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

Correlation

The correlation between FSTSX and VSS is 0.87, 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.


-0.50.00.51.00.9

Performance

FSTSX vs. VSS - 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 ETF (VSS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.53%
0.99%
FSTSX
VSS

Key characteristics

Sharpe Ratio

FSTSX:

-0.20

VSS:

0.34

Sortino Ratio

FSTSX:

-0.15

VSS:

0.53

Omega Ratio

FSTSX:

0.98

VSS:

1.07

Calmar Ratio

FSTSX:

-0.16

VSS:

0.26

Martin Ratio

FSTSX:

-0.87

VSS:

1.38

Ulcer Index

FSTSX:

3.65%

VSS:

3.16%

Daily Std Dev

FSTSX:

15.96%

VSS:

12.93%

Max Drawdown

FSTSX:

-38.91%

VSS:

-43.51%

Current Drawdown

FSTSX:

-18.99%

VSS:

-9.40%

Returns By Period

In the year-to-date period, FSTSX achieves a -4.19% return, which is significantly lower than VSS's 3.38% return. Over the past 10 years, FSTSX has outperformed VSS with an annualized return of 6.69%, while VSS has yielded a comparatively lower 4.66% annualized return.


FSTSX

YTD

-4.19%

1M

-8.81%

6M

-5.30%

1Y

-3.16%

5Y*

3.53%

10Y*

6.69%

VSS

YTD

3.38%

1M

-0.76%

6M

0.56%

1Y

4.36%

5Y*

3.62%

10Y*

4.66%

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. VSS - Expense Ratio Comparison

FSTSX has a 0.03% expense ratio, which is lower than VSS's 0.07% 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%.


VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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. VSS - Risk-Adjusted Performance 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 ETF (VSS). 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-1.000.001.002.003.004.00-0.200.34
The chart of Sortino ratio for FSTSX, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.0010.00-0.150.53
The chart of Omega ratio for FSTSX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.981.07
The chart of Calmar ratio for FSTSX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.160.26
The chart of Martin ratio for FSTSX, currently valued at -0.87, compared to the broader market0.0020.0040.0060.00-0.871.38
FSTSX
VSS

The current FSTSX Sharpe Ratio is -0.20, which is lower than the VSS Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FSTSX and VSS, 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
0.34
FSTSX
VSS

Dividends

FSTSX vs. VSS - Dividend Comparison

FSTSX has not paid dividends to shareholders, while VSS's dividend yield for the trailing twelve months is around 3.43%.


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%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.43%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%

Drawdowns

FSTSX vs. VSS - Drawdown Comparison

The maximum FSTSX drawdown since its inception was -38.91%, smaller than the maximum VSS drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for FSTSX and VSS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.99%
-9.40%
FSTSX
VSS

Volatility

FSTSX vs. VSS - Volatility Comparison

Fidelity Series International Small Cap Fund (FSTSX) has a higher volatility of 10.56% compared to Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) at 3.66%. This indicates that FSTSX's price experiences larger fluctuations and is considered to be riskier than VSS 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%
3.66%
FSTSX
VSS
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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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