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FSTSX vs. VFSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTSX vs. VFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Small Cap Fund (FSTSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX). The values are adjusted to include any dividend payments, if applicable.

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FSTSX vs. VFSAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSTSX
Fidelity Series International Small Cap Fund
-2.29%27.49%4.97%18.36%-26.25%18.29%19.61%20.78%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
1.27%29.89%2.58%15.13%-21.30%12.68%11.90%13.47%

Returns By Period

In the year-to-date period, FSTSX achieves a -2.29% return, which is significantly lower than VFSAX's 1.27% return.


FSTSX

1D
2.76%
1M
-7.07%
YTD
-2.29%
6M
-0.44%
1Y
20.19%
3Y*
12.78%
5Y*
5.65%
10Y*
9.15%

VFSAX

1D
2.40%
1M
-8.22%
YTD
1.27%
6M
3.64%
1Y
29.20%
3Y*
13.60%
5Y*
5.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTSX vs. VFSAX - Expense Ratio Comparison

FSTSX has a 0.03% expense ratio, which is lower than VFSAX's 0.16% expense ratio. Despite the difference, 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. VFSAX — Risk / Return Rank

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

FSTSX
FSTSX Risk / Return Rank: 6868
Overall Rank
FSTSX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FSTSX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FSTSX Omega Ratio Rank: 6868
Omega Ratio Rank
FSTSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSTSX Martin Ratio Rank: 5959
Martin Ratio Rank

VFSAX
VFSAX Risk / Return Rank: 9090
Overall Rank
VFSAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VFSAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VFSAX Omega Ratio Rank: 8989
Omega Ratio Rank
VFSAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VFSAX Martin Ratio Rank: 8888
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.

FSTSX vs. VFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Small Cap Fund (FSTSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX). 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.


FSTSXVFSAXDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.06

-0.69

Sortino ratio

Return per unit of downside risk

1.90

2.63

-0.73

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.70

2.49

-0.79

Martin ratio

Return relative to average drawdown

5.95

9.78

-3.83

FSTSX vs. VFSAX - Sharpe Ratio Comparison

The current FSTSX Sharpe Ratio is 1.37, which is lower than the VFSAX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FSTSX and VFSAX, 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


FSTSXVFSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

2.06

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.36

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.48

+0.11

Correlation

The correlation between FSTSX and VFSAX 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

FSTSX vs. VFSAX - Dividend Comparison

FSTSX's dividend yield for the trailing twelve months is around 15.59%, more than VFSAX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
FSTSX
Fidelity Series International Small Cap Fund
15.59%15.24%10.22%3.34%6.38%13.22%0.81%4.27%10.99%6.30%4.01%7.32%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
3.27%3.31%3.36%3.06%2.22%2.67%1.85%3.19%0.00%0.00%0.00%0.00%

Drawdowns

FSTSX vs. VFSAX - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -38.91%, roughly equal to the maximum VFSAX drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for FSTSX and VFSAX.


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Drawdown Indicators


FSTSXVFSAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.91%

-39.86%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-11.48%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-38.91%

-33.81%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-8.77%

-9.36%

+0.59%

Average Drawdown

Average peak-to-trough decline

-7.95%

-9.42%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.92%

+0.28%

Volatility

FSTSX vs. VFSAX - Volatility Comparison

Fidelity Series International Small Cap Fund (FSTSX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) have volatilities of 6.72% and 6.64%, 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


FSTSXVFSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.64%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

10.11%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

14.58%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

14.90%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

17.03%

-1.21%