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FSCOX vs. WISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCOX vs. WISIX - Performance Comparison

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

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FSCOX vs. WISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WISIX
William Blair International Small Cap Growth Fund
-3.63%15.31%0.80%14.72%-34.99%11.01%29.09%34.22%-24.27%32.71%

Returns By Period

In the year-to-date period, FSCOX achieves a -4.86% return, which is significantly lower than WISIX's -3.63% return. Over the past 10 years, FSCOX has outperformed WISIX with an annualized return of 8.01%, while WISIX has yielded a comparatively lower 4.74% 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%

WISIX

1D
-1.60%
1M
-10.09%
YTD
-3.63%
6M
-5.31%
1Y
9.96%
3Y*
6.21%
5Y*
-1.02%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCOX vs. WISIX - Expense Ratio Comparison

Both FSCOX and WISIX have an expense ratio of 1.23%.


Return for Risk

FSCOX vs. WISIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSCOX
FSCOX Risk / Return Rank: 4848
Overall Rank
FSCOX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FSCOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FSCOX Omega Ratio Rank: 4747
Omega Ratio Rank
FSCOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSCOX Martin Ratio Rank: 4040
Martin Ratio Rank

WISIX
WISIX Risk / Return Rank: 2020
Overall Rank
WISIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WISIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WISIX Omega Ratio Rank: 2020
Omega Ratio Rank
WISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
WISIX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSCOX vs. WISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Small Cap Opportunities Fund (FSCOX) and William Blair International Small Cap Growth Fund (WISIX). 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.


FSCOXWISIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.56

+0.41

Sortino ratio

Return per unit of downside risk

1.39

0.83

+0.56

Omega ratio

Gain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratio

Return relative to maximum drawdown

1.20

0.66

+0.53

Martin ratio

Return relative to average drawdown

4.16

2.01

+2.15

FSCOX vs. WISIX - Sharpe Ratio Comparison

The current FSCOX Sharpe Ratio is 0.97, which is higher than the WISIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FSCOX and WISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSCOXWISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.56

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.06

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.28

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.31

+0.04

Correlation

The correlation between FSCOX and WISIX is 0.89, 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. WISIX - Dividend Comparison

FSCOX's dividend yield for the trailing twelve months is around 12.67%, more than WISIX's 0.63% yield.


TTM20252024202320222021202020192018201720162015
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%
WISIX
William Blair International Small Cap Growth Fund
0.63%0.61%1.78%0.88%0.21%16.20%2.09%0.31%13.84%9.94%0.36%2.31%

Drawdowns

FSCOX vs. WISIX - Drawdown Comparison

The maximum FSCOX drawdown since its inception was -72.65%, which is greater than WISIX's maximum drawdown of -64.84%. Use the drawdown chart below to compare losses from any high point for FSCOX and WISIX.


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Drawdown Indicators


FSCOXWISIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.65%

-64.84%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-10.09%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-40.75%

-47.76%

+7.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-47.76%

+7.01%

Current Drawdown

Current decline from peak

-11.02%

-22.75%

+11.73%

Average Drawdown

Average peak-to-trough decline

-18.65%

-16.60%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.67%

-0.50%

Volatility

FSCOX vs. WISIX - Volatility Comparison

Fidelity International Small Cap Opportunities Fund (FSCOX) and William Blair International Small Cap Growth Fund (WISIX) have volatilities of 5.92% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCOXWISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.00%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

9.88%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

15.08%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

17.21%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

17.23%

-1.27%