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FGLGX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGLGX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Large Cap Stock Fund (FGLGX) 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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FGLGX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGLGX
Fidelity Series Large Cap Stock Fund
-1.65%28.57%27.45%24.80%-7.23%26.53%10.01%32.37%-8.95%16.64%
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, FGLGX achieves a -1.65% return, which is significantly lower than VIHAX's 5.44% return. Over the past 10 years, FGLGX has outperformed VIHAX with an annualized return of 15.52%, while VIHAX has yielded a comparatively lower 10.41% annualized return.


FGLGX

1D
3.18%
1M
-5.16%
YTD
-1.65%
6M
3.44%
1Y
28.70%
3Y*
23.50%
5Y*
15.75%
10Y*
15.52%

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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FGLGX vs. VIHAX - Expense Ratio Comparison

FGLGX has a 0.00% expense ratio, which is lower than VIHAX's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FGLGX vs. VIHAX — Risk / Return Rank

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

FGLGX
FGLGX Risk / Return Rank: 8787
Overall Rank
FGLGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FGLGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGLGX Omega Ratio Rank: 8585
Omega Ratio Rank
FGLGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGLGX Martin Ratio Rank: 9292
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.

FGLGX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) 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.


FGLGXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.32

-0.73

Sortino ratio

Return per unit of downside risk

2.24

2.96

-0.72

Omega ratio

Gain probability vs. loss probability

1.36

1.47

-0.12

Calmar ratio

Return relative to maximum drawdown

2.44

3.01

-0.58

Martin ratio

Return relative to average drawdown

11.13

12.38

-1.25

FGLGX vs. VIHAX - Sharpe Ratio Comparison

The current FGLGX Sharpe Ratio is 1.60, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of FGLGX 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


FGLGXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.32

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.91

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.66

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.66

+0.18

Correlation

The correlation between FGLGX and VIHAX is 0.78, 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

FGLGX vs. VIHAX - Dividend Comparison

FGLGX's dividend yield for the trailing twelve months is around 10.00%, more than VIHAX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
FGLGX
Fidelity Series Large Cap Stock Fund
10.00%9.84%7.99%5.29%6.55%9.22%5.36%7.25%12.29%4.61%1.69%5.94%
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

FGLGX vs. VIHAX - Drawdown Comparison

The maximum FGLGX drawdown since its inception was -36.42%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FGLGX and VIHAX.


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Drawdown Indicators


FGLGXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-38.80%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-10.66%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-23.92%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

-38.80%

+2.38%

Current Drawdown

Current decline from peak

-6.55%

-6.64%

+0.09%

Average Drawdown

Average peak-to-trough decline

-3.82%

-6.09%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.59%

+0.08%

Volatility

FGLGX vs. VIHAX - Volatility Comparison

The current volatility for Fidelity Series Large Cap Stock Fund (FGLGX) is 5.66%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that FGLGX 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


FGLGXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

6.16%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.08%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.44%

14.29%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

13.69%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

15.92%

+2.46%