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FBLEX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBLEX vs. VIHAX - Performance Comparison

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

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FBLEX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%
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

In the year-to-date period, FBLEX achieves a -2.01% return, which is significantly lower than VIHAX's 3.08% return. Over the past 10 years, FBLEX has outperformed VIHAX with an annualized return of 11.11%, while VIHAX has yielded a comparatively lower 10.16% annualized return.


FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%

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)

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FBLEX vs. VIHAX - Expense Ratio Comparison

FBLEX has a 0.01% expense ratio, which is lower than VIHAX's 0.22% 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%.


Return for Risk

FBLEX vs. VIHAX — Risk / Return Rank

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

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
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.

FBLEX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) 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.


FBLEXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.07

-1.17

Sortino ratio

Return per unit of downside risk

1.32

2.66

-1.34

Omega ratio

Gain probability vs. loss probability

1.20

1.42

-0.22

Calmar ratio

Return relative to maximum drawdown

1.06

2.61

-1.55

Martin ratio

Return relative to average drawdown

4.92

10.91

-5.99

FBLEX vs. VIHAX - Sharpe Ratio Comparison

The current FBLEX Sharpe Ratio is 0.91, which is lower than the VIHAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FBLEX 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.


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Sharpe Ratios by Period


FBLEXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.07

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.89

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.64

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.64

+0.05

Correlation

The correlation between FBLEX 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

FBLEX vs. VIHAX - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 11.33%, more than VIHAX's 3.71% yield.


TTM20252024202320222021202020192018201720162015
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%
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

FBLEX vs. VIHAX - Drawdown Comparison

The maximum FBLEX drawdown since its inception was -39.73%, roughly equal to the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FBLEX and VIHAX.


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Drawdown Indicators


FBLEXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-38.80%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-10.66%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-23.92%

+4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

-38.80%

-0.93%

Current Drawdown

Current decline from peak

-6.89%

-8.73%

+1.84%

Average Drawdown

Average peak-to-trough decline

-3.86%

-6.09%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.57%

-0.08%

Volatility

FBLEX vs. VIHAX - Volatility Comparison

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 3.48%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 5.68%. This indicates that FBLEX 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.


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Volatility by Period


FBLEXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

5.68%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.82%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

14.15%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

13.65%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

15.91%

+1.48%