISX's 6.23% return. Over the past 10 years, FSCOX has outperformed LZISX with an annualized return of 8.37%, while LZISX has yielded a comparatively lower 6.06% annualized return.
FSCOX
- 1D
- -0.92%
- 1M
- -2.89%
- YTD
- -1.28%
- 6M
- -0.09%
- 1Y
- 28.30%
- 3Y*
- 11.77%
- 5Y*
- 4.42%
- 10Y*
- 8.37%
LZISX
- 1D
- -0.09%
- 1M
- -3.52%
- YTD
- 6.23%
- 6M
- 7.46%
- 1Y
- 48.15%
- 3Y*
- 12.88%
- 5Y*
- 4.10%
- 10Y*
- 6.06%
FSCOX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | -1.28% | 25.05% | 4.08% | 16.99% | -28.93% | 17.66% | 19.61% | 29.07% | -14.13% | 34.70% |
LZISX Lazard International Small Cap Equity Portfolio | 6.23% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
Correlation
The correlation between FSCOX and LZISX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
FSCOX vs. LZISX - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than LZISX's 1.14% expense ratio.
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Return for Risk
FSCOX vs. LZISX — Risk / Return Rank
FSCOX
LZISX
FSCOX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Lazard International Small Cap Equity Portfolio (LZISX). 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.
| FSCOX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.99 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.52 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.13 | -1.34 |
Martin ratioReturn relative to average drawdown | 6.03 | 12.14 | -6.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSCOX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.99 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.24 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.41 | -0.05 |
Drawdowns
FSCOX vs. LZISX - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.65%, which is greater than LZISX's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for FSCOX and LZISX.
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Drawdown Indicators
| FSCOX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -65.43% | -7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -12.10% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.75% | -42.01% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -44.80% | +4.05% |
Current DrawdownCurrent decline from peak | -7.68% | -7.41% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -18.64% | -14.85% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.12% | +0.14% |
Volatility
FSCOX vs. LZISX - Volatility Comparison
The current volatility for Fidelity International Small Cap Opportunities Fund (FSCOX) is 6.27%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.40%. This indicates that FSCOX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCOX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 8.40% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 15.33% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 19.10% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 17.22% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.86% | -0.87% |
Dividends
FSCOX vs. LZISX - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 12.21%, more than LZISX's 1.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | 12.21% | 12.05% | 6.41% | 3.73% | 6.40% | 8.83% | 0.00% | 1.09% | 2.99% | 1.31% | 1.43% | 0.47% |
LZISX Lazard International Small Cap Equity Portfolio | 1.80% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |