FFDI vs. VXUS
FFDI (Fidelity Fundamental Developed International ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - FFDI is a Foreign Large Cap Equities fund managed by Fidelity, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past year, FFDI returned 10.75% vs 24.94% for VXUS. Their correlation of 0.92 suggests significant overlap in exposure. FFDI charges 0.55%/yr vs 0.05%/yr for VXUS.
Performance
FFDI vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, FFDI achieves a 6.62% return, which is significantly lower than VXUS's 11.67% return.
FFDI
- 1D
- -1.77%
- 1M
- -1.07%
- 6M
- 2.63%
- YTD
- 6.62%
- 1Y
- 10.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -1.83%
- 1M
- -1.78%
- 6M
- 7.25%
- YTD
- 11.67%
- 1Y
- 24.94%
- 3Y*
- 16.92%
- 5Y*
- 8.33%
- 10Y*
- 9.44%
FFDI vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FFDI Fidelity Fundamental Developed International ETF | 6.62% | 26.66% | -9.21% |
VXUS Vanguard Total International Stock ETF | 11.67% | 32.35% | -1.21% |
Correlation
The correlation between FFDI and VXUS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024 | 0.92 |
The correlation between FFDI and VXUS has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
FFDI vs. VXUS — Risk / Return Rank
FFDI
VXUS
FFDI vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Developed International ETF (FFDI) 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.
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.
| FFDI | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.22 | -1.31 |
| Martin ratioReturn relative to average drawdown | 3.38 | 8.38 | -5.00 |
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Drawdowns
FFDI vs. VXUS - Drawdown Comparison
The maximum FFDI drawdown since its inception was -14.39%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FFDI and VXUS.
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Drawdown Indicators
| FFDI | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.39% | -35.97% | +21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -11.27% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -3.71% | -3.77% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -8.18% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.99% | +0.20% |
Volatility
FFDI vs. VXUS - Volatility Comparison
Fidelity Fundamental Developed International ETF (FFDI) and Vanguard Total International Stock ETF (VXUS) have volatilities of 6.26% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFDI | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.27% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 14.75% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 16.60% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 16.30% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 16.99% | +2.77% |
FFDI vs. VXUS - Expense Ratio Comparison
FFDI has a 0.55% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
FFDI vs. VXUS - Dividend Comparison
FFDI's dividend yield for the trailing twelve months is around 2.03%, less than VXUS's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFDI Fidelity Fundamental Developed International ETF | 2.03% | 2.16% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.61% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
With a correlation of 0.94, FFDI and VXUS 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.
VXUS has higher volatility (6.27%) compared to FFDI (6.26%). In terms of maximum drawdown, FFDI dropped -14.39% vs VXUS's -35.97%.
On 1-year performance, VXUS leads with 24.94% vs 10.75% for FFDI. On fees, VXUS is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VXUS has performed better with a 24.94% return vs 10.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.55% for FFDI.
VXUS has the higher dividend yield at 2.61%, compared with 2.03% for FFDI.
FFDI is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.55% for FFDI and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (1.51 vs 0.60), 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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