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FCDSX vs. VTILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCDSX vs. VTILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Credit Fund (FCDSX) and Vanguard Total International Bond II Index Fund (VTILX). The values are adjusted to include any dividend payments, if applicable.

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FCDSX vs. VTILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCDSX
Fidelity Series International Credit Fund
-0.47%7.22%8.47%7.64%-17.34%1.76%
VTILX
Vanguard Total International Bond II Index Fund
-0.76%2.96%3.91%8.85%-13.01%0.38%

Returns By Period

In the year-to-date period, FCDSX achieves a -0.47% return, which is significantly higher than VTILX's -0.76% return.


FCDSX

1D
0.36%
1M
-2.44%
YTD
-0.47%
6M
0.79%
1Y
4.94%
3Y*
7.23%
5Y*
0.98%
10Y*

VTILX

1D
0.31%
1M
-2.59%
YTD
-0.76%
6M
-0.29%
1Y
2.36%
3Y*
3.71%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCDSX vs. VTILX - Expense Ratio Comparison

FCDSX has a 0.00% expense ratio, which is lower than VTILX's 0.07% 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

FCDSX vs. VTILX — Risk / Return Rank

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

FCDSX
FCDSX Risk / Return Rank: 8383
Overall Rank
FCDSX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FCDSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCDSX Omega Ratio Rank: 8080
Omega Ratio Rank
FCDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FCDSX Martin Ratio Rank: 8484
Martin Ratio Rank

VTILX
VTILX Risk / Return Rank: 3333
Overall Rank
VTILX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VTILX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VTILX Omega Ratio Rank: 2626
Omega Ratio Rank
VTILX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VTILX Martin Ratio Rank: 3737
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.

FCDSX vs. VTILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Credit Fund (FCDSX) and Vanguard Total International Bond II Index Fund (VTILX). 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.


FCDSXVTILXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.79

+0.87

Sortino ratio

Return per unit of downside risk

2.33

1.10

+1.23

Omega ratio

Gain probability vs. loss probability

1.31

1.14

+0.17

Calmar ratio

Return relative to maximum drawdown

1.91

0.92

+0.99

Martin ratio

Return relative to average drawdown

8.64

3.92

+4.73

FCDSX vs. VTILX - Sharpe Ratio Comparison

The current FCDSX Sharpe Ratio is 1.66, which is higher than the VTILX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FCDSX and VTILX, 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


FCDSXVTILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.79

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.03

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.04

+0.66

Correlation

The correlation between FCDSX and VTILX is 0.84, 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

FCDSX vs. VTILX - Dividend Comparison

FCDSX's dividend yield for the trailing twelve months is around 4.60%, more than VTILX's 4.13% yield.


TTM202520242023202220212020201920182017
FCDSX
Fidelity Series International Credit Fund
4.60%4.58%4.81%3.67%6.73%3.04%6.58%7.12%4.17%1.90%
VTILX
Vanguard Total International Bond II Index Fund
4.13%4.27%4.52%4.22%0.94%0.62%0.00%0.00%0.00%0.00%

Drawdowns

FCDSX vs. VTILX - Drawdown Comparison

The maximum FCDSX drawdown since its inception was -22.33%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for FCDSX and VTILX.


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Drawdown Indicators


FCDSXVTILXDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-15.85%

-6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.90%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-15.85%

-6.48%

Current Drawdown

Current decline from peak

-2.44%

-2.59%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.14%

-6.05%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.68%

-0.07%

Volatility

FCDSX vs. VTILX - Volatility Comparison

The current volatility for Fidelity Series International Credit Fund (FCDSX) is 1.29%, while Vanguard Total International Bond II Index Fund (VTILX) has a volatility of 1.41%. This indicates that FCDSX experiences smaller price fluctuations and is considered to be less risky than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCDSXVTILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.41%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

2.02%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

3.04%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

4.39%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

4.37%

-0.23%