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FSCOX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCOX and VXUS is 0.84, 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.


-0.50.00.51.00.8

Performance

FSCOX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Small Cap Opportunities Fund (FSCOX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.25%
0.72%
FSCOX
VXUS

Key characteristics

Sharpe Ratio

FSCOX:

-0.04

VXUS:

0.57

Sortino Ratio

FSCOX:

0.04

VXUS:

0.86

Omega Ratio

FSCOX:

1.01

VXUS:

1.11

Calmar Ratio

FSCOX:

-0.02

VXUS:

0.77

Martin Ratio

FSCOX:

-0.17

VXUS:

2.30

Ulcer Index

FSCOX:

3.30%

VXUS:

3.14%

Daily Std Dev

FSCOX:

14.33%

VXUS:

12.67%

Max Drawdown

FSCOX:

-72.13%

VXUS:

-35.97%

Current Drawdown

FSCOX:

-20.70%

VXUS:

-7.56%

Returns By Period

In the year-to-date period, FSCOX achieves a -1.50% return, which is significantly lower than VXUS's 5.93% return. Over the past 10 years, FSCOX has outperformed VXUS with an annualized return of 6.58%, while VXUS has yielded a comparatively lower 5.00% annualized return.


FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

VXUS

YTD

5.93%

1M

-0.80%

6M

0.30%

1Y

7.23%

5Y*

4.47%

10Y*

5.00%

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. VXUS - Expense Ratio Comparison

FSCOX has a 1.23% expense ratio, which is higher than VXUS's 0.07% expense ratio.


FSCOX
Fidelity International Small Cap Opportunities Fund
Expense ratio chart for FSCOX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FSCOX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCOX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.040.57
The chart of Sortino ratio for FSCOX, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.040.86
The chart of Omega ratio for FSCOX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.11
The chart of Calmar ratio for FSCOX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.020.77
The chart of Martin ratio for FSCOX, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.172.30
FSCOX
VXUS

The current FSCOX Sharpe Ratio is -0.04, which is lower than the VXUS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FSCOX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
0.57
FSCOX
VXUS

Dividends

FSCOX vs. VXUS - Dividend Comparison

FSCOX has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 3.34%.


TTM20232022202120202019201820172016201520142013
FSCOX
Fidelity International Small Cap Opportunities Fund
0.00%0.93%0.02%0.13%0.00%0.84%1.05%0.77%1.15%1.47%1.47%1.87%
VXUS
Vanguard Total International Stock ETF
3.34%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

FSCOX vs. VXUS - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.13%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FSCOX and VXUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.70%
-7.56%
FSCOX
VXUS

Volatility

FSCOX vs. VXUS - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) has a higher volatility of 7.25% compared to Vanguard Total International Stock ETF (VXUS) at 3.47%. This indicates that FSCOX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
3.47%
FSCOX
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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