If your CapOne card is a Visa Signature, you get the usual Visa Signature (secondary) coverage. I also use PenFed Amex which has (secondary) coverage. But read the fine print carefully to see what this covers in each case, and look out for excluded countries (Visa Sig has a few, but none for PenFed Amex). Neither CapOne cards nor PenFed Amex has forex fees.

Recently I've been using PenFed Amex for rental cars overseas -- the Penfed Amex booking tool/concierge has been excellent finding rates a good deal lower than I could find elsewhere.