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FDIVX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDIVX and VXUS is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FDIVX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International Fund (FDIVX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FDIVX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VXUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FDIVX vs. VXUS - Expense Ratio Comparison

FDIVX has a 1.01% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Risk-Adjusted Performance

FDIVX vs. VXUS — Risk-Adjusted Performance Rank

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

FDIVX
The Risk-Adjusted Performance Rank of FDIVX is 5454
Overall Rank
The Sharpe Ratio Rank of FDIVX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIVX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FDIVX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FDIVX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FDIVX is 5757
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6969
Overall Rank
The Sharpe Ratio Rank of VXUS is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDIVX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Vanguard Total International Stock ETF (VXUS). 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.



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Dividends

FDIVX vs. VXUS - Dividend Comparison

FDIVX has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 3.00%.


TTM20242023202220212020201920182017201620152014
FDIVX
Fidelity Diversified International Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDIVX vs. VXUS - Drawdown Comparison


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Volatility

FDIVX vs. VXUS - Volatility Comparison


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