FSCOX vs. VXUS
Compare and contrast key facts about Fidelity International Small Cap Opportunities Fund (FSCOX) and Vanguard Total International Stock ETF (VXUS).
FSCOX is managed by Fidelity. It was launched on Aug 2, 2005. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCOX or VXUS.
Key characteristics
| FSCOX | VXUS | |
|---|---|---|
| YTD Return | 4.36% | 6.19% |
| 1Y Return | 16.82% | 13.19% |
| 3Y Return (Ann) | -4.96% | 0.38% |
| 5Y Return (Ann) | 5.17% | 5.31% |
| 10Y Return (Ann) | 7.50% | 4.92% |
| Sharpe Ratio | 1.26 | 1.05 |
| Sortino Ratio | 1.82 | 1.52 |
| Omega Ratio | 1.23 | 1.19 |
| Calmar Ratio | 0.59 | 1.11 |
| Martin Ratio | 6.69 | 5.75 |
| Ulcer Index | 2.49% | 2.33% |
| Daily Std Dev | 13.15% | 12.72% |
| Max Drawdown | -72.13% | -35.97% |
| Current Drawdown | -15.98% | -7.34% |
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.
Performance
FSCOX vs. VXUS - Performance Comparison
In the year-to-date period, FSCOX achieves a 4.36% return, which is significantly lower than VXUS's 6.19% return. Over the past 10 years, FSCOX has outperformed VXUS with an annualized return of 7.50%, while VXUS has yielded a comparatively lower 4.92% 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. VXUS - Expense Ratio Comparison
FSCOX has a 1.23% expense ratio, which is higher than VXUS's 0.07% expense ratio.
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.
Dividends
FSCOX vs. VXUS - Dividend Comparison
FSCOX's dividend yield for the trailing twelve months is around 0.89%, less than VXUS's 3.02% 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% |
VXUS Vanguard Total International Stock ETF | 3.02% | 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.
Volatility
FSCOX vs. VXUS - Volatility Comparison
The current volatility for Fidelity International Small Cap Opportunities Fund (FSCOX) is 3.69%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. This indicates that FSCOX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.