FSTSX vs. FNILX
Compare and contrast key facts about Fidelity Series International Small Cap Fund (FSTSX) and Fidelity ZERO Large Cap Index Fund (FNILX).
FSTSX is managed by Fidelity. It was launched on Dec 3, 2009. FNILX is managed by Fidelity.
Performance
FSTSX vs. FNILX - Performance Comparison
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FSTSX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FSTSX Fidelity Series International Small Cap Fund | -4.92% | 27.49% | 4.97% | 18.36% | -26.25% | 18.29% | 19.61% | 28.24% | -12.85% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, FSTSX achieves a -4.92% return, which is significantly higher than FNILX's -7.30% return.
FSTSX
- 1D
- -0.18%
- 1M
- -11.22%
- YTD
- -4.92%
- 6M
- -3.31%
- 1Y
- 17.66%
- 3Y*
- 11.76%
- 5Y*
- 5.42%
- 10Y*
- 8.86%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
- —
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FSTSX vs. FNILX - Expense Ratio Comparison
FSTSX has a 0.03% expense ratio, which is higher than FNILX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FSTSX vs. FNILX — Risk / Return Rank
FSTSX
FNILX
FSTSX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Small Cap Fund (FSTSX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| FSTSX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.83 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.28 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.04 | +0.26 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.01 | -0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FSTSX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.83 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.65 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.64 | -0.06 |
Correlation
The correlation between FSTSX and FNILX is 0.70, 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
FSTSX vs. FNILX - Dividend Comparison
FSTSX's dividend yield for the trailing twelve months is around 16.03%, more than FNILX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTSX Fidelity Series International Small Cap Fund | 16.03% | 15.24% | 10.22% | 3.34% | 6.38% | 13.22% | 0.81% | 4.27% | 10.99% | 6.30% | 4.01% | 7.32% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
FSTSX vs. FNILX - Drawdown Comparison
The maximum FSTSX drawdown since its inception was -38.91%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FSTSX and FNILX.
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Drawdown Indicators
| FSTSX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.91% | -33.76% | -5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.18% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -38.91% | -25.40% | -13.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | — | — |
Current DrawdownCurrent decline from peak | -11.22% | -9.01% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -5.47% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.54% | +0.65% |
Volatility
FSTSX vs. FNILX - Volatility Comparison
Fidelity Series International Small Cap Fund (FSTSX) has a higher volatility of 6.05% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that FSTSX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTSX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.23% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 9.14% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 18.26% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 17.22% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 20.17% | -4.37% |