FDFIX vs. VDPG.L
Compare and contrast key facts about Fidelity Flex 500 Index Fund (FDFIX) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017. VDPG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDFIX or VDPG.L.
Performance
FDFIX vs. VDPG.L - Performance Comparison
Returns By Period
In the year-to-date period, FDFIX achieves a 25.09% return, which is significantly higher than VDPG.L's 1.12% return.
FDFIX
25.09%
0.60%
11.74%
32.43%
15.52%
N/A
VDPG.L
1.12%
-1.12%
-1.27%
7.49%
4.33%
N/A
Key characteristics
| FDFIX | VDPG.L | |
|---|---|---|
| Sharpe Ratio | 2.65 | 0.50 |
| Sortino Ratio | 3.54 | 0.79 |
| Omega Ratio | 1.49 | 1.10 |
| Calmar Ratio | 3.86 | 0.55 |
| Martin Ratio | 17.40 | 2.11 |
| Ulcer Index | 1.87% | 3.24% |
| Daily Std Dev | 12.30% | 13.60% |
| Max Drawdown | -33.77% | -30.11% |
| Current Drawdown | -1.76% | -3.56% |
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FDFIX vs. VDPG.L - Expense Ratio Comparison
FDFIX has a 0.00% expense ratio, which is lower than VDPG.L's 0.15% 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%.
Correlation
The correlation between FDFIX and VDPG.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FDFIX vs. VDPG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex 500 Index Fund (FDFIX) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). 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.
Dividends
FDFIX vs. VDPG.L - Dividend Comparison
FDFIX's dividend yield for the trailing twelve months is around 1.24%, while VDPG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FDFIX Fidelity Flex 500 Index Fund | 1.24% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDFIX vs. VDPG.L - Drawdown Comparison
The maximum FDFIX drawdown since its inception was -33.77%, which is greater than VDPG.L's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for FDFIX and VDPG.L. For additional features, visit the drawdowns tool.
Volatility
FDFIX vs. VDPG.L - Volatility Comparison
The current volatility for Fidelity Flex 500 Index Fund (FDFIX) is 4.04%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 5.58%. This indicates that FDFIX experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.