PortfoliosLab logoPortfoliosLab logo
FALAX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FALAX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class A (FALAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FALAX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FALAX
Fidelity Advisor Large Cap Fund Class A
0.00%19.36%26.05%23.16%-8.16%25.49%8.56%31.37%-8.64%16.87%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.08%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

Over the past 10 years, FALAX has outperformed VIHAX with an annualized return of 14.35%, while VIHAX has yielded a comparatively lower 10.16% annualized return.


FALAX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.16%
1Y
22.36%
3Y*
20.31%
5Y*
13.75%
10Y*
14.35%

VIHAX

1D
0.23%
1M
-8.45%
YTD
3.08%
6M
10.44%
1Y
30.03%
3Y*
19.39%
5Y*
12.05%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FALAX vs. VIHAX - Expense Ratio Comparison

FALAX has a 0.80% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

FALAX vs. VIHAX — Risk / Return Rank

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

FALAX
FALAX Risk / Return Rank: 6969
Overall Rank
FALAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FALAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FALAX Omega Ratio Rank: 9393
Omega Ratio Rank
FALAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FALAX Martin Ratio Rank: 4646
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9292
Overall Rank
VIHAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9191
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

FALAX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class A (FALAX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


FALAXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.07

-0.62

Sortino ratio

Return per unit of downside risk

2.08

2.66

-0.58

Omega ratio

Gain probability vs. loss probability

1.45

1.42

+0.03

Calmar ratio

Return relative to maximum drawdown

1.14

2.61

-1.47

Martin ratio

Return relative to average drawdown

4.62

10.91

-6.29

FALAX vs. VIHAX - Sharpe Ratio Comparison

The current FALAX Sharpe Ratio is 1.46, which is comparable to the VIHAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FALAX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FALAXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.07

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.89

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.64

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.64

-0.18

Correlation

The correlation between FALAX and VIHAX is 0.77, 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

FALAX vs. VIHAX - Dividend Comparison

FALAX's dividend yield for the trailing twelve months is around 6.03%, more than VIHAX's 3.71% yield.


TTM20252024202320222021202020192018201720162015
FALAX
Fidelity Advisor Large Cap Fund Class A
6.03%6.03%6.33%3.46%2.21%6.69%5.50%8.65%17.32%6.41%2.11%3.02%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.71%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

FALAX vs. VIHAX - Drawdown Comparison

The maximum FALAX drawdown since its inception was -63.41%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FALAX and VIHAX.


Loading graphics...

Drawdown Indicators


FALAXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-38.80%

-24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-10.66%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-23.92%

+2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.55%

-38.80%

+1.25%

Current Drawdown

Current decline from peak

-4.19%

-8.73%

+4.54%

Average Drawdown

Average peak-to-trough decline

-14.00%

-6.09%

-7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

2.57%

+1.35%

Volatility

FALAX vs. VIHAX - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class A (FALAX) is 0.00%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 5.68%. This indicates that FALAX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FALAXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.68%

-5.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

8.82%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

14.15%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

13.65%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

15.91%

+2.72%