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FHLFX vs. VIAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHLFX vs. VIAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series International Index Fund (FHLFX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX). The values are adjusted to include any dividend payments, if applicable.

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FHLFX vs. VIAAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHLFX
Fidelity Series International Index Fund
-1.92%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
-5.04%16.83%2.60%16.07%-16.66%12.36%15.10%26.99%-10.11%

Returns By Period

In the year-to-date period, FHLFX achieves a -1.92% return, which is significantly higher than VIAAX's -5.04% return.


FHLFX

1D
0.47%
1M
-10.83%
YTD
-1.92%
6M
2.52%
1Y
19.92%
3Y*
13.48%
5Y*
7.91%
10Y*

VIAAX

1D
0.58%
1M
-9.93%
YTD
-5.04%
6M
-2.92%
1Y
6.36%
3Y*
7.55%
5Y*
4.04%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHLFX vs. VIAAX - Expense Ratio Comparison

FHLFX has a 0.01% expense ratio, which is lower than VIAAX's 0.16% 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

FHLFX vs. VIAAX — Risk / Return Rank

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

FHLFX
FHLFX Risk / Return Rank: 6161
Overall Rank
FHLFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 5858
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 6262
Martin Ratio Rank

VIAAX
VIAAX Risk / Return Rank: 1515
Overall Rank
VIAAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VIAAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
VIAAX Omega Ratio Rank: 1414
Omega Ratio Rank
VIAAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIAAX Martin Ratio Rank: 1717
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.

FHLFX vs. VIAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Index Fund (FHLFX) and Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX). 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.


FHLFXVIAAXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.38

+0.74

Sortino ratio

Return per unit of downside risk

1.56

0.62

+0.94

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

1.54

0.46

+1.08

Martin ratio

Return relative to average drawdown

5.91

1.71

+4.20

FHLFX vs. VIAAX - Sharpe Ratio Comparison

The current FHLFX Sharpe Ratio is 1.11, which is higher than the VIAAX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FHLFX and VIAAX, 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


FHLFXVIAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.38

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.29

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.51

-0.06

Correlation

The correlation between FHLFX and VIAAX is 0.94, 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

FHLFX vs. VIAAX - Dividend Comparison

FHLFX's dividend yield for the trailing twelve months is around 3.53%, more than VIAAX's 2.26% yield.


TTM2025202420232022202120202019201820172016
FHLFX
Fidelity Series International Index Fund
3.53%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%
VIAAX
Vanguard International Dividend Appreciation Index Fund Admiral Shares
2.26%2.09%1.92%1.92%2.05%7.01%1.28%1.83%1.99%1.69%0.68%

Drawdowns

FHLFX vs. VIAAX - Drawdown Comparison

The maximum FHLFX drawdown since its inception was -33.58%, which is greater than VIAAX's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for FHLFX and VIAAX.


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Drawdown Indicators


FHLFXVIAAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.58%

-30.78%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-10.52%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-28.59%

-0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-10.83%

-10.00%

-0.83%

Average Drawdown

Average peak-to-trough decline

-6.18%

-6.19%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.80%

+0.16%

Volatility

FHLFX vs. VIAAX - Volatility Comparison

Fidelity Series International Index Fund (FHLFX) has a higher volatility of 7.01% compared to Vanguard International Dividend Appreciation Index Fund Admiral Shares (VIAAX) at 5.77%. This indicates that FHLFX's price experiences larger fluctuations and is considered to be riskier than VIAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHLFXVIAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

5.77%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

9.77%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

15.29%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

13.97%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

15.13%

+2.48%