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FGILX vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGILX and VTIAX is 0.90, 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.


-0.50.00.51.00.9

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.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
244.00%
99.13%
FGILX
VTIAX

Key characteristics

Sharpe Ratio

FGILX:

1.58

VTIAX:

0.51

Sortino Ratio

FGILX:

2.17

VTIAX:

0.77

Omega Ratio

FGILX:

1.28

VTIAX:

1.09

Calmar Ratio

FGILX:

2.52

VTIAX:

0.63

Martin Ratio

FGILX:

9.40

VTIAX:

2.05

Ulcer Index

FGILX:

1.67%

VTIAX:

3.02%

Daily Std Dev

FGILX:

9.95%

VTIAX:

12.23%

Max Drawdown

FGILX:

-30.59%

VTIAX:

-35.83%

Current Drawdown

FGILX:

-4.23%

VTIAX:

-9.86%

Returns By Period

In the year-to-date period, FGILX achieves a 13.21% return, which is significantly higher than VTIAX's 3.18% return. Over the past 10 years, FGILX has outperformed VTIAX with an annualized return of 8.89%, while VTIAX has yielded a comparatively lower 4.77% annualized return.


FGILX

YTD

13.21%

1M

-1.21%

6M

4.12%

1Y

14.54%

5Y*

9.55%

10Y*

8.89%

VTIAX

YTD

3.18%

1M

-3.10%

6M

-1.60%

1Y

4.66%

5Y*

3.97%

10Y*

4.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGILX vs. VTIAX - Expense Ratio Comparison

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


FGILX
Fidelity Global Equity Income Fund
Expense ratio chart for FGILX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

FGILX vs. VTIAX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FGILX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.580.51
The chart of Sortino ratio for FGILX, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.170.77
The chart of Omega ratio for FGILX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.09
The chart of Calmar ratio for FGILX, currently valued at 2.52, compared to the broader market0.002.004.006.008.0010.0012.0014.002.520.63
The chart of Martin ratio for FGILX, currently valued at 9.40, compared to the broader market0.0020.0040.0060.009.402.05
FGILX
VTIAX

The current FGILX Sharpe Ratio is 1.58, which is higher than the VTIAX Sharpe Ratio of 0.51. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.58
0.51
FGILX
VTIAX

Dividends

FGILX vs. VTIAX - Dividend Comparison

FGILX's dividend yield for the trailing twelve months is around 0.84%, less than VTIAX's 1.64% yield.


TTM20232022202120202019201820172016201520142013
FGILX
Fidelity Global Equity Income Fund
0.84%1.25%1.21%0.71%0.98%1.47%2.06%1.18%1.27%3.06%10.44%3.95%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
1.64%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%2.71%

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.23%
-9.86%
FGILX
VTIAX

Volatility

FGILX vs. VTIAX - Volatility Comparison

The current volatility for Fidelity Global Equity Income Fund (FGILX) is 3.12%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 3.36%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.12%
3.36%
FGILX
VTIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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