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

Correlation

The correlation between FSTSX and FSK is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

FSTSX vs. FSK - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
43.27%
85.94%
FSTSX
FSK

Key characteristics

Sharpe Ratio

FSTSX:

0.25

FSK:

0.93

Sortino Ratio

FSTSX:

0.44

FSK:

1.36

Omega Ratio

FSTSX:

1.07

FSK:

1.21

Calmar Ratio

FSTSX:

0.13

FSK:

0.84

Martin Ratio

FSTSX:

0.73

FSK:

3.83

Ulcer Index

FSTSX:

6.02%

FSK:

5.03%

Daily Std Dev

FSTSX:

17.37%

FSK:

20.65%

Max Drawdown

FSTSX:

-45.09%

FSK:

-67.20%

Current Drawdown

FSTSX:

-25.92%

FSK:

-15.93%

Returns By Period

In the year-to-date period, FSTSX achieves a 5.12% return, which is significantly higher than FSK's -6.88% return. Over the past 10 years, FSTSX has underperformed FSK with an annualized return of 2.92%, while FSK has yielded a comparatively higher 5.24% annualized return.


FSTSX

YTD

5.12%

1M

-1.56%

6M

-4.39%

1Y

5.75%

5Y*

5.82%

10Y*

2.92%

FSK

YTD

-6.88%

1M

-4.45%

6M

1.81%

1Y

15.92%

5Y*

23.49%

10Y*

5.24%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FSTSX vs. FSK — 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 4646
Overall Rank
The Sharpe Ratio Rank of FSTSX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTSX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FSTSX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FSTSX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FSTSX is 4444
Martin Ratio Rank

FSK
The Risk-Adjusted Performance Rank of FSK is 8181
Overall Rank
The Sharpe Ratio Rank of FSK is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FSK is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FSK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FSK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FSK is 8383
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. FSK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Small Cap Fund (FSTSX) and FS KKR Capital Corp. (FSK). 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 0.25, compared to the broader market-1.000.001.002.003.00
FSTSX: 0.25
FSK: 0.93
The chart of Sortino ratio for FSTSX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.00
FSTSX: 0.44
FSK: 1.36
The chart of Omega ratio for FSTSX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
FSTSX: 1.07
FSK: 1.21
The chart of Calmar ratio for FSTSX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.00
FSTSX: 0.13
FSK: 0.84
The chart of Martin ratio for FSTSX, currently valued at 0.73, compared to the broader market0.0010.0020.0030.0040.0050.00
FSTSX: 0.73
FSK: 3.83

The current FSTSX Sharpe Ratio is 0.25, which is lower than the FSK Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FSTSX and FSK, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.25
0.93
FSTSX
FSK

Dividends

FSTSX vs. FSK - Dividend Comparison

FSTSX's dividend yield for the trailing twelve months is around 3.22%, less than FSK's 14.57% yield.


TTM20242023202220212020201920182017201620152014
FSTSX
Fidelity Series International Small Cap Fund
3.22%3.39%2.18%1.44%2.22%0.81%2.09%2.59%1.59%1.08%8.29%3.25%
FSK
FS KKR Capital Corp.
14.57%13.35%15.02%15.20%11.80%15.46%12.40%16.41%11.69%8.66%9.92%8.91%

Drawdowns

FSTSX vs. FSK - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -45.09%, smaller than the maximum FSK drawdown of -67.20%. Use the drawdown chart below to compare losses from any high point for FSTSX and FSK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.92%
-15.93%
FSTSX
FSK

Volatility

FSTSX vs. FSK - Volatility Comparison

The current volatility for Fidelity Series International Small Cap Fund (FSTSX) is 9.56%, while FS KKR Capital Corp. (FSK) has a volatility of 14.54%. This indicates that FSTSX experiences smaller price fluctuations and is considered to be less risky than FSK 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.56%
14.54%
FSTSX
FSK
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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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