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FGILX vs. VTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGILX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Global Equity Income Fund (FGILX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

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FGILX vs. VTIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGILX
Fidelity Global Equity Income Fund
-3.26%25.99%13.80%15.33%-11.93%19.05%14.49%30.20%-10.93%21.68%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
-1.02%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%

Returns By Period

In the year-to-date period, FGILX achieves a -3.26% return, which is significantly lower than VTIAX's -1.02% return. Over the past 10 years, FGILX has outperformed VTIAX with an annualized return of 10.82%, while VTIAX has yielded a comparatively lower 8.51% annualized return.


FGILX

1D
0.04%
1M
-8.66%
YTD
-3.26%
6M
-0.04%
1Y
16.18%
3Y*
14.69%
5Y*
9.93%
10Y*
10.82%

VTIAX

1D
-0.17%
1M
-11.11%
YTD
-1.02%
6M
3.45%
1Y
24.00%
3Y*
14.20%
5Y*
6.87%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGILX vs. VTIAX - Expense Ratio Comparison

FGILX has a 1.02% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Return for Risk

FGILX vs. VTIAX — Risk / Return Rank

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

FGILX
FGILX Risk / Return Rank: 6565
Overall Rank
FGILX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FGILX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FGILX Omega Ratio Rank: 6767
Omega Ratio Rank
FGILX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FGILX Martin Ratio Rank: 7171
Martin Ratio Rank

VTIAX
VTIAX Risk / Return Rank: 8080
Overall Rank
VTIAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 7878
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 7878
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. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Equity Income Fund (FGILX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


FGILXVTIAXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.50

-0.38

Sortino ratio

Return per unit of downside risk

1.60

1.99

-0.39

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.39

1.92

-0.53

Martin ratio

Return relative to average drawdown

6.71

7.64

-0.93

FGILX vs. VTIAX - Sharpe Ratio Comparison

The current FGILX Sharpe Ratio is 1.12, which is comparable to the VTIAX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FGILX and VTIAX, 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


FGILXVTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.50

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.47

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.54

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.38

+0.39

Correlation

The correlation between FGILX and VTIAX 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. VTIAX - Dividend Comparison

FGILX's dividend yield for the trailing twelve months is around 2.13%, less than VTIAX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
FGILX
Fidelity Global Equity Income Fund
2.13%2.06%2.38%1.25%1.21%11.94%3.17%1.51%6.23%2.10%1.27%2.75%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.03%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%

Drawdowns

FGILX vs. VTIAX - Drawdown Comparison

The maximum FGILX drawdown since its inception was -30.59%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for FGILX and VTIAX.


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Drawdown Indicators


FGILXVTIAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.59%

-35.83%

+5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-11.28%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-29.56%

+8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-30.59%

-35.83%

+5.24%

Current Drawdown

Current decline from peak

-8.66%

-11.28%

+2.62%

Average Drawdown

Average peak-to-trough decline

-3.66%

-8.15%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.84%

-0.60%

Volatility

FGILX vs. VTIAX - Volatility Comparison

The current volatility for Fidelity Global Equity Income Fund (FGILX) is 4.92%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.80%. This indicates that FGILX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGILXVTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

6.80%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

10.50%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

15.53%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

14.80%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

15.83%

-1.32%