PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIADX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIADX and VWIGX 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.


-0.50.00.51.00.9

Performance

FIADX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Discovery Fund Class I (FIADX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
3.09%
1.04%
FIADX
VWIGX

Key characteristics

Sharpe Ratio

FIADX:

1.25

VWIGX:

0.66

Sortino Ratio

FIADX:

1.76

VWIGX:

0.92

Omega Ratio

FIADX:

1.22

VWIGX:

1.15

Calmar Ratio

FIADX:

0.80

VWIGX:

0.30

Martin Ratio

FIADX:

4.52

VWIGX:

2.50

Ulcer Index

FIADX:

3.81%

VWIGX:

5.08%

Daily Std Dev

FIADX:

13.73%

VWIGX:

19.25%

Max Drawdown

FIADX:

-59.97%

VWIGX:

-65.63%

Current Drawdown

FIADX:

-9.15%

VWIGX:

-35.04%

Returns By Period

In the year-to-date period, FIADX achieves a 7.53% return, which is significantly lower than VWIGX's 11.52% return. Over the past 10 years, FIADX has underperformed VWIGX with an annualized return of 4.22%, while VWIGX has yielded a comparatively higher 5.83% annualized return.


FIADX

YTD

7.53%

1M

7.11%

6M

3.10%

1Y

14.66%

5Y*

4.04%

10Y*

4.22%

VWIGX

YTD

11.52%

1M

9.70%

6M

1.04%

1Y

9.39%

5Y*

1.93%

10Y*

5.83%

*Annualized

Compare stocks, funds, or ETFs

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


FIADX vs. VWIGX - Expense Ratio Comparison

FIADX has a 1.02% expense ratio, which is higher than VWIGX's 0.43% expense ratio.


FIADX
Fidelity Advisor International Discovery Fund Class I
Expense ratio chart for FIADX: 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 VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

FIADX vs. VWIGX — Risk-Adjusted Performance Rank

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

FIADX
The Risk-Adjusted Performance Rank of FIADX is 6060
Overall Rank
The Sharpe Ratio Rank of FIADX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FIADX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FIADX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FIADX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FIADX is 5959
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2525
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIADX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Discovery Fund Class I (FIADX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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 FIADX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.250.66
The chart of Sortino ratio for FIADX, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.0012.001.760.92
The chart of Omega ratio for FIADX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.15
The chart of Calmar ratio for FIADX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.800.30
The chart of Martin ratio for FIADX, currently valued at 4.52, compared to the broader market0.0020.0040.0060.0080.004.522.50
FIADX
VWIGX

The current FIADX Sharpe Ratio is 1.25, which is higher than the VWIGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FIADX and VWIGX, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.25
0.66
FIADX
VWIGX

Dividends

FIADX vs. VWIGX - Dividend Comparison

FIADX's dividend yield for the trailing twelve months is around 2.79%, more than VWIGX's 0.74% yield.


TTM20242023202220212020201920182017201620152014
FIADX
Fidelity Advisor International Discovery Fund Class I
2.79%3.00%1.90%0.35%2.98%0.45%1.68%1.32%1.08%1.67%1.08%0.70%
VWIGX
Vanguard International Growth Fund Investor Shares
0.74%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

FIADX vs. VWIGX - Drawdown Comparison

The maximum FIADX drawdown since its inception was -59.97%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for FIADX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-9.15%
-35.04%
FIADX
VWIGX

Volatility

FIADX vs. VWIGX - Volatility Comparison

The current volatility for Fidelity Advisor International Discovery Fund Class I (FIADX) is 3.72%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.67%. This indicates that FIADX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.72%
4.67%
FIADX
VWIGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab