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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.


-0.50.00.51.0
Correlation: 0.9

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.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
155.85%
122.14%
FSTSX
VSS

Key characteristics

Sharpe Ratio

FSTSX:

0.25

VSS:

0.42

Sortino Ratio

FSTSX:

0.44

VSS:

0.69

Omega Ratio

FSTSX:

1.07

VSS:

1.09

Calmar Ratio

FSTSX:

0.13

VSS:

0.38

Martin Ratio

FSTSX:

0.73

VSS:

1.42

Ulcer Index

FSTSX:

6.02%

VSS:

4.83%

Daily Std Dev

FSTSX:

17.37%

VSS:

16.50%

Max Drawdown

FSTSX:

-45.09%

VSS:

-43.51%

Current Drawdown

FSTSX:

-25.92%

VSS:

-8.60%

Returns By Period

In the year-to-date period, FSTSX achieves a 5.12% return, which is significantly higher than VSS's 1.31% return. Over the past 10 years, FSTSX has underperformed VSS with an annualized return of 2.92%, while VSS has yielded a comparatively higher 3.98% annualized return.


FSTSX

YTD

5.12%

1M

-1.56%

6M

-4.39%

1Y

5.75%

5Y*

5.82%

10Y*

2.92%

VSS

YTD

1.31%

1M

-2.49%

6M

-4.29%

1Y

6.37%

5Y*

9.85%

10Y*

3.98%

*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. 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 is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSS: 0.07%
Expense ratio chart for FSTSX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSTSX: 0.03%

Risk-Adjusted Performance

FSTSX vs. VSS — 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

VSS
The Risk-Adjusted Performance Rank of VSS is 6161
Overall Rank
The Sharpe Ratio Rank of VSS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VSS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VSS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VSS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VSS is 5858
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. 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 0.25, compared to the broader market-1.000.001.002.003.00
FSTSX: 0.25
VSS: 0.42
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
VSS: 0.69
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
VSS: 1.09
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
VSS: 0.38
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
VSS: 1.42

The current FSTSX Sharpe Ratio is 0.25, which is lower than the VSS Sharpe Ratio of 0.42. 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.25
0.42
FSTSX
VSS

Dividends

FSTSX vs. VSS - Dividend Comparison

FSTSX's dividend yield for the trailing twelve months is around 3.22%, less than VSS's 3.40% 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%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.40%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%

Drawdowns

FSTSX vs. VSS - Drawdown Comparison

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-25.92%
-8.60%
FSTSX
VSS

Volatility

FSTSX vs. VSS - Volatility Comparison

The current volatility for Fidelity Series International Small Cap Fund (FSTSX) is 9.56%, while Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) has a volatility of 10.34%. This indicates that FSTSX experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
9.56%
10.34%
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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