FDVIX vs. VTSNX

Last updated Aug 1, 2026

FDVIX (Fidelity Advisor Diversified International Fund Class I) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, FDVIX returned 9.56%/yr vs 9.42%/yr for VTSNX. Their correlation of 0.95 means they have usually moved in the same direction. FDVIX charges 0.90%/yr vs 0.08%/yr for VTSNX.

Performance

FDVIX vs. VTSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified International Fund Class I (FDVIX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FDVIX achieves a 12.17% return, which is significantly lower than VTSNX's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with FDVIX having a 9.56% annualized return and VTSNX not far behind at 9.42%.

FDVIX

• 1D: 3.57%
• 1M: -0.78%
• 6M: 6.52%
• YTD: 12.17%
• 1Y: 24.03%
• 3Y*: 15.57%
• 5Y*: 7.20%
• 10Y*: 9.56%
• ALL TIME*: 7.75%

VTSNX

• 1D: 2.75%
• 1M: 0.11%
• 6M: 6.67%
• YTD: 12.79%
• 1Y: 27.72%
• 3Y*: 16.82%
• 5Y*: 8.84%
• 10Y*: 9.42%
• ALL TIME*: 6.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDVIX Fidelity Advisor Diversified International Fund Class I	$0.00	$0.00	$0.00
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	$0.00	$0.00	$0.00

FDVIX vs. VTSNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDVIX Fidelity Advisor Diversified International Fund Class I	12.17%	27.55%	6.42%	17.36%	-23.70%	12.95%	19.60%	29.83%	-15.35%	25.62%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	12.79%	32.24%	5.38%	15.29%	-15.99%	8.64%	11.27%	21.69%	-14.41%	27.54%

Correlation

The correlation between FDVIX and VTSNX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.95

The correlation between FDVIX and VTSNX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

FDVIX vs. VTSNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDVIX

FDVIX Risk / Return Rank: 43
FDVIX Sharpe Ratio Rank: 41
FDVIX Sortino Ratio Rank: 42
FDVIX Omega Ratio Rank: 40
FDVIX Calmar Ratio Rank: 47
FDVIX Martin Ratio Rank: 48

VTSNX

VTSNX Risk / Return Rank: 72
VTSNX Sharpe Ratio Rank: 73
VTSNX Sortino Ratio Rank: 69
VTSNX Omega Ratio Rank: 72
VTSNX Calmar Ratio Rank: 74
VTSNX Martin Ratio Rank: 74

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDVIX vs. VTSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified International Fund Class I (FDVIX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FDVIX	VTSNX	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.65	-0.47
Sortino ratio: Return per unit of downside risk	1.74	2.27	-0.54
Omega ratio: Gain probability vs. loss probability	1.22	1.31	-0.09
Calmar ratio: Return relative to maximum drawdown	1.76	2.33	-0.57
Martin ratio: Return relative to average drawdown	6.62	8.66	-2.03

FDVIX vs. VTSNX - Sharpe Ratio Comparison

The current FDVIX Sharpe Ratio is 1.17, which is comparable to the VTSNX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of FDVIX and VTSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FDVIX vs. VTSNX - Drawdown Comparison

The maximum FDVIX drawdown since its inception was -61.22%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for FDVIX and VTSNX.

Drawdown Indicators

	FDVIX	VTSNX	Difference
Max Drawdown Largest peak-to-trough decline	-61.22%	-35.72%	-25.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-11.29%	-1.25%
Max Drawdown (3Y) Largest decline over 3 years	-14.65%	-13.14%	-1.51%
Max Drawdown (5Y) Largest decline over 5 years	-35.28%	-29.50%	-5.78%
Max Drawdown (10Y) Largest decline over 10 years	-35.28%	-35.72%	+0.44%
Current Drawdown Current decline from peak	-2.54%	-2.62%	+0.08%
Average Drawdown Average peak-to-trough decline	-13.25%	-8.04%	-5.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.03%	+0.29%

Volatility

FDVIX vs. VTSNX - Volatility Comparison

Fidelity Advisor Diversified International Fund Class I (FDVIX) has a higher volatility of 6.14% compared to Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) at 5.43%. This indicates that FDVIX's price experiences larger fluctuations and is considered to be riskier than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDVIX	VTSNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.14%	5.43%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	16.53%	14.12%	+2.41%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	15.98%	+2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	15.36%	+2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.99%	15.83%	+1.16%

FDVIX vs. VTSNX - Expense Ratio Comparison

FDVIX has a 0.90% expense ratio, which is higher than VTSNX's 0.08% expense ratio.

Dividends

FDVIX vs. VTSNX - Dividend Comparison

FDVIX's dividend yield for the trailing twelve months is around 12.33%, more than VTSNX's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDVIX Fidelity Advisor Diversified International Fund Class I	12.33%	13.83%	6.36%	4.22%	2.17%	10.74%	0.02%	1.48%	5.04%	0.29%	1.54%	0.92%
VTSNX Vanguard Total International Stock Index Fund Institutional Shares	2.58%	3.17%	3.36%	3.24%	3.08%	3.08%	2.13%	3.16%	3.19%	2.75%	2.95%	2.86%

Frequently Asked Questions

Can I hold both FDVIX and VTSNX in my portfolio?

With a correlation of 0.95, FDVIX and VTSNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FDVIX or VTSNX?

FDVIX has higher volatility (6.14%) compared to VTSNX (5.43%). In terms of maximum drawdown, FDVIX dropped -61.22% vs VTSNX's -35.72%.

Which has better risk-adjusted returns?

VTSNX currently has the higher Sharpe Ratio (1.65 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.