FADIX vs. VUG
Compare and contrast key facts about Fidelity Advisor Diversified International Fund Class M (FADIX) and Vanguard Growth ETF (VUG).
FADIX is managed by Fidelity. It was launched on Dec 17, 1998. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
FADIX vs. VUG - Performance Comparison
Loading graphics...
FADIX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FADIX Fidelity Advisor Diversified International Fund Class M | -4.03% | 26.92% | 5.88% | 16.84% | -24.11% | 12.38% | 18.98% | 29.08% | -15.79% | 25.69% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, FADIX achieves a -4.03% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, FADIX has underperformed VUG with an annualized return of 7.68%, while VUG has yielded a comparatively higher 16.03% annualized return.
FADIX
- 1D
- 0.15%
- 1M
- -12.06%
- YTD
- -4.03%
- 6M
- -0.07%
- 1Y
- 16.02%
- 3Y*
- 11.50%
- 5Y*
- 5.15%
- 10Y*
- 7.68%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FADIX vs. VUG - Expense Ratio Comparison
FADIX has a 1.41% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
FADIX vs. VUG — Risk / Return Rank
FADIX
VUG
FADIX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class M (FADIX) and Vanguard Growth ETF (VUG). 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.
| FADIX | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.81 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.31 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.11 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.18 | 3.96 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FADIX | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.81 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.52 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.75 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.20 |
Correlation
The correlation between FADIX and VUG is 0.76, 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
FADIX vs. VUG - Dividend Comparison
FADIX's dividend yield for the trailing twelve months is around 14.49%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADIX Fidelity Advisor Diversified International Fund Class M | 14.49% | 13.91% | 6.06% | 3.87% | 1.83% | 10.52% | 0.00% | 1.12% | 4.44% | 0.30% | 0.93% | 0.36% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
FADIX vs. VUG - Drawdown Comparison
The maximum FADIX drawdown since its inception was -61.45%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FADIX and VUG.
Loading graphics...
Drawdown Indicators
| FADIX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.45% | -50.68% | -10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -16.53% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -35.59% | -35.61% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -35.61% | +0.02% |
Current DrawdownCurrent decline from peak | -12.45% | -13.20% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -7.13% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.66% | -1.50% |
Volatility
FADIX vs. VUG - Volatility Comparison
Fidelity Advisor Diversified International Fund Class M (FADIX) has a higher volatility of 8.15% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that FADIX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FADIX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 7.00% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 12.65% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 22.68% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 22.23% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 21.38% | -4.50% |