FDKFX vs. VTIAX
Compare and contrast key facts about Fidelity International Discovery K6 Fund (FDKFX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
FDKFX is managed by Fidelity. It was launched on Jun 13, 2019. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDKFX or VTIAX.
Key characteristics
| FDKFX | VTIAX | |
|---|---|---|
| YTD Return | 14.69% | 10.03% |
| 1Y Return | 26.56% | 20.07% |
| 3Y Return (Ann) | -1.49% | 1.60% |
| 5Y Return (Ann) | 7.04% | 5.92% |
| Sharpe Ratio | 1.92 | 1.69 |
| Sortino Ratio | 2.66 | 2.38 |
| Omega Ratio | 1.33 | 1.30 |
| Calmar Ratio | 1.04 | 1.37 |
| Martin Ratio | 10.63 | 9.76 |
| Ulcer Index | 2.48% | 2.07% |
| Daily Std Dev | 13.69% | 11.98% |
| Max Drawdown | -36.63% | -35.83% |
| Current Drawdown | -4.95% | -3.88% |
Correlation
The correlation between FDKFX and VTIAX is 0.95, 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.
Performance
FDKFX vs. VTIAX - Performance Comparison
In the year-to-date period, FDKFX achieves a 14.69% return, which is significantly higher than VTIAX's 10.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDKFX vs. VTIAX - Expense Ratio Comparison
FDKFX has a 0.60% expense ratio, which is higher than VTIAX's 0.11% expense ratio.
Risk-Adjusted Performance
FDKFX vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity International Discovery K6 Fund (FDKFX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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
FDKFX vs. VTIAX - Dividend Comparison
FDKFX's dividend yield for the trailing twelve months is around 1.41%, less than VTIAX's 2.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDKFX Fidelity International Discovery K6 Fund | 1.41% | 1.62% | 0.99% | 1.90% | 0.60% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.88% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
FDKFX vs. VTIAX - Drawdown Comparison
The maximum FDKFX drawdown since its inception was -36.63%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for FDKFX and VTIAX. For additional features, visit the drawdowns tool.
Volatility
FDKFX vs. VTIAX - Volatility Comparison
Fidelity International Discovery K6 Fund (FDKFX) has a higher volatility of 3.37% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 3.04%. This indicates that FDKFX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.