FSCOX vs. NOIEX
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Northern Income Equity Fund (NOIEX).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. NOIEX is managed by Northern Funds. It was launched on Mar 31, 1994.
Performance
FSCOX vs. NOIEX - Performance Comparison
Loading graphics...
FSCOX vs. NOIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | -4.86% | 25.05% | 4.08% | 16.99% | -28.93% | 17.66% | 19.61% | 29.07% | -14.13% | 34.70% |
NOIEX Northern Income Equity Fund | -4.59% | 18.81% | 24.28% | 19.56% | -13.34% | 27.96% | 11.03% | 27.04% | -6.62% | 20.22% |
Returns By Period
In the year-to-date period, FSCOX achieves a -4.86% return, which is significantly lower than NOIEX's -4.59% return. Over the past 10 years, FSCOX has underperformed NOIEX with an annualized return of 8.01%, while NOIEX has yielded a comparatively higher 12.25% annualized return.
FSCOX
- 1D
- -0.24%
- 1M
- -11.02%
- YTD
- -4.86%
- 6M
- -3.43%
- 1Y
- 16.13%
- 3Y*
- 10.42%
- 5Y*
- 4.00%
- 10Y*
- 8.01%
NOIEX
- 1D
- -0.29%
- 1M
- -7.32%
- YTD
- -4.59%
- 6M
- -1.82%
- 1Y
- 16.41%
- 3Y*
- 17.35%
- 5Y*
- 11.80%
- 10Y*
- 12.25%
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. NOIEX - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than NOIEX's 0.49% expense ratio.
Return for Risk
FSCOX vs. NOIEX — Risk / Return Rank
FSCOX
NOIEX
FSCOX vs. NOIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Northern Income Equity Fund (NOIEX). 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 | NOIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.92 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.45 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.05 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.16 | 4.85 | -0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FSCOX | NOIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.92 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.73 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.69 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.65 | -0.30 |
Correlation
The correlation between FSCOX and NOIEX is 0.69, 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.
Dividends
FSCOX vs. NOIEX - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 12.67%, more than NOIEX's 8.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCOX Fidelity International Small Cap Opportunities Fund | 12.67% | 12.05% | 6.41% | 3.73% | 6.40% | 8.83% | 0.00% | 1.09% | 2.99% | 1.31% | 1.43% | 0.47% |
NOIEX Northern Income Equity Fund | 8.37% | 7.92% | 6.11% | 7.03% | 5.44% | 14.26% | 7.67% | 8.58% | 15.73% | 7.56% | 3.02% | 5.57% |
Drawdowns
FSCOX vs. NOIEX - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.65%, which is greater than NOIEX's maximum drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FSCOX and NOIEX.
Loading graphics...
Drawdown Indicators
| FSCOX | NOIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -45.66% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -12.41% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -40.75% | -21.89% | -18.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -35.31% | -5.44% |
Current DrawdownCurrent decline from peak | -11.02% | -8.39% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -5.01% | -13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.89% | +0.28% |
Volatility
FSCOX vs. NOIEX - Volatility Comparison
Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 5.92% compared to Northern Income Equity Fund (NOIEX) at 4.02%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than NOIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSCOX | NOIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 4.02% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 9.01% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 19.09% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 16.32% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.92% | -1.96% |