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

Correlation

The correlation between FSTSX and FSCOX is 1.00, 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.


-0.50.00.51.01.0

Performance

FSTSX vs. FSCOX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.31%
-1.85%
FSTSX
FSCOX

Key characteristics

Sharpe Ratio

FSTSX:

-0.20

FSCOX:

-0.04

Sortino Ratio

FSTSX:

-0.15

FSCOX:

0.04

Omega Ratio

FSTSX:

0.98

FSCOX:

1.01

Calmar Ratio

FSTSX:

-0.16

FSCOX:

-0.02

Martin Ratio

FSTSX:

-0.87

FSCOX:

-0.17

Ulcer Index

FSTSX:

3.65%

FSCOX:

3.30%

Daily Std Dev

FSTSX:

15.96%

FSCOX:

14.33%

Max Drawdown

FSTSX:

-38.91%

FSCOX:

-72.13%

Current Drawdown

FSTSX:

-18.99%

FSCOX:

-20.70%

Returns By Period

In the year-to-date period, FSTSX achieves a -4.19% return, which is significantly lower than FSCOX's -1.50% return. Both investments have delivered pretty close results over the past 10 years, with FSTSX having a 6.69% annualized return and FSCOX not far behind at 6.58%.


FSTSX

YTD

-4.19%

1M

-8.81%

6M

-5.30%

1Y

-3.16%

5Y*

3.53%

10Y*

6.69%

FSCOX

YTD

-1.50%

1M

-5.57%

6M

-1.85%

1Y

-0.56%

5Y*

2.96%

10Y*

6.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSTSX vs. FSCOX - Expense Ratio Comparison

FSTSX has a 0.03% expense ratio, which is lower than FSCOX's 1.23% 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 FSTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FSTSX vs. FSCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Small Cap Fund (FSTSX) and Fidelity International Small Cap Opportunities Fund (FSCOX). 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 FSTSX, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00-0.20-0.04
The chart of Sortino ratio for FSTSX, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.00-0.150.04
The chart of Omega ratio for FSTSX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.01
The chart of Calmar ratio for FSTSX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.16-0.02
The chart of Martin ratio for FSTSX, currently valued at -0.87, compared to the broader market0.0020.0040.0060.00-0.87-0.17
FSTSX
FSCOX

The current FSTSX Sharpe Ratio is -0.20, which is lower than the FSCOX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of FSTSX and FSCOX, 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
-0.20
-0.04
FSTSX
FSCOX

Dividends

FSTSX vs. FSCOX - Dividend Comparison

Neither FSTSX nor FSCOX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FSTSX
Fidelity Series International Small Cap Fund
0.00%2.18%1.44%2.22%0.81%2.09%2.59%1.59%1.08%8.29%3.25%4.48%
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%

Drawdowns

FSTSX vs. FSCOX - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -38.91%, smaller than the maximum FSCOX drawdown of -72.13%. Use the drawdown chart below to compare losses from any high point for FSTSX and FSCOX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.99%
-20.70%
FSTSX
FSCOX

Volatility

FSTSX vs. FSCOX - Volatility Comparison

Fidelity Series International Small Cap Fund (FSTSX) has a higher volatility of 10.56% compared to Fidelity International Small Cap Opportunities Fund (FSCOX) at 7.25%. This indicates that FSTSX's price experiences larger fluctuations and is considered to be riskier than FSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.56%
7.25%
FSTSX
FSCOX
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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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