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FGILX vs. VEQT.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGILX vs. VEQT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Equity Income Fund (FGILX) and Vanguard All-Equity ETF Portfolio (VEQT.TO). The values are adjusted to include any dividend payments, if applicable.

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FGILX vs. VEQT.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FGILX
Fidelity Global Equity Income Fund
-0.56%25.99%13.80%15.33%-11.93%19.05%14.49%21.53%
VEQT.TO
Vanguard All-Equity ETF Portfolio
0.25%26.14%14.87%19.36%-16.74%20.50%13.66%14.10%
Different Trading Currencies

FGILX is traded in USD, while VEQT.TO is traded in CAD. To make them comparable, the VEQT.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGILX achieves a -0.56% return, which is significantly lower than VEQT.TO's 0.25% return.


FGILX

1D
2.78%
1M
-5.43%
YTD
-0.56%
6M
2.45%
1Y
18.86%
3Y*
15.75%
5Y*
10.30%
10Y*
11.12%

VEQT.TO

1D
0.91%
1M
-4.96%
YTD
0.25%
6M
4.19%
1Y
26.22%
3Y*
17.76%
5Y*
9.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGILX vs. VEQT.TO - Expense Ratio Comparison

FGILX has a 1.02% expense ratio, which is higher than VEQT.TO's 0.24% expense ratio.


Return for Risk

FGILX vs. VEQT.TO — Risk / Return Rank

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

FGILX
FGILX Risk / Return Rank: 7575
Overall Rank
FGILX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FGILX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FGILX Omega Ratio Rank: 7474
Omega Ratio Rank
FGILX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FGILX Martin Ratio Rank: 8383
Martin Ratio Rank

VEQT.TO
VEQT.TO Risk / Return Rank: 7676
Overall Rank
VEQT.TO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VEQT.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
VEQT.TO Omega Ratio Rank: 7878
Omega Ratio Rank
VEQT.TO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VEQT.TO Martin Ratio Rank: 7777
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.

FGILX vs. VEQT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity Income Fund (FGILX) and Vanguard All-Equity ETF Portfolio (VEQT.TO). 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.


FGILXVEQT.TODifference

Sharpe ratio

Return per unit of total volatility

1.29

1.57

-0.28

Sortino ratio

Return per unit of downside risk

1.84

2.23

-0.39

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratio

Return relative to maximum drawdown

1.83

2.28

-0.45

Martin ratio

Return relative to average drawdown

8.71

11.03

-2.32

FGILX vs. VEQT.TO - Sharpe Ratio Comparison

The current FGILX Sharpe Ratio is 1.29, which is comparable to the VEQT.TO Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FGILX and VEQT.TO, 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


FGILXVEQT.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.57

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.63

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.64

+0.14

Correlation

The correlation between FGILX and VEQT.TO is 0.91, 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

FGILX vs. VEQT.TO - Dividend Comparison

FGILX's dividend yield for the trailing twelve months is around 2.07%, more than VEQT.TO's 1.40% yield.


TTM20252024202320222021202020192018201720162015
FGILX
Fidelity Global Equity Income Fund
2.07%2.06%2.38%1.25%1.21%11.94%3.17%1.51%6.23%2.10%1.27%2.75%
VEQT.TO
Vanguard All-Equity ETF Portfolio
1.40%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%

Drawdowns

FGILX vs. VEQT.TO - Drawdown Comparison

The maximum FGILX drawdown since its inception was -30.59%, smaller than the maximum VEQT.TO drawdown of -36.58%. Use the drawdown chart below to compare losses from any high point for FGILX and VEQT.TO.


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Drawdown Indicators


FGILXVEQT.TODifference

Max Drawdown

Largest peak-to-trough decline

-30.59%

-30.45%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-11.87%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-18.32%

-3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-30.59%

Current Drawdown

Current decline from peak

-6.11%

-4.22%

-1.89%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.78%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.63%

-0.35%

Volatility

FGILX vs. VEQT.TO - Volatility Comparison

Fidelity Global Equity Income Fund (FGILX) and Vanguard All-Equity ETF Portfolio (VEQT.TO) have volatilities of 5.84% and 5.93%, 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


FGILXVEQT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.93%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

10.01%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

16.78%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

15.82%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

18.88%

-4.35%