FSCOX vs. SCZ
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares MSCI EAFE Small-Cap ETF (SCZ).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007.
Performance
FSCOX vs. SCZ - Performance Comparison
Loading graphics...
FSCOX vs. SCZ - 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% |
SCZ iShares MSCI EAFE Small-Cap ETF | 1.14% | 32.08% | 1.52% | 12.98% | -21.27% | 10.12% | 11.71% | 24.68% | -17.64% | 32.72% |
Returns By Period
In the year-to-date period, FSCOX achieves a -4.86% return, which is significantly lower than SCZ's 1.14% return. Both investments have delivered pretty close results over the past 10 years, with FSCOX having a 8.01% annualized return and SCZ not far behind at 7.69%.
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%
SCZ
- 1D
- 3.06%
- 1M
- -8.53%
- YTD
- 1.14%
- 6M
- 4.20%
- 1Y
- 27.73%
- 3Y*
- 13.29%
- 5Y*
- 4.46%
- 10Y*
- 7.69%
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. SCZ - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than SCZ's 0.40% expense ratio.
Return for Risk
FSCOX vs. SCZ — Risk / Return Rank
FSCOX
SCZ
FSCOX vs. SCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and iShares MSCI EAFE Small-Cap ETF (SCZ). 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 | SCZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.71 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.31 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.29 | -1.09 |
Martin ratioReturn relative to average drawdown | 4.16 | 9.00 | -4.85 |
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 | SCZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.71 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.27 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.25 | +0.10 |
Correlation
The correlation between FSCOX and SCZ is 0.88, 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.
Dividends
FSCOX vs. SCZ - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 12.67%, more than SCZ's 3.26% 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% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.26% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
Drawdowns
FSCOX vs. SCZ - Drawdown Comparison
The maximum FSCOX drawdown since its inception was -72.65%, which is greater than SCZ's maximum drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for FSCOX and SCZ.
Loading graphics...
Drawdown Indicators
| FSCOX | SCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.65% | -61.86% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -11.43% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -40.75% | -36.87% | -3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -41.07% | +0.32% |
Current DrawdownCurrent decline from peak | -11.02% | -8.53% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -13.17% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.91% | +0.26% |
Volatility
FSCOX vs. SCZ - Volatility Comparison
The current volatility for Fidelity International Small Cap Opportunities Fund (FSCOX) is 5.92%, while iShares MSCI EAFE Small-Cap ETF (SCZ) has a volatility of 7.37%. This indicates that FSCOX experiences smaller price fluctuations and is considered to be less risky than SCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FSCOX | SCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 7.37% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 10.71% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 16.38% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 16.62% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.35% | -1.39% |