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FGIKX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIKX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth & Income Portfolio Class K (FGIKX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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FGIKX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGIKX
Fidelity Growth & Income Portfolio Class K
-0.45%19.16%19.57%18.75%-4.88%25.95%8.09%30.39%-8.88%17.03%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, FGIKX achieves a -0.45% return, which is significantly lower than VIHAX's 5.44% return. Over the past 10 years, FGIKX has outperformed VIHAX with an annualized return of 13.44%, while VIHAX has yielded a comparatively lower 10.41% annualized return.


FGIKX

1D
2.62%
1M
-4.80%
YTD
-0.45%
6M
1.05%
1Y
18.55%
3Y*
17.07%
5Y*
12.33%
10Y*
13.44%

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIKX vs. VIHAX - Expense Ratio Comparison

FGIKX has a 0.49% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

FGIKX vs. VIHAX — Risk / Return Rank

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

FGIKX
FGIKX Risk / Return Rank: 6161
Overall Rank
FGIKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FGIKX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FGIKX Omega Ratio Rank: 6565
Omega Ratio Rank
FGIKX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FGIKX Martin Ratio Rank: 6565
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGIKX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio Class K (FGIKX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


FGIKXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.14

2.32

-1.18

Sortino ratio

Return per unit of downside risk

1.64

2.96

-1.33

Omega ratio

Gain probability vs. loss probability

1.26

1.47

-0.21

Calmar ratio

Return relative to maximum drawdown

1.48

3.01

-1.53

Martin ratio

Return relative to average drawdown

6.74

12.38

-5.64

FGIKX vs. VIHAX - Sharpe Ratio Comparison

The current FGIKX Sharpe Ratio is 1.14, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FGIKX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGIKXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.32

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.91

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.66

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.66

-0.23

Correlation

The correlation between FGIKX and VIHAX is 0.79, 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.


Dividends

FGIKX vs. VIHAX - Dividend Comparison

FGIKX's dividend yield for the trailing twelve months is around 7.78%, more than VIHAX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
FGIKX
Fidelity Growth & Income Portfolio Class K
7.78%7.74%4.66%4.03%3.52%6.11%3.71%2.94%3.51%1.63%1.92%2.23%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

FGIKX vs. VIHAX - Drawdown Comparison

The maximum FGIKX drawdown since its inception was -62.07%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FGIKX and VIHAX.


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Drawdown Indicators


FGIKXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-38.80%

-23.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-10.66%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-23.92%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-38.80%

+3.19%

Current Drawdown

Current decline from peak

-5.93%

-6.64%

+0.71%

Average Drawdown

Average peak-to-trough decline

-10.75%

-6.09%

-4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.59%

+0.04%

Volatility

FGIKX vs. VIHAX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio Class K (FGIKX) is 4.73%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that FGIKX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIKXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

6.16%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.08%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

14.29%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

13.69%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

15.92%

+1.59%