FADIX vs. VUG

Last updated Jun 24, 2026

FADIX (Fidelity Advisor Diversified International Fund Class M) and VUG (Vanguard Growth ETF) are both funds - FADIX is a Foreign Large Cap Equities fund managed by Fidelity, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, FADIX returned 10.11%/yr vs 18.02%/yr for VUG. A 0.76 correlation means they provide meaningful diversification when combined. FADIX charges 1.41%/yr vs 0.03%/yr for VUG.

Performance

FADIX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class M (FADIX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FADIX achieves a 14.81% return, which is significantly higher than VUG's 3.52% return. Over the past 10 years, FADIX has underperformed VUG with an annualized return of 10.11%, while VUG has yielded a comparatively higher 18.02% annualized return.

FADIX

• 1D: 0.45%
• 1M: 5.28%
• YTD: 14.81%
• 6M: 14.69%
• 1Y: 26.73%
• 3Y*: 17.63%
• 5Y*: 7.67%
• 10Y*: 10.11%

VUG

• 1D: -2.12%
• 1M: -3.95%
• YTD: 3.52%
• 6M: 2.23%
• 1Y: 20.05%
• 3Y*: 22.74%
• 5Y*: 12.80%
• 10Y*: 18.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	14.81%	26.92%	5.88%	16.84%	-24.11%	12.38%	18.98%	29.08%	-15.79%	25.69%
VUG Vanguard Growth ETF	3.52%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between FADIX and VUG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.76

The correlation between FADIX and VUG has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Return for Risk

FADIX vs. VUG — Risk / Return Rank

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

FADIX

FADIX Risk / Return Rank: 36
FADIX Sharpe Ratio Rank: 34
FADIX Sortino Ratio Rank: 33
FADIX Omega Ratio Rank: 33
FADIX Calmar Ratio Rank: 38
FADIX Martin Ratio Rank: 42

VUG

VUG Risk / Return Rank: 31
VUG Sharpe Ratio Rank: 34
VUG Sortino Ratio Rank: 32
VUG Omega Ratio Rank: 33
VUG Calmar Ratio Rank: 26
VUG Martin Ratio Rank: 30

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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FADIX	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.55	1.19	+0.35
Sortino ratio: Return per unit of downside risk	2.21	1.67	+0.54
Omega ratio: Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio: Return relative to maximum drawdown	2.20	1.22	+0.98
Martin ratio: Return relative to average drawdown	8.52	4.15	+4.37

FADIX vs. VUG - Sharpe Ratio Comparison

The current FADIX Sharpe Ratio is 1.55, which is comparable to the VUG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FADIX and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	FADIX	VUG	Difference
Max Drawdown Largest 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 (3Y) Largest decline over 3 years	-14.68%	-22.85%	+8.17%
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 Drawdown Current decline from peak	0.00%	-6.88%	+6.88%
Average Drawdown Average peak-to-trough decline	-13.87%	-7.09%	-6.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	4.84%	-1.60%

Volatility

FADIX vs. VUG - Volatility Comparison

Fidelity Advisor Diversified International Fund Class M (FADIX) and Vanguard Growth ETF (VUG) have volatilities of 6.69% and 6.86%, 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.

Volatility by Period

	FADIX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.69%	6.86%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	15.42%	13.44%	+1.98%
Volatility (1Y) Calculated over the trailing 1-year period	17.89%	16.91%	+0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	22.39%	-5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	21.51%	-4.37%

FADIX vs. VUG - Expense Ratio Comparison

FADIX has a 1.41% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

FADIX vs. VUG - Dividend Comparison

FADIX's dividend yield for the trailing twelve months is around 12.11%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FADIX Fidelity Advisor Diversified International Fund Class M	12.11%	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	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both FADIX and VUG in my portfolio?

FADIX and VUG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FADIX or VUG?

VUG has higher volatility (6.86%) compared to FADIX (6.69%). In terms of maximum drawdown, FADIX dropped -61.45% vs VUG's -50.68%.

Which has better risk-adjusted returns?

FADIX currently has the higher Sharpe Ratio (1.55 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.