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

Correlation

The correlation between FSTSX and FSCOX is 0.99, 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.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-1.93%
0.14%
FSTSX
FSCOX

Key characteristics

Sharpe Ratio

FSTSX:

0.47

FSCOX:

0.60

Sortino Ratio

FSTSX:

0.69

FSCOX:

0.88

Omega Ratio

FSTSX:

1.10

FSCOX:

1.12

Calmar Ratio

FSTSX:

0.21

FSCOX:

0.23

Martin Ratio

FSTSX:

1.34

FSCOX:

1.84

Ulcer Index

FSTSX:

5.08%

FSCOX:

4.44%

Daily Std Dev

FSTSX:

14.45%

FSCOX:

13.68%

Max Drawdown

FSTSX:

-45.09%

FSCOX:

-72.13%

Current Drawdown

FSTSX:

-25.01%

FSCOX:

-28.48%

Returns By Period

The year-to-date returns for both investments are quite close, with FSTSX having a 6.42% return and FSCOX slightly higher at 6.69%. Over the past 10 years, FSTSX has underperformed FSCOX with an annualized return of 3.43%, while FSCOX has yielded a comparatively higher 4.52% annualized return.


FSTSX

YTD

6.42%

1M

6.88%

6M

-1.93%

1Y

5.40%

5Y*

2.31%

10Y*

3.43%

FSCOX

YTD

6.69%

1M

6.97%

6M

0.14%

1Y

6.65%

5Y*

1.33%

10Y*

4.52%

*Annualized

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 Rank

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

FSTSX
The Risk-Adjusted Performance Rank of FSTSX is 1515
Overall Rank
The Sharpe Ratio Rank of FSTSX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTSX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FSTSX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSTSX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of FSTSX is 1515
Martin Ratio Rank

FSCOX
The Risk-Adjusted Performance Rank of FSCOX is 2020
Overall Rank
The Sharpe Ratio Rank of FSCOX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCOX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FSCOX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FSCOX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FSCOX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.47, compared to the broader market-1.000.001.002.003.004.000.470.60
The chart of Sortino ratio for FSTSX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.000.690.88
The chart of Omega ratio for FSTSX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.12
The chart of Calmar ratio for FSTSX, currently valued at 0.21, compared to the broader market0.005.0010.0015.0020.000.210.23
The chart of Martin ratio for FSTSX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.0080.001.341.84
FSTSX
FSCOX

The current FSTSX Sharpe Ratio is 0.47, which is comparable to the FSCOX Sharpe Ratio of 0.60. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.47
0.60
FSTSX
FSCOX

Dividends

FSTSX vs. FSCOX - Dividend Comparison

FSTSX's dividend yield for the trailing twelve months is around 3.18%, more than FSCOX's 1.46% yield.


TTM20242023202220212020201920182017201620152014
FSTSX
Fidelity Series International Small Cap Fund
3.18%3.39%2.18%1.44%2.22%0.81%2.09%2.59%1.59%1.08%8.29%3.25%
FSCOX
Fidelity International Small Cap Opportunities Fund
1.46%1.55%0.93%0.02%0.13%0.00%0.84%1.05%0.77%1.15%1.47%1.47%

Drawdowns

FSTSX vs. FSCOX - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -45.09%, 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.


-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-25.01%
-28.48%
FSTSX
FSCOX

Volatility

FSTSX vs. FSCOX - Volatility Comparison

Fidelity Series International Small Cap Fund (FSTSX) and Fidelity International Small Cap Opportunities Fund (FSCOX) have volatilities of 3.35% and 3.28%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.35%
3.28%
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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