FDVIX vs. VTSNX
FDVIX (Fidelity Advisor Diversified International Fund Class I) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - FDVIX is a Foreign Large Cap Equities fund managed by Fidelity, while VTSNX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, FDVIX returned 9.44%/yr vs 9.89%/yr for VTSNX. Their correlation of 0.95 suggests significant overlap in exposure. FDVIX charges 0.90%/yr vs 0.08%/yr for VTSNX.
Performance
FDVIX vs. VTSNX - Performance Comparison
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Returns By Period
In the year-to-date period, FDVIX achieves a 11.54% return, which is significantly lower than VTSNX's 15.42% return. Both investments have delivered pretty close results over the past 10 years, with FDVIX having a 9.44% annualized return and VTSNX not far ahead at 9.89%.
FDVIX
- 1D
- 0.73%
- 1M
- 5.53%
- YTD
- 11.54%
- 6M
- 14.20%
- 1Y
- 22.66%
- 3Y*
- 16.76%
- 5Y*
- 7.58%
- 10Y*
- 9.44%
VTSNX
- 1D
- 0.61%
- 1M
- 5.54%
- YTD
- 15.42%
- 6M
- 18.20%
- 1Y
- 33.39%
- 3Y*
- 19.83%
- 5Y*
- 8.84%
- 10Y*
- 9.89%
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 | 11.54% | 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 | 15.42% | 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 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 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.
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Return for Risk
FDVIX vs. VTSNX — Risk / Return Rank
FDVIX
VTSNX
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.
| FDVIX | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.92 | -1.14 |
| Martin ratioReturn relative to average drawdown | 6.94 | 11.52 | -4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDVIX | VTSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.32 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.62 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | 0.00 |
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.
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Drawdown Indicators
| FDVIX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -29.55% | -5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -35.72% | +0.44% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -8.10% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.85% | +0.35% |
Volatility
FDVIX vs. VTSNX - Volatility Comparison
Fidelity Advisor Diversified International Fund Class I (FDVIX) has a higher volatility of 6.05% compared to Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) at 4.80%. 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.
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Volatility by Period
| FDVIX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.80% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 11.90% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 14.21% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.04% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 15.93% | +1.15% |
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 12.40%, more than VTSNX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDVIX Fidelity Advisor Diversified International Fund Class I | 12.40% | 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 | 2.62% | 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
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.
FDVIX has higher volatility (6.05%) compared to VTSNX (4.80%). In terms of maximum drawdown, FDVIX dropped -61.22% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (2.32 vs 1.32), 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.
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