VTI vs. FGILX
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Fidelity Global Equity Income Fund (FGILX).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. FGILX is managed by Fidelity. It was launched on May 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or FGILX.
Key characteristics
| VTI | FGILX | |
|---|---|---|
| YTD Return | 26.70% | 16.38% |
| 1Y Return | 38.81% | 25.77% |
| 3Y Return (Ann) | 8.86% | 6.30% |
| 5Y Return (Ann) | 15.46% | 11.16% |
| 10Y Return (Ann) | 12.95% | 9.37% |
| Sharpe Ratio | 3.23 | 2.74 |
| Sortino Ratio | 4.29 | 3.77 |
| Omega Ratio | 1.60 | 1.50 |
| Calmar Ratio | 4.77 | 3.89 |
| Martin Ratio | 21.07 | 17.81 |
| Ulcer Index | 1.94% | 1.52% |
| Daily Std Dev | 12.59% | 9.82% |
| Max Drawdown | -55.45% | -30.59% |
| Current Drawdown | 0.00% | -0.81% |
Correlation
The correlation between VTI and FGILX 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.
Performance
VTI vs. FGILX - Performance Comparison
In the year-to-date period, VTI achieves a 26.70% return, which is significantly higher than FGILX's 16.38% return. Over the past 10 years, VTI has outperformed FGILX with an annualized return of 12.95%, while FGILX has yielded a comparatively lower 9.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTI vs. FGILX - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than FGILX's 1.02% expense ratio.
Risk-Adjusted Performance
VTI vs. FGILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Fidelity Global Equity Income Fund (FGILX). 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.
Dividends
VTI vs. FGILX - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.26%, more than FGILX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
FGILX Fidelity Global Equity Income Fund | 1.04% | 1.25% | 1.21% | 0.71% | 0.98% | 1.47% | 2.06% | 1.18% | 1.27% | 3.06% | 10.44% | 3.95% |
Drawdowns
VTI vs. FGILX - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than FGILX's maximum drawdown of -30.59%. Use the drawdown chart below to compare losses from any high point for VTI and FGILX. For additional features, visit the drawdowns tool.
Volatility
VTI vs. FGILX - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.07% compared to Fidelity Global Equity Income Fund (FGILX) at 2.82%. This indicates that VTI's price experiences larger fluctuations and is considered to be riskier than FGILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.